//--> //--> //-->
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
~person:"Backus, David"
~person:"Carr, Peter"
~person:"Fusari, Nicola"
~subject:"jumps"
~type_genre:"Article in journal"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
jumps
Option pricing theory
54
Optionspreistheorie
54
Theorie
33
Theory
33
Volatility
25
Volatilität
25
Stochastic process
24
Stochastischer Prozess
24
CAPM
19
Option trading
15
Optionsgeschäft
15
Derivat
12
Derivative
12
Hedging
10
Capital income
8
Estimation
8
Kapitaleinkommen
8
Schätzung
8
Black-Scholes model
7
Black-Scholes-Modell
7
Risikoprämie
7
Risk premium
7
USA
7
United States
7
Swap
6
Yield curve
5
Zinsstruktur
5
Experiment
4
Statistical distribution
4
Statistische Verteilung
4
Aktienoption
3
Forecasting model
3
Martingal
3
Martingale
3
Option pricing
3
Prognoseverfahren
3
Risiko
3
Risk
3
Stock option
3
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Backus, David
Carr, Peter
Fusari, Nicola
Wu, Liuren
3
Li, Lingfei
2
Schmeck, Maren Diane
2
Alitab, Dario
1
Andersen, Torben
1
Babaoğlu, Kadir
1
Bormetti, Giacomo
1
Chen, Cathy Y. H.
1
Chowdhury, Biplob
1
Christoffersen, Peter F.
1
Corsi, Fulvio
1
Cziráky, Dario
1
Floros, Christos
1
Gajurel, Dinesh
1
Garrett, Ian
1
Gazi, Adnan
1
Gillas, Konstantinos Gkillas
1
Heston, Steven L.
1
Hou, Ai Jun
1
Härdle, Wolfgang
1
Jacobs, Kris
1
Kim, Sol
1
Li, Chenxing
1
Li, Zhe
1
Linetsky, Vadim
1
Maheu, John M.
1
Majewski, Adam A.
1
Ponikvar, Ana
1
Schwerin, Stefan
1
Suleman, Muhammad Tahir
1
Todorov, Viktor
1
Wang, Weining
1
Zhang, Gongqiu
1
Zhu, Jingyi
1
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
Saved in:
2
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
Saved in:
3
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->