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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Optionsgeschäft"
~subject:"Share price"
~subject:"Volatilität"
~subject:"Yield curve"
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Optionsgeschäft
Share price
Volatilität
Yield curve
Option pricing theory
277
Optionspreistheorie
277
Volatility
143
CAPM
134
Stochastic process
134
Stochastischer Prozess
134
Theorie
87
Theory
87
Option trading
70
Derivat
68
Derivative
68
Portfolio selection
66
Portfolio-Management
66
Capital income
62
Kapitaleinkommen
62
Börsenkurs
51
Estimation
43
Schätzung
42
Hedging
39
Black-Scholes model
34
Black-Scholes-Modell
34
Monte Carlo simulation
31
Monte-Carlo-Simulation
31
Option pricing
31
Experiment
30
Risiko
30
Risk
30
Zinsstruktur
28
Stochastic volatility
26
Forecasting model
25
Prognoseverfahren
25
Aktienmarkt
20
Stock market
20
Markov chain
19
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19
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Article
243
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245
Aufsatz in Zeitschrift
245
Conference paper
3
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3
Collection of articles of several authors
2
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English
245
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Bayer, Christian
5
Gatheral, Jim
4
Radoičić, Radoš
4
Felpel, Mike
3
He, Xin-Jiang
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Romagnoli, Silvia
3
Schoutens, Wim
3
Tempone, Raúl
3
Wang, Xingchun
3
Zhu, Song-Ping
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Ballotta, Laura
2
Chan, Tat Lung
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Chen, Son-nan
2
Coakley, Jerry
2
De Marco, Stefano
2
Deelstra, Griselda
2
Dunis, Christian
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
Glau, Kathrin
2
Grobys, Klaus
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
Hilliard, Jimmy E.
2
Hull, John
2
Kim, Kyoung-Kuk
2
Kitapbayev, Yerkin
2
Li, Lingfei
2
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Published in...
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Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
285
Journal of banking & finance
232
Journal of financial economics
191
Finance research letters
182
The journal of futures markets
162
NBER working paper series
154
Mathematical finance : an international journal of mathematics, statistics and financial theory
141
Applied mathematical finance
134
The journal of computational finance
129
NBER Working Paper
122
Working paper / National Bureau of Economic Research, Inc.
122
The North American journal of economics and finance : a journal of financial economics studies
115
Journal of economic dynamics & control
114
Review of derivatives research
110
International review of financial analysis
109
The journal of derivatives : the official publication of the International Association of Financial Engineers
109
Finance and stochastics
108
International review of economics & finance : IREF
100
Research paper series / Swiss Finance Institute
90
The review of financial studies
90
The journal of finance : the journal of the American Finance Association
89
Journal of empirical finance
88
International journal of financial engineering
87
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Review of quantitative finance and accounting
84
Pacific-Basin finance journal
79
European journal of operational research : EJOR
78
Journal of econometrics
78
Applied economics
76
Journal of mathematical finance
74
Computational economics
67
Economic modelling
65
Energy economics
63
Journal of risk and financial management : JRFM
61
Economics letters
58
Journal of financial and quantitative analysis : JFQA
58
Risks : open access journal
58
Discussion paper / Centre for Economic Policy Research
56
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ECONIS (ZBW)
245
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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
Hedging quantitative easing
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
;
Burg, …
- In:
The European journal of finance
30
(
2024
)
3
,
pp. 323-338
Persistent link: https://www.econbiz.de/10014547880
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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