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
~accessRights:"restricted"
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
An Empirical Study of the Opti...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
20
Optionspreistheorie
20
Stochastic process
18
Stochastischer Prozess
18
Volatility
12
Volatilität
12
Theorie
11
Theory
11
Portfolio selection
9
Portfolio-Management
9
Markov chain
8
Markov-Kette
8
Option trading
8
Optionsgeschäft
8
American put options
4
Forecasting model
4
Heston model
4
Prognoseverfahren
4
Black-Scholes model
3
Black-Scholes-Modell
3
Capital income
3
Closed-form
3
Convertible bond
3
Derivat
3
Derivative
3
Estimation
3
Hamilton-Jacobi-Bellman (HJB) equation
3
Kapitaleinkommen
3
Return predictability
3
Schätzung
3
Stochastic volatility
3
Swap
3
Wandelanleihe
3
Yield curve
3
Zinsstruktur
3
regime switching
3
ARCH model
2
ARCH-Modell
2
American options
2
Convertible bonds
2
more ...
less ...
Online availability
All
Undetermined
Free
35
Type of publication
All
Article
50
Type of publication (narrower categories)
All
Article in journal
37
Aufsatz in Zeitschrift
37
Language
All
English
39
Undetermined
11
Author
All
Zhu, Song-Ping
32
He, Xin-Jiang
18
Lin, Sha
7
Ma, Guiyuan
7
Alfeus, Mesias
6
Siu, Chi Chung
4
ZHU, SONG-PING
4
Elliott, Robert J.
3
Schlögl, Erik
3
Chen, Wen-Ting
2
Chen, Wenting
2
Guo, Ivan
2
Nikitopoulos, Christina Sklibosios
2
Overbeck, Ludger
2
CHEN, WEN-TING
1
Chan, Leunglung
1
Cooper, Paul
1
Cui, Zhenyu
1
Gong, Pu
1
Grasselli, Martino
1
HE, ZHI-WEI
1
He, Zhiwei
1
Joubert, Jacques Francois
1
Kang, Boda
1
Lian, Guang-Hua
1
Lian, Guanghua
1
Liu, Chun-Yang
1
Lu, Xiaoping
1
Luo, Yongyao
1
Meyer, Michael
1
Nader, Jean-Roch
1
Pasricha, Puneet
1
Wang, Ning
1
Zhang, Jing
1
Zhang, Shu-Hua
1
more ...
less ...
Published in...
All
IMA journal of management mathematics
6
Journal of economic dynamics & control
5
Quantitative finance
5
Computational economics
4
International Journal of Theoretical and Applied Finance (IJTAF)
3
The journal of futures markets
3
Decisions in Economics and Finance
2
Economic modelling
2
International journal of financial engineering
2
International journal of theoretical and applied finance
2
Journal of Economic Dynamics and Control
2
Journal of Futures Markets
2
European journal of operational research : EJOR
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of commodity markets
1
Mathematics and financial economics
1
New Mathematics and Natural Computation (NMNC)
1
Physica A: Statistical Mechanics and its Applications
1
Quantitative Finance
1
Renewable Energy
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of financial data science
1
more ...
less ...
Source
All
ECONIS (ZBW)
37
RePEc
11
Other ZBW resources
2
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On full calibration of hybrid local volatility and regime-switching models
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Journal of Futures Markets
38
(
2018
)
5
,
pp. 586-606
Persistent link: https://www.econbiz.de/10012082098
Saved in:
2
A new closed-form formula for pricing European options under a skew Brownian motion
Zhu, Song-Ping
;
He, Xin-Jiang
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 1063-1074
Persistent link: https://www.econbiz.de/10012244440
Saved in:
3
A revised option pricing formula with the underlying being banned from short selling
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 935-948
Persistent link: https://www.econbiz.de/10012262638
Saved in:
4
Variance and volatility swaps under a two-factor stochastic volatility model with regime switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012030900
Saved in:
5
How should a local regime-switching model be calibrated?
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
78
(
2017
),
pp. 149-163
Persistent link: https://www.econbiz.de/10011817489
Saved in:
6
A new integral equation formulation for American put options
Zhu, Song-Ping
;
He, Xin-Jiang
;
Lu, Xiaoping
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 483-490
Persistent link: https://www.econbiz.de/10011906400
Saved in:
7
A hybrid computational approach for option pricing
Zhu, Song-Ping
;
He, Xin-Jiang
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011923019
Saved in:
8
An accurate approximation formula for pricing European options with discrete dividend payments
Zhu, Song-Ping
;
He, Xin-Jiang
- In:
IMA journal of management mathematics
29
(
2018
)
2
,
pp. 175-188
Persistent link: https://www.econbiz.de/10011888608
Saved in:
9
An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 77-85
Persistent link: https://www.econbiz.de/10011708772
Saved in:
10
A new algorithm for calibrating local regime-switching models
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
IMA journal of management mathematics
32
(
2021
)
2
,
pp. 237-255
Persistent link: https://www.econbiz.de/10012434403
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
