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~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"Derivative"
~subject:"Share price"
~subject:"Stochastic process"
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Search: subject_exact:"Optionspreistheorie"
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Derivative
Share price
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
Capital income
6
Index futures
6
Index-Futures
6
Kapitaleinkommen
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Risikoprämie
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Risk premium
6
Theorie
5
Theory
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Black-Scholes model
4
Black-Scholes-Modell
4
Börsenkurs
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CAPM
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Derivat
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Stochastischer Prozess
4
USA
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United States
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Aktienmarkt
3
Aktienoption
3
Credit risk
3
EU countries
3
EU-Staaten
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Estimation theory
3
Kreditrisiko
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Option pricing
3
Risiko
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English
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Cao, Jie
1
Chan, Ka Kei
1
Chung, Sung Gon
1
Fleming, Jeff
1
Gospodinov, Nikolaj
1
Hafner, Christian M.
1
Han, Bing
1
Herwartz, Helmut
1
Hirukawa, Masayuki
1
Kolokolova, Olga
1
Lin, Ming-Tsung
1
Liu, Peng
1
Louis, Henock
1
Poon, Ser-Huang
1
Roll, Richard
1
Schwartz, Eduardo S.
1
Song, Linjia
1
Stentoft, Lars
1
Subrahmanyam, Avanidhar
1
Sun, Baojing
1
Tang, Ke
1
Van Kooten, Gerrit C.
1
Zhan, Xintong
1
Zoubi, Haitham al-
1
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Journal of empirical finance
International journal of theoretical and applied finance
262
Quantitative finance
129
Applied mathematical finance
124
The journal of computational finance
110
Finance and stochastics
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
The journal of futures markets
77
European journal of operational research : EJOR
75
Insurance / Mathematics & economics
75
Review of derivatives research
73
International journal of financial engineering
69
Journal of mathematical finance
65
Journal of banking & finance
59
Risks : open access journal
58
Computational economics
57
Finance research letters
53
Journal of economic dynamics & control
52
The North American journal of economics and finance : a journal of financial economics studies
48
The journal of derivatives : the official publication of the International Association of Financial Engineers
39
Research paper series / Swiss Finance Institute
38
Journal of econometrics
36
The European journal of finance
36
Energy economics
34
Annals of finance
32
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
29
Asia-Pacific financial markets
28
Journal of risk and financial management : JRFM
27
Economic modelling
26
SFB 649 discussion paper
24
Journal of financial economics
23
Mathematical finance : an international journal of mathematics, statistics and financial economics
23
Mathematics and financial economics
23
Applied economics
21
International review of economics & finance : IREF
21
SpringerLink / Bücher
21
The journal of derivatives : JOD
21
International review of financial analysis
19
Operations research letters
19
Review of quantitative finance and accounting
19
Applied economics letters
18
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ECONIS (ZBW)
11
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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 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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 880-902
Persistent link: https://www.econbiz.de/10009492526
Saved in:
10
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
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