//--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
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:"risk-neutral density"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
2
Optionspreistheorie
2
Risk neutral density
2
Statistical distribution
2
Statistische Verteilung
2
Anlageverhalten
1
Behavioural finance
1
Börsenkurs
1
CAPM
1
Core
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Oil price
1
Oil prices
1
Option pricing
1
Option trading
1
Optionsgeschäft
1
Positive convolution approximation
1
Pricing kernel
1
Pricing kernel puzzle
1
Risiko
1
Risikoaversion
1
Risk
1
Risk aversion
1
Semi-nonparametric approach
1
Share price
1
Volatility
1
Volatility smile
1
Volatilität
1
Ölpreis
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Cortés, Lina M.
1
Liao, Wen Ju
1
Mora-Valencia, Andrés
1
Perote, Javier
1
Sung, Hao-Chang
1
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
SFB 649 Discussion Paper
5
SFB 649 Discussion Papers
4
Economics Papers from University Paris Dauphine
3
Review of derivatives research
3
BGPE Discussion Paper
2
Bundesbank Discussion Paper
2
CEPR Discussion Papers
2
Discussion Papers / Deutsche Bundesbank
2
Finance research letters
2
ICMA Centre Discussion Papers in Finance
2
Journal of Economic Dynamics and Control
2
Journal of economic dynamics & control
2
MNB Working Papers
2
Quantitative finance
2
Research paper series / Swiss Finance Institute
2
Risks
2
Risks : open access journal
2
Série de trabalhos para discussão
2
Working Paper
2
Working Papers / Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
2
Working paper / Türkiye Cumhuriyet Merkez Bankası
2
Working papers / Banque de France
2
2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil
1
AStA Advances in Statistical Analysis
1
Annals of Financial Economics (AFE)
1
Annals of financial economics
1
Applied economics
1
Applied mathematical finance
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
CREATES Research Papers
1
Computational economics
1
Danmarks Nationalbank Working Papers
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion Paper Series 1
1
Discussion Paper Series 1: Economic Studies
1
Discussion paper
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Documentos de trabajo / Banco de España
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Retrieving the implicit
risk
neutral
density
of WTI options with a semi-nonparametric approach
Cortés, Lina M.
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012666975
Saved in:
2
Implied risk aversion and pricing kernel in the FTSE 100 index
Liao, Wen Ju
;
Sung, Hao-Chang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012667184
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->