//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Markov-Kette"
~subject:"Share price"
~subject:"Volatilität"
~subject:"Yield curve"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"PRICING"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Markov-Kette
Share price
Volatilität
Yield curve
Option pricing theory
270
Optionspreistheorie
270
Volatility
138
CAPM
133
Stochastic process
130
Stochastischer Prozess
130
Theorie
85
Theory
85
Option trading
68
Optionsgeschäft
68
Derivat
66
Derivative
66
Portfolio selection
66
Portfolio-Management
66
Capital income
62
Kapitaleinkommen
62
Börsenkurs
48
Estimation
43
Schätzung
42
Hedging
38
Black-Scholes model
33
Black-Scholes-Modell
33
Option pricing
31
Experiment
30
Monte Carlo simulation
30
Monte-Carlo-Simulation
30
Risiko
30
Risk
30
Stochastic volatility
26
Zinsstruktur
26
Forecasting model
24
Prognoseverfahren
24
Aktienmarkt
19
Markov chain
19
Risikoprämie
19
Risk premium
19
more ...
less ...
Online availability
All
Undetermined
156
Free
15
Type of publication
All
Article
203
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
205
Aufsatz in Zeitschrift
205
Collection of articles of several authors
2
Conference paper
2
Konferenzbeitrag
2
Sammelwerk
2
Language
All
English
205
Author
All
Bayer, Christian
3
Chen, Son-nan
3
Felpel, Mike
3
Gatheral, Jim
3
Hainaut, Donatien
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
McWalter, Thomas A.
3
Radoičić, Radoš
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Coakley, Jerry
2
Cui, Zhenyu
2
De Marco, Stefano
2
Deelstra, Griselda
2
Drapeau, Samuel
2
Dunis, Christian
2
Elliott, Robert J.
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
Grobys, Klaus
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
He, Xin-Jiang
2
Hilliard, Jimmy E.
2
Hsu, Pao-Peng
2
Hull, John
2
Lindset, Snorre
2
Liu, Xiaoquan
2
Lorig, Matthew
2
Martini, Claude
2
Muguruza, Aitor
2
Pirjol, Dan
2
Realdon, Marco
2
Romagnoli, Silvia
2
more ...
less ...
Published in...
All
Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
240
Journal of banking & finance
210
Journal of financial economics
179
Finance research letters
148
NBER working paper series
145
Working paper / National Bureau of Economic Research, Inc.
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
118
NBER Working Paper
116
Applied mathematical finance
110
The journal of futures markets
104
International review of financial analysis
103
Journal of economic dynamics & control
95
The North American journal of economics and finance : a journal of financial economics studies
90
Finance and stochastics
88
International review of economics & finance : IREF
87
The journal of computational finance
86
The journal of finance : the journal of the American Finance Association
86
The review of financial studies
85
Journal of empirical finance
84
Management science : journal of the Institute for Operations Research and the Management Sciences
81
Research paper series / Swiss Finance Institute
79
Journal of econometrics
77
Review of derivatives research
76
Review of quantitative finance and accounting
74
Applied economics
73
European journal of operational research : EJOR
73
Pacific-Basin finance journal
71
The journal of derivatives : the official publication of the International Association of Financial Engineers
71
International journal of financial engineering
70
Discussion paper / Centre for Economic Policy Research
57
Economics letters
56
Energy economics
56
Economic modelling
54
Journal of financial and quantitative analysis : JFQA
53
Journal of mathematical finance
52
Journal of risk and financial management : JRFM
52
Computational economics
49
Journal of financial markets
49
more ...
less ...
Source
All
ECONIS (ZBW)
205
Showing
1
-
10
of
205
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
2
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
3
Technical analysis as a sentiment barometer and the cross-section of stock returns
Ding, Wenjie
;
Mazouz, Khelifa
;
Ap Gwilym, Owain
;
Wang, …
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1617-1636
Persistent link: https://www.econbiz.de/10014419182
Saved in:
4
An adaptive model for security prices driven by latent values : parameter estimation and option
pricing
effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
5
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
6
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
7
Antinoise in U.S. equity markets
Cheng, Enoch
;
Struck, Clemens C.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2069-2087
Persistent link: https://www.econbiz.de/10012696815
Saved in:
8
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
9
Testing the accruals anomaly based on the speed of price adjustment
Choy, Siu Kai
;
Lobo, Gerald J.
;
Tan, Yongxian
- In:
The European journal of finance
28
(
2022
)
16
,
pp. 1664-1684
Persistent link: https://www.econbiz.de/10013532256
Saved in:
10
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->