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~isPartOf:"Journal of empirical finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivat"
~subject:"Risiko"
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Search: subject_exact:"Optionspreistheorie"
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Derivat
Risiko
Option pricing theory
294
Optionspreistheorie
294
Theorie
190
Theory
190
Volatility
78
Volatilität
78
Stochastic process
66
Stochastischer Prozess
66
Option trading
46
Optionsgeschäft
46
Hedging
40
Yield curve
36
Zinsstruktur
36
Derivative
26
Incomplete market
25
Unvollkommener Markt
25
CAPM
23
Portfolio selection
23
Portfolio-Management
23
Black-Scholes model
18
Black-Scholes-Modell
18
Martingal
17
Martingale
17
Estimation
14
Schätzung
14
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Risk
13
Swap
12
Transaction costs
12
Transaktionskosten
12
ARCH model
10
ARCH-Modell
10
Börsenkurs
10
Credit risk
10
Index futures
10
Index-Futures
10
Kreditrisiko
10
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37
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37
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37
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English
37
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Bayraktar, Erhan
2
Cont, Rama
2
Linetsky, Vadim
2
Ankirchner, Stefan
1
Arai, Takuji
1
Aretz, Kevin
1
Aïd, René
1
Biagini, Francesca
1
Björk, Tomas
1
Brigo, Damiano
1
Campi, Luciano
1
Carr, Peter
1
Chan, Ka Kei
1
Chen, Ren-Raw
1
Chourdakis, Kyriakos
1
Dendramis, Yiannis
1
Dolinsky, Yan
1
El Karoui, Nicole
1
El-Bachir, Naoufel
1
Emmerling, Thomas J.
1
Engwerda, Jacob Christiaan
1
Figueroa-López, José E.
1
Fischer, Tom
1
Fukasawa, Masaaki
1
Gombani, Andrea
1
Gong, Ruoting
1
Gospodinov, Nikolaj
1
Guéant, Olivier
1
Hirukawa, Masayuki
1
Houdré, Christian
1
Hsieh, Pei-lin
1
Huang, Jeffrey
1
Imkeller, Peter
1
Kallsen, Jan
1
Kokholm, Thomas
1
Kolokolova, Olga
1
Lacoste, Vincent
1
Langrené, Nicolas
1
Levendorskij, Sergej Z.
1
Li, Chenxu
1
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Published in...
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Journal of empirical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
116
Applied mathematical finance
68
Review of derivatives research
50
Quantitative finance
42
Journal of banking & finance
38
The journal of computational finance
36
European journal of operational research : EJOR
35
Journal of mathematical finance
34
The journal of futures markets
33
Finance and stochastics
27
Insurance / Mathematics & economics
26
International journal of financial engineering
25
Risks : open access journal
25
Journal of economic dynamics & control
24
The European journal of finance
24
Energy economics
23
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of derivatives : JOD
20
Finance research letters
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Research paper series / Swiss Finance Institute
18
Computational economics
16
International review of financial analysis
16
SpringerLink / Bücher
16
Annals of finance
15
Applied economics letters
15
Journal of econometrics
15
Journal of risk and financial management : JRFM
15
International review of economics & finance : IREF
14
Applied economics
13
Mathematics and financial economics
12
NBER working paper series
12
SFB 649 discussion paper
12
Economic modelling
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The journal of finance : the journal of the American Finance Association
11
Working paper
11
Journal of financial economics
10
Mathematical finance
10
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ECONIS (ZBW)
37
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1
Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Saved in:
2
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
3
Crash risk and risk neutral densities
Chen, Ren-Raw
;
Hsieh, Pei-lin
;
Huang, Jeffrey
- In:
Journal of empirical finance
47
(
2018
),
pp. 162-189
Persistent link: https://www.econbiz.de/10012103473
Saved in:
4
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
5
On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
Saved in:
6
High-order short-time expansions for ATM option prices of exponential Lévy models
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 516-557
Persistent link: https://www.econbiz.de/10011583594
Saved in:
7
Bessel processes, stochastic volatility, and timer options
Li, Chenxu
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 122-148
Persistent link: https://www.econbiz.de/10011550172
Saved in:
8
From smile asymptotics to market risk measures
Sircar, Kaushik Ronnie
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 400-425
Persistent link: https://www.econbiz.de/10011350605
Saved in:
9
Robust utility maximization in nondominated models with 2BSDE : the uncertain volatility model
Matoussi, Anis
;
Possamaï, Dylan
;
Zhou, Chao
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 258-287
Persistent link: https://www.econbiz.de/10011350647
Saved in:
10
Financial weather derivatives for corn production in Northern China : a comparison of pricing methods
Sun, Baojing
;
Van Kooten, Gerrit C.
- In:
Journal of empirical finance
32
(
2015
),
pp. 201-209
Persistent link: https://www.econbiz.de/10011556819
Saved in:
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