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Search: subject:"risk neutral"
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Subject
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Optionspreistheorie
212
Option pricing theory
203
Statistische Verteilung
122
Volatilität
121
Theorie
120
Volatility
120
Statistical distribution
115
Theory
113
Risikoneutralität
91
Risiko
90
Risk
89
Risk neutrality
88
Optionsgeschäft
69
Option trading
68
Schätzung
66
Estimation
60
Capital income
54
Kapitaleinkommen
54
Derivat
53
Derivative
52
Prognoseverfahren
52
Forecasting model
47
Risikoprämie
46
Risk aversion
46
Börsenkurs
45
Risk premium
45
Risikoaversion
44
Share price
43
Stochastischer Prozess
40
CAPM
39
Stochastic process
39
Risk-neutral density
34
Portfolio selection
31
Portfolio-Management
31
option pricing
30
Yield curve
29
risk-neutral density
26
Wechselkurs
25
Zinsstruktur
25
Option pricing
24
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Free
261
Undetermined
260
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Article
396
Book / Working Paper
266
Other
6
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Article in journal
282
Aufsatz in Zeitschrift
282
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118
Arbeitspapier
79
Graue Literatur
75
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75
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11
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11
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11
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8
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489
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163
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11
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3
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Skiadopoulos, George
12
Vilsmeier, Johannes
11
Almeida, Caio
8
Craig, Ben R.
8
Glatzer, Ernst
8
Jacobs, Kris
8
Krätschmer, Volker
8
Scheicher, Martin
8
Kräussl, Roman
7
Lehnert, Thorsten
7
Oosterlee, Cornelis Willebrordus
7
Platen, Eckhard
7
Stork, Philip
7
Zhang, Jin E.
7
Ardison, Kym
6
Bondarenko, Oleg
6
Christoffersen, Peter
6
Gagnon, Marie-Hélène
6
Garcia, René
6
Grith, Maria
6
Härdle, Wolfgang Karl
6
Kostakis, Alexandros
6
Power, Gabriel J.
6
Chateauneuf, Alain
5
Fabozzi, Frank J.
5
Félix, Luiz
5
García-Verdú, Santiago
5
Gatzert, Nadine
5
Giacomini, Enzo
5
Gimeno, Ricardo
5
Härdle, Wolfgang
5
Jackwerth, Jens Carsten
5
Keller, Joachim
5
Niemann, Rainer
5
Quiggin, John
5
Rockinger, Michael
5
Ruan, Xinfeng
5
Rubio, Gonzalo
5
Sarantopoulou-Chiourea, Sylvia
5
Serrano, Pedro
5
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
C.E.P.R. Discussion Papers
6
Finance Discipline Group, Business School
6
Deutsche Bundesbank
5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
4
School of Economics and Management, University of Aarhus
4
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Université Paris-Dauphine (Paris IX)
4
Banco de México
3
Banque de France
3
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
3
European Central Bank
3
HAL
3
Society for Computational Economics - SCE
3
Banca d'Italia
2
Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance
2
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
2
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
2
Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia
2
EconWPA
2
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
Finance Research Centre, Oxford University
2
Graduate School of Economics, Osaka University
2
Henley Business School, University of Reading
2
Luxembourg School of Finance, Faculté de droit, d'économie et de finance
2
Risk and Sustainable Management Group (RSMG), School of Economics
2
School of Economics and Finance, Queen Mary
2
School of Economics, University of Queensland
2
Türkiye Cumhuriyet Merkez Bankası
2
Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
2
Agricultural and Applied Economics Association - AAEA
1
Association of African Young Economists - AAYE
1
Berkeley Electronic Press
1
Center for the Study of Law and Economics <Saarbrücken>
1
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
1
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
1
Centro Ricerche Nord Sud (CRENoS)
1
Christian-Albrechts-Universität zu Kiel
1
Collegio Carlo Alberto, Università degli Studi di Torino
1
Danmarks Nationalbank
1
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Published in...
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Journal of banking & finance
13
Quantitative finance
12
International journal of theoretical and applied finance
11
MPRA Paper
11
Insurance / Mathematics & economics
10
International Journal of Theoretical and Applied Finance (IJTAF)
9
Review of derivatives research
9
Working Paper
8
Journal of mathematical finance
7
CEPR Discussion Papers
6
Energy economics
6
Finance research letters
6
Research Paper Series / Finance Discipline Group, Business School
6
Research paper series / Swiss Finance Institute
6
Review of Derivatives Research
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of futures markets
6
Economics letters
5
International review of economics & finance : IREF
5
Journal of Banking & Finance
5
Journal of empirical finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
SFB 649 Discussion Paper
5
Applied economics
4
Asia-Pacific journal of financial studies
4
CIRANO Working Papers
4
CREATES Research Papers
4
Economic theory : official journal of the Society for the Advancement of Economic Theory
4
Economics Papers from University Paris Dauphine
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of financial economics
4
Journal of financial markets
4
Management Science
4
SFB 649 Discussion Papers
4
The European journal of finance
4
Working paper
4
Applied Mathematical Finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
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Source
All
ECONIS (ZBW)
394
RePEc
212
EconStor
50
BASE
7
Other ZBW resources
5
Showing
61
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70
of
668
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date (oldest first)
61
Option data, missing tails, and the intraday variation of implied moments
Ivanovas, Anselm
-
2015
The
risk-neutral
distribution of returns, implied by S&P 500 option prices, has been a popular topic of research for …
Persistent link: https://www.econbiz.de/10010510195
Saved in:
62
Forecasting market index volatility using Ross-recovered distributions
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 255-271
Persistent link: https://www.econbiz.de/10013167736
Saved in:
63
Bakshi, Kapadia, and Madan (2003)
risk-neutral
moment estimators : an affine jump-diffusion approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 365-388
Persistent link: https://www.econbiz.de/10012817922
Saved in:
64
Option prices for
risk-neutral
density estimation using nonparametric methods through big data and large-scale problems
Monteiro, Ana M.
;
Santos, António A. F.
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 152-171
Persistent link: https://www.econbiz.de/10012796300
Saved in:
65
Asset-backed stable numéraire approach for sustainable valuation
Aydın, Nadi Serhan
;
Rainer, Martin
- In:
Journal of sustainable finance & investment
12
(
2022
)
2
,
pp. 360-374
Persistent link: https://www.econbiz.de/10013177369
Saved in:
66
Analyzing interactive call, default, and conversion policies for corporate bonds
Liu, Liang-Chih
;
Dai, Tian-Shyr
;
Zhou, Lei
;
Chang, Hao-Han
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1597-1638
Persistent link: https://www.econbiz.de/10013288012
Saved in:
67
Risk-neutral
skewness and commodity futures pricing
Fuertes, Ana María
;
Liu, Zhenya
;
Tang, Weiqing
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 751-785
Persistent link: https://www.econbiz.de/10013187584
Saved in:
68
Can
risk-neutral
skewness and kurtosis subsume the information content of historical jumps?
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Journal of financial markets
57
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188762
Saved in:
69
European option pricing using Gumbel distribution
Purohit, Seema Uday
;
Lalit, Prasad Narahar
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013188781
Saved in:
70
Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivatives
Santini, Amia
-
2022
market. The exploration of financial information that falls underneath the
risk-neutral
measure, such as derivative prices …
Persistent link: https://www.econbiz.de/10013192353
Saved in:
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