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~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"Capital income"
~subject:"Derivative"
~subject:"Stochastic process"
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Search: subject_exact:"Optionspreistheorie"
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Capital income
Derivative
Stochastic process
Option pricing theory
39
Optionspreistheorie
39
Volatility
18
Volatilität
18
Estimation
11
Schätzung
11
Forecasting model
8
Option trading
8
Optionsgeschäft
8
Prognoseverfahren
8
ARCH model
7
ARCH-Modell
7
Index futures
6
Index-Futures
6
Kapitaleinkommen
6
Risikoprämie
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Risk premium
6
Theorie
5
Theory
5
Black-Scholes model
4
Black-Scholes-Modell
4
Börsenkurs
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CAPM
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Derivat
4
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Stochastischer Prozess
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USA
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United States
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Aktienmarkt
3
Aktienoption
3
Credit risk
3
EU countries
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EU-Staaten
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Estimation theory
3
Kreditrisiko
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Option pricing
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Risiko
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Aretz, Kevin
1
Cao, Jie
1
Chan, Ka Kei
1
Chiang, Min-Hsien
1
Chung, Sung Gon
1
Gospodinov, Nikolaj
1
Hafner, Christian M.
1
Han, Bing
1
Herwartz, Helmut
1
Hirukawa, Masayuki
1
Huang, Hsin-yi
1
Kolokolova, Olga
1
Lin, Ming-Tsung
1
Liu, Hening
1
Liu, Peng
1
Louis, Henock
1
Poon, Ser-Huang
1
Roll, Richard
1
Schwartz, Eduardo S.
1
Soebhag, Amar
1
Song, Linjia
1
Stentoft, Lars
1
Subrahmanyam, Avanidhar
1
Sun, Baojing
1
Tang, Ke
1
Van Kooten, Gerrit C.
1
Wu, Guojun
1
Xiao, Zhijie
1
Yang, Shuwen
1
Zhan, Xintong
1
Zhang, Yuzhao
1
Zoubi, Haitham al-
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Journal of empirical finance
International journal of theoretical and applied finance
262
Quantitative finance
128
Applied mathematical finance
124
The journal of computational finance
110
Finance and stochastics
95
Insurance / Mathematics & economics
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
European journal of operational research : EJOR
75
Review of derivatives research
74
The journal of futures markets
71
International journal of financial engineering
69
Journal of banking & finance
65
Journal of mathematical finance
65
Computational economics
57
Risks : open access journal
56
Journal of economic dynamics & control
53
The North American journal of economics and finance : a journal of financial economics studies
50
Finance research letters
47
Research paper series / Swiss Finance Institute
37
The European journal of finance
37
Energy economics
36
Journal of econometrics
35
The journal of derivatives : the official publication of the International Association of Financial Engineers
35
Annals of finance
33
Journal of financial economics
32
Journal of risk and financial management : JRFM
30
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
30
Asia-Pacific financial markets
28
Economic modelling
25
SFB 649 discussion paper
25
Mathematics and financial economics
23
Mathematical finance : an international journal of mathematics, statistics and financial economics
22
The journal of derivatives : JOD
22
Applied economics
20
International review of economics & finance : IREF
20
International review of financial analysis
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
SpringerLink / Bücher
19
Applied economics letters
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
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ECONIS (ZBW)
14
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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
Option gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
3
Option price implied information and REIT returns
Cao, Jie
;
Han, Bing
;
Song, Linjia
;
Zhan, Xintong
- In:
Journal of empirical finance
71
(
2023
),
pp. 13-28
Persistent link: https://www.econbiz.de/10014292350
Saved in:
4
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:
5
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
6
Earnings announcements and option returns
Chung, Sung Gon
;
Louis, Henock
- In:
Journal of empirical finance
40
(
2017
),
pp. 220-235
Persistent link: https://www.econbiz.de/10011745079
Saved in:
7
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:
8
Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of empirical finance
28
(
2014
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
Saved in:
9
Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
Gospodinov, Nikolaj
;
Hirukawa, Masayuki
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 595-609
Persistent link: https://www.econbiz.de/10009615659
Saved in:
10
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng
;
Tang, Ke
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
Saved in:
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