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~isPartOf:"Journal of empirical finance"
~subject:"Black-Scholes model"
~subject:"Derivat"
~subject:"Risiko"
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Search: subject_exact:"Optionspreistheorie"
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Black-Scholes model
Derivat
Risiko
Option pricing theory
40
Optionspreistheorie
40
Volatility
19
Volatilität
19
Estimation
11
Schätzung
11
ARCH model
8
ARCH-Modell
8
Forecasting model
8
Option trading
8
Optionsgeschäft
8
Prognoseverfahren
8
Capital income
6
Index futures
6
Index-Futures
6
Kapitaleinkommen
6
Risikoprämie
6
Risk premium
6
Stochastic process
5
Stochastischer Prozess
5
Theorie
5
Theory
5
Black-Scholes-Modell
4
Börsenkurs
4
CAPM
4
Derivative
4
Option pricing
4
Share price
4
USA
4
United States
4
Aktienmarkt
3
Aktienoption
3
Credit risk
3
EU countries
3
EU-Staaten
3
Estimation theory
3
Kreditrisiko
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11
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Aretz, Kevin
1
Brandt, Michael W.
1
Chan, Ka Kei
1
Chen, Ren-Raw
1
Chourdakis, Kyriakos
1
D'Addona, Stefano
1
Dendramis, Yiannis
1
Dionne, Georges
1
Gospodinov, Nikolaj
1
Hirukawa, Masayuki
1
Hsieh, Pei-lin
1
Huang, Jeffrey
1
Kolokolova, Olga
1
Laajimi, Sadok
1
Lin, Ming-Tsung
1
Liu, Hening
1
Marinelli, Carlo
1
Poon, Ser-Huang
1
Roll, Richard
1
Schwartz, Eduardo S.
1
Stentoft, Lars
1
Subrahmanyam, Avanidhar
1
Sun, Baojing
1
Tzavalis, Elias
1
Van Kooten, Gerrit C.
1
Wu, Tao
1
Yang, Shuwen
1
Zhang, Yuzhao
1
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Journal of empirical finance
International journal of theoretical and applied finance
150
Applied mathematical finance
86
Review of derivatives research
62
Quantitative finance
60
The journal of computational finance
55
The journal of futures markets
53
Journal of banking & finance
48
Journal of mathematical finance
46
European journal of operational research : EJOR
42
Finance and stochastics
42
Computational economics
41
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
International journal of financial engineering
38
Journal of economic dynamics & control
32
The North American journal of economics and finance : a journal of financial economics studies
32
Risks : open access journal
31
The European journal of finance
31
Insurance / Mathematics & economics
27
Finance research letters
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
26
Energy economics
23
Research paper series / Swiss Finance Institute
23
The journal of derivatives : JOD
23
Journal of risk and financial management : JRFM
21
International review of financial analysis
19
International review of economics & finance : IREF
18
Journal of econometrics
18
SpringerLink / Bücher
18
Annals of finance
16
Applied economics
16
Applied economics letters
16
Asia-Pacific financial markets
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Mathematics and financial economics
16
Review of quantitative finance and accounting
16
Wiley finance series
15
Economic modelling
14
SFB 649 discussion paper
14
NBER working paper series
13
International journal of financial markets and derivatives
12
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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
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
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
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
Are regime-shift sources of risk priced in the market?
Chourdakis, Kyriakos
;
Dendramis, Yiannis
;
Tzavalis, Elias
- In:
Journal of empirical finance
28
(
2014
),
pp. 151-170
Persistent link: https://www.econbiz.de/10011285074
Saved in:
8
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:
9
On the determinants of the implied default barrier
Dionne, Georges
;
Laajimi, Sadok
- In:
Journal of empirical finance
19
(
2012
)
3
,
pp. 395-408
Persistent link: https://www.econbiz.de/10009615674
Saved in:
10
Pricing American options when the underlying asset follows GARCH processes
Stentoft, Lars
- In:
Journal of empirical finance
12
(
2005
)
4
,
pp. 576-611
Persistent link: https://www.econbiz.de/10003144806
Saved in:
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