//--> //--> //--> //-->
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:"Review of derivatives research"
~subject:"Option pricing theory"
~subject:"Theory"
~subject:"Volatility"
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_exact:"Finanzderivat"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Theory
Volatility
Derivat
68
Derivative
68
Optionspreistheorie
44
Volatilität
20
Theorie
18
Option trading
17
Optionsgeschäft
17
Stochastic process
14
Stochastischer Prozess
14
Credit risk
13
Kreditrisiko
13
Yield curve
10
Zinsstruktur
10
Hedging
9
Risk
8
Risiko
7
Swap
7
CAPM
6
Black-Scholes model
5
Black-Scholes-Modell
5
Option pricing
5
Portfolio selection
5
Portfolio-Management
5
Credit derivative
4
Kreditderivat
4
Options
4
Risikomanagement
4
Risikoprämie
4
Risk management
4
Risk premium
4
Stochastic volatility
4
USA
4
United States
4
Asset-Backed Securities
3
Asset-backed securities
3
Bubbles
3
Collateral
3
more ...
less ...
Online availability
All
Undetermined
27
Free
5
Type of publication
All
Article
55
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
56
Aufsatz in Zeitschrift
56
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
56
Author
All
Jarrow, Robert A.
2
Kijima, Masaaki
2
Kim, Young Shin
2
Koziol, Christian
2
Mahayni, Antje
2
Muck, Matthias
2
Rösch, Daniel
2
Wang, Xingchun
2
Amzelek, Philippe
1
Battauz, Anna
1
Beisland, Leif Atle
1
Bernard, Carole
1
Bizid, Abdelhamid
1
Bondarenko, Oleg
1
Bonnaud, Joe
1
Branger, Nicole
1
Brenner, Menachem
1
Büchel, Patrick
1
Chen, Ren-Raw
1
Chern, Shane
1
Claußen, Arndt
1
Clewlow, Les
1
Costabile, Massimo
1
Cruz, Aricson
1
De Donno, Marzia
1
Dias, José Carlos
1
Dong, Ziming
1
Dorfleitner, Gregor
1
Driessen, Joost
1
Drimus, Gabriel
1
Eghbalzadeh, Ramin
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Farkas, Walter
1
Frestad, Dennis
1
Fung, Scott
1
Féron, Olivier
1
Gaillardetz, Patrice
1
Gajda, Janusz
1
Gao, Bin
1
more ...
less ...
Published in...
All
Review of derivatives research
The journal of futures markets
184
International journal of theoretical and applied finance
155
Journal of banking & finance
93
Applied mathematical finance
76
Energy economics
70
Quantitative finance
50
European journal of operational research : EJOR
47
Finance and stochastics
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
43
The journal of computational finance
42
Finance research letters
41
International review of financial analysis
40
The European journal of finance
40
Journal of economic dynamics & control
38
International review of economics & finance : IREF
37
The journal of finance : the journal of the American Finance Association
37
Journal of mathematical finance
36
The journal of derivatives : the official publication of the International Association of Financial Engineers
35
Journal of financial and quantitative analysis : JFQA
34
NBER working paper series
34
Advances in futures and options research : a research annual
33
The North American journal of economics and finance : a journal of financial economics studies
33
SpringerLink / Bücher
30
Applied financial economics
29
Economics letters
29
Journal of financial economics
29
The review of financial studies
29
International journal of financial engineering
28
NBER Working Paper
27
The journal of derivatives : JOD
27
Risks : open access journal
26
Insurance / Mathematics & economics
24
Working paper / National Bureau of Economic Research, Inc.
24
Applied economics letters
22
The journal of credit risk : published quarterly by Incisive Media
22
Journal of risk and financial management : JRFM
21
Applied economics
20
Journal of econometrics
20
The journal of fixed income
20
more ...
less ...
Source
All
ECONIS (ZBW)
56
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
2
Deep calibration of financial models : turning theory into practice
Büchel, Patrick
;
Kratochwil, Michael
;
Nagl, Maximilian
; …
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 109-136
Persistent link: https://www.econbiz.de/10013457606
Saved in:
3
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
4
Optimal exercise of American put options near maturity : a new economic perspective
Battauz, Anna
;
De Donno, Marzia
;
Gajda, Janusz
;
Sbuelz, …
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10013191376
Saved in:
5
Does model complexity improve pricing accuracy? : the case of CoCos
Koziol, Christian
;
Weitz, Sebastian Georg
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012659679
Saved in:
6
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
7
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
8
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk : application of Mellin transform methods
Ma, Zonggang
;
Ma, Chaoqun
;
Wu, Zhijian
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 47-91
Persistent link: https://www.econbiz.de/10013191382
Saved in:
9
Economic policy uncertainty and volatility of treasury futures
Zhang, Maojun
;
Zhao, Yang
;
Nan, Jiangxia
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 93-107
Persistent link: https://www.econbiz.de/10013191386
Saved in:
10
Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->