//--> //--> //--> //-->
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:"Carr, Peter"
~person:"Fabozzi, Frank J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~type:"article"
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
Option pricing theory
141
Optionspreistheorie
141
Theorie
103
Theory
103
CAPM
71
Stochastic process
51
Stochastischer Prozess
51
Volatility
46
Volatilität
46
Derivat
33
Derivative
33
Option trading
26
Optionsgeschäft
26
Hedging
24
Portfolio selection
24
Portfolio-Management
24
Capital income
20
Kapitaleinkommen
20
Access regulation
19
Netzregulierung
19
Deutschland
18
Germany
18
Black-Scholes model
16
Black-Scholes-Modell
16
Statistical distribution
16
Statistische Verteilung
16
Yield curve
14
Zinsstruktur
14
Estimation
13
Risikoprämie
13
Risk premium
13
Schätzung
13
Preismanagement
12
Pricing strategy
12
USA
12
United States
12
Preisdifferenzierung
11
Price discrimination
11
Risiko
11
Risk
11
more ...
less ...
Online availability
All
Undetermined
91
Free
8
Type of publication
All
Article
Book / Working Paper
216
Other
2
Type of publication (narrower categories)
All
Article in journal
218
Aufsatz in Zeitschrift
218
Aufsatz im Buch
31
Book section
31
Article
2
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
242
German
16
Undetermined
9
Author
All
Carr, Peter
Fabozzi, Frank J.
Haucap, Justus
Jeon, Doh-Shin
Madan, Dilip B.
Zaremba, Adam
71
Jarrow, Robert A.
66
Knieps, Günter
62
Elliott, Robert J.
57
Chen, Jing
51
Verhoef, Erik T.
43
Siu, Tak Kuen
42
Chiarella, Carl
39
Faff, Robert W.
39
Hinterhuber, Andreas
39
Richards, Timothy J.
39
Proost, Stef
38
Skiera, Bernd
38
Kwok, Yue-Kuen
37
Palma, André de
37
Benth, Fred Espen
36
Peitz, Martin
36
Spann, Martin
36
Takahashi, Akihiko
36
Cakici, Nusret
35
Ferson, Wayne E.
35
Lee, Cheng F.
35
Zhang, Jin E.
35
Schoutens, Wim
34
Taleizadeh, Ata Allah
34
Gebauer, Heiko
33
Lindsey, Robin
33
Račev, Svetlozar T.
33
Wang, Xingchun
33
Cui, Zhenyu
32
Yang, Chunpeng
32
Harvey, Campbell R.
31
Rubio, Gonzalo
31
Hung, Mao-Wei
30
Jacobs, Kris
30
Liozu, Stephan
30
more ...
less ...
Institution
All
Heinrich-Heine-Universität Düsseldorf / Düsseldorf Institute for Competition Economics
1
Workshop zum Thema Marktplatz Internet <2011, Düsseldorf>
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
International journal of theoretical and applied finance
11
Annals of finance
9
Finance research letters
9
Finance and stochastics
8
The journal of computational finance
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The journal of fixed income
7
Journal of financial economics
6
Applied mathematical finance
5
Computational economics
5
Journal of banking & finance
5
Review of derivatives research
5
The Rand journal of economics
5
The journal of derivatives : JOD
5
Valuation, financial modeling, and quantitative tools
5
European journal of law and economics
4
Journal of risk
4
Telecommunications policy : the international journal of digital economy, data sciences and new media
4
The handbook of fixed income securities
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
The theory and practice of investment management
4
American economic journal
3
Applied economics
3
European finance review : the official journal of the European Finance Association
3
European journal of operational research : EJOR
3
Finance and Stochastics
3
Interest rate, term structure, and valuation modeling
3
Journal of economic dynamics & control
3
Journal of financial and quantitative analysis : JFQA
3
Journal of risk and financial management : JRFM
3
Quantitative finance
3
The journal of asset management : a major new, international quarterly journal for the financial community
3
The journal of business : B
3
American economic journal : a journal of the American Economic Association
2
Asia-Pacific financial markets
2
Economics letters
2
Energy economics
2
Insurance / Mathematics & economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
256
RePEc
9
EconStor
2
Showing
1
-
10
of
267
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
2
Pricing
product options and using them to complete markets for functions of two underlying asset prices
Madan, Dilip B.
;
Wang, King
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
8
,
pp. 1-19
to synthesize joint densities and replicate differentiable functions of two underlying asset prices. The
pricing
of such …
Persistent link: https://www.econbiz.de/10012626539
Saved in:
3
Option
pricing
in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
4
Platform design biases in ad-funded two-sided markets
Choi, Jay Pil
;
Jeon, Doh-Shin
- In:
The Rand journal of economics
54
(
2023
)
2
,
pp. 240-267
Persistent link: https://www.econbiz.de/10014289623
Saved in:
5
The valuation of corporations : a derivative
pricing
perspective
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
19
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014253867
Saved in:
6
Alternative risk premium : specification noise
Gorman, Stephen A.
;
Fabozzi, Frank J.
- In:
The journal of asset management : a major new, …
24
(
2023
)
6
,
pp. 459-473
Persistent link: https://www.econbiz.de/10014419524
Saved in:
7
Measuring dependence in a set of asset returns
Madan, Dilip B.
;
Wang, King
- In:
Asia Pacific financial markets
30
(
2023
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10014342359
Saved in:
8
Compatibility choices, switching costs, and data portability
Jeon, Doh-Shin
;
Menicucci, Domenico
;
Nasr, Nikrooz
- In:
American economic journal
15
(
2023
)
1
,
pp. 30-73
Persistent link: https://www.econbiz.de/10014228918
Saved in:
9
Decomposing long bond returns : a decentralized theory
Carr, Peter
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
3
,
pp. 997-1026
Persistent link: https://www.econbiz.de/10014318020
Saved in:
10
Multiple subordinated modeling of asset returns : implications for option
pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
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...
//-->