//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
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
Option pricing
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
1,182
United States
1,182
Estimation
258
Schätzung
258
Theorie
171
Theory
171
Vereinigte Staaten
70
Großbritannien
59
United Kingdom
58
Volatility
58
Volatilität
58
Cointegration
49
Kointegration
49
Börsenkurs
46
Share price
46
Derivat
45
Derivative
45
Japan
44
Forecasting model
43
Prognoseverfahren
43
Geldpolitik
42
Option pricing theory
42
Optionspreistheorie
42
Time series analysis
42
Zeitreihenanalyse
42
Kanada
41
Monetary policy
41
Canada
38
Aktienmarkt
37
Business cycle
37
Konjunktur
37
Stock market
37
Produktivität
35
Risiko
34
Deutschland
33
Germany
33
Productivity
33
Risk
33
Interest rate
31
Zins
31
more ...
less ...
Online availability
All
Undetermined
230
Free
4
Type of publication
All
Article
1,330
Type of publication (narrower categories)
All
Article in journal
1,250
Aufsatz in Zeitschrift
1,250
Conference paper
2
Konferenzbeitrag
2
Aufsatz im Buch
1
Book section
1
Language
All
English
1,260
Undetermined
70
Author
All
Bahmani-Oskooee, Mohsen
13
Goel, Rajeev K.
10
Mixon, Franklin G.
10
Cebula, Richard J.
8
Gupta, Rangan
8
Marlow, Michael L.
8
Baghestani, Hamid
7
Gil-Alaña, Luis A.
7
Shumway, C. Richard
7
Uri, Noel Dean
7
Nord, Stephen
6
Wohar, Mark E.
6
Yen, Steven T.
6
Balcilar, Mehmet
5
Cassou, Steven Peter
5
Devadoss, Stephen
5
Elyasiani, Elyas
5
Goodwin, Barry K.
5
Miljkovic, Dragan
5
Mishra, Ashok K.
5
Rosenman, Robert E.
5
Thornton, James
5
Boyd, Roy
4
Brent, Robert J.
4
DeLorme, Charles D.
4
Fullerton, Thomas M.
4
Hegerty, Scott W.
4
Hu, Teh-wei
4
Kaiser, Harry M.
4
Madden, Gary
4
Miller, Stephen M.
4
Mohanty, Madhu Sudan
4
Nayga, Rodolfo M.
4
Payne, James E.
4
Peel, David
4
Philippatos, George C.
4
Robst, John
4
Sengupta, Jati K.
4
Speight, Alan E. H.
4
Upadhyaya, Kamal Prasad
4
more ...
less ...
Published in...
All
Applied economics
Working paper / National Bureau of Economic Research, Inc.
11,742
NBER working paper series
3,543
The American economic review
3,215
Monthly labor review : MLR
2,626
The review of economics and statistics
2,284
The journal of finance : the journal of the American Finance Association
2,068
American journal of agricultural economics
2,034
Discussion paper / Centre for Economic Policy Research
1,964
Discussion paper series / IZA
1,820
National tax journal
1,649
Southern economic journal
1,548
NBER Working Paper
1,412
The review of financial studies
1,394
Harvard business review : HBR
1,358
Journal of banking & finance
1,298
The journal of futures markets
1,276
Journal of political economy
1,232
Working paper
1,157
Journal of human resources : JHR
1,151
Journal of financial and quantitative analysis : JFQA
1,108
ILR review : the journal of work and policy
1,104
Journal of financial economics
1,046
Economic review
1,023
Economic inquiry : journal of the Western Economic Association International
1,007
Land economics : applied research on environmental resources
1,002
Economics letters
983
Journal of money, credit and banking : JMCB
975
Finance and economics discussion series
879
The journal of law & economics
873
The quarterly journal of economics
862
Challenge
852
The journal of economic history
849
The journal of business : B
842
SpringerLink / Bücher
823
The American journal of economics and sociology
819
R / Rand Corporation
789
CESifo working papers
764
Fortune
757
Journal of economic issues : jei
738
more ...
less ...
Source
All
ECONIS (ZBW)
1,330
Showing
1
-
10
of
1,330
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
2
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
3
The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha
;
Matkovskyy, Roman
;
Aziz, Saqib
- In:
Applied economics
53
(
2021
)
17
,
pp. 2026-2041
Persistent link: https://www.econbiz.de/10012500934
Saved in:
4
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
5
The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
Saved in:
6
A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
Saved in:
7
Risk aversion, fanning preference and volatility smirk on S&P 500 index options
Chen, Jian
;
Ma, Chenghu
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3277-3292
Persistent link: https://www.econbiz.de/10011617231
Saved in:
8
Which volatility model for option valuation in China? : empirical evidence from SSE 50 ETF options
Huang, Zhuo
;
Tong, Chen
;
Wang, Tianyi
- In:
Applied economics
52
(
2020
)
17
,
pp. 1866-1880
Persistent link: https://www.econbiz.de/10012197620
Saved in:
9
Option implied beta and option return
Ze-To, Samuel Yau Man
- In:
Applied economics
50
(
2018
)
2
,
pp. 128-142
Persistent link: https://www.econbiz.de/10011845923
Saved in:
10
The limitation of monotonicity property of option prices : an empirical evidence
Lin, Chuang Yuang
;
Chen, Dar-hsin
;
Tsai, Chin Yu
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3103-3113
Persistent link: https://www.econbiz.de/10009357414
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...
//-->