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~isPartOf:"Meddelanden från Svenska Handelshögskolan"
~language:"ces"
~language:"eng"
~language:"swe"
~source:"econis"
~subject:"Optionspreistheorie"
~type_genre:"Arbeitspapier"
~type_genre:"Graue Literatur"
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Optionspreistheorie
Theorie
110
Theory
110
Finland
84
Finnland
84
Börsenkurs
28
Share price
28
Volatility
23
Volatilität
23
Schweden
22
Estimation
20
Schätzung
20
Sweden
20
Aktienmarkt
15
Capital income
15
Kapitaleinkommen
15
Stock market
15
Option pricing theory
12
CAPM
11
Consumer behaviour
9
Deutschland
9
Germany
9
Konsumentenverhalten
9
Dienstleistung
8
Services
8
Aktienoption
7
Beziehungsmarketing
7
Cointegration
7
Kointegration
7
Lieferantenmanagement
7
Portfolio selection
7
Portfolio-Management
7
Relationship marketing
7
Stock option
7
Supplier relationship management
7
USA
7
United States
7
Forecasting model
6
Foreign portfolio investment
6
Market microstructure
6
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Book / Working Paper
12
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Arbeitspapier
Graue Literatur
Non-commercial literature
12
Working Paper
12
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Czech
English
Swedish
Author
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Sundkvist, Kim
5
Vikström, Mikael
4
Söderman, Ronnie
3
Burgess, Andrew Neil
1
Djupsjöbacka, Daniel
1
González Miranda, Fernando
1
Jern, Benny
1
Li, Hongzhu
1
Miranda, Fernando González
1
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Svenska Handelshögskolan <Helsinki>
10
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Meddelanden från Svenska Handelshögskolan
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
15
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
14
SFB 649 discussion paper
10
CREATES research paper
7
Discussion paper / Department of Business and Management Science
7
Discussion papers / Adam Smith Business School, University of Glasgow
6
Publications from Department of Management
6
AFI
5
FCN working paper
5
Working paper series
4
Federal Reserve Bank of Cleveland working paper series
3
Working paper
3
Acta Universitatis Oeconomicae Helsingiensis / A
2
Birkbeck working papers in economics and finance : BWPEF
2
Discussion papers in economics
2
Dresden discussion paper series in economics
2
ECON PhD dissertations
2
Fisher College of Business working paper series
2
IFA working paper
2
Paine Webber working paper series in money, economics and finance
2
SSE EFI working paper series in economics and finance
2
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
2
Working paper series / European Central Bank
2
Working papers / Business economic series / Department of Business Administration
2
Working papers / Department of Economics, Universidad Carlos III de Madrid
2
Bonn Econ Discussion Papers / BGSE
1
CEPIE working paper
1
CESifo working papers
1
CFS working paper series
1
CORE discussion paper : DP
1
DEP discussion papers : macroeconomics and finance series
1
Discussion paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Monash University, Department of Accounting and Finance, Faculty of Business and Economics / Monash University, Department of Accounting and Finance, Faculty of Economics, Commerce and Management
1
Discussion paper series / Hitotsubashi University Research Unit for Statistical Analysis in Social Sciences
1
Discussion paper series / John M. Olin Center for Law, Economics, and Business, Harvard Law School
1
Econometric Institute research papers
1
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1
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ECONIS (ZBW)
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1
Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
Saved in:
2
Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
Saved in:
3
The pricing of american put options on stock with dividends
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557344
Saved in:
4
The day of the week effect and option pricing : a study of the German option market
Sundkvist, Kim
(
contributor
);
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557346
Saved in:
5
Hedging options with different time units in the pricing models
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557350
Saved in:
6
Intraday and weekend volatility patterns : implications for option pricing
Sundkvist, Kim
(
contributor
);
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557353
Saved in:
7
Causes of observed feedback patterns between stocks and options
Jern, Benny
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001541152
Saved in:
8
Pricing index options with stochastic volatility : on the efficiency of the Square Root Model
Söderman, Ronnie
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544977
Saved in:
9
Modeling the implied volatility smile : the sticky-delta smile approximation
Sundkvist, Kim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563887
Saved in:
10
Evaluating option pricing models : different ways of modeling time
Sundkvist, Kim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563892
Saved in:
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