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
~institution:"Svenska Handelshögskolan <Helsinki>"
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
A hybrid model for pricing and...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
12
Theory
12
Option pricing theory
10
Optionspreistheorie
10
CAPM
5
Capital income
3
Kapitaleinkommen
3
Volatility
3
Volatilität
3
Deutschland
2
Germany
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risk
2
Schweden
2
Sweden
2
Time
2
Zeit
2
1995-1999
1
Aktienfonds
1
Aktienindex
1
Aktienoption
1
Anlageverhalten
1
Arbitrage
1
Behavioural finance
1
Bewertung
1
Black-Scholes model
1
Black-Scholes-Modell
1
Calendar effect
1
Derivat
1
Derivative
1
Dividend
1
Dividende
1
Equity fund
1
Evaluation
1
Greeks
1
Griechen
1
Hedging
1
Index futures
1
more ...
less ...
Type of publication
All
Book / Working Paper
16
Type of publication (narrower categories)
All
Graue Literatur
16
Non-commercial literature
16
Arbeitspapier
13
Working Paper
13
Hochschulschrift
3
Thesis
3
Collection of articles written by one author
2
Sammlung
2
more ...
less ...
Language
All
English
16
Author
All
Sundkvist, Kim
5
Vikström, Mikael
4
Söderman, Ronnie
3
Jern, Benny
2
Djupsjöbacka, Daniel
1
Ekholm, Anders
1
Löflund, Anders
1
Nummelin, Kim
1
Pasternack, Daniel
1
Penttinen, Aku
1
Rindell, Krister
1
more ...
less ...
Institution
All
Svenska Handelshögskolan <Helsinki>
National Bureau of Economic Research
1,251
International Monetary Fund (IMF)
699
International Monetary Fund
256
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
113
Institut für Schweizerisches Bankwesen <Zürich>
67
Finance Discipline Group, Business School
55
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
50
Centre for Analytical Finance <Århus>
42
C.E.P.R. Discussion Papers
39
OECD
39
EconWPA
38
Ekonomiska forskningsinstitutet <Stockholm>
36
Springer Fachmedien Wiesbaden
35
Institute of Finance and Accounting <London>
33
Center for Economic Research <Tilburg>
27
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
27
National Centre of Competence in Research North South <Bern>
25
World Bank
25
Federal Reserve Bank of St. Louis
24
Rodney L. White Center for Financial Research
24
Chambre de commerce et d'industrie de Paris
21
Federal Reserve Bank of San Francisco
21
Erasmus Research Institute of Management
20
International Center for Financial Asset Management and Engineering
19
University of Bonn, Germany
19
Université Paris-Dauphine (Paris IX)
19
Frank J. Fabozzi Associates <New Hope, Pa.>
17
Verlag Dr. Kovač
17
Center for Financial Studies
15
Centre for Economic Policy Research
14
Federal Reserve System / Division of Research and Statistics
14
Frankfurt School of Finance & Management
14
HAL
14
CFA Institute <Charlottesville, Va.>
13
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
13
Manchester Business School
13
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
13
Universität Zürich / Institut für Schweizerisches Bankwesen
13
Basel Committee on Banking Supervision
12
more ...
less ...
Published in...
All
Meddelanden från Svenska Handelshögskolan
13
Ekonomi och samhälle : Skrifter uitgivna av Svenska Handelshögskolan
3
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging
options with different time units in the pricing models
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557350
Saved in:
2
Causes of observed feedback patterns between stocks and options
Jern, Benny
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001541152
Saved in:
3
Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
Saved in:
4
The pricing of american put options on stock with dividends
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557344
Saved in:
5
The day of the week effect and option pricing : a study of the German option market
Sundkvist, Kim
(
contributor
);
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557346
Saved in:
6
Intraday and weekend volatility patterns : implications for option pricing
Sundkvist, Kim
(
contributor
);
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557353
Saved in:
7
Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
Saved in:
8
Pricing index options with stochastic volatility : on the efficiency of the Square Root Model
Söderman, Ronnie
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544977
Saved in:
9
Modeling the implied volatility smile : the sticky-delta smile approximation
Sundkvist, Kim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563887
Saved in:
10
Evaluating option pricing models : different ways of modeling time
Sundkvist, Kim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563892
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
