//--> //--> //--> //-->
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 letters"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~type_genre:"Aufsatz in Zeitschrift"
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
Aktienoptionsbewertung im Spru...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
909
Share price
909
Option pricing theory
557
Optionspreistheorie
557
Theorie
436
Theory
436
Volatility
296
Volatilität
296
Capital income
292
Kapitaleinkommen
292
USA
285
United States
285
Aktienmarkt
275
Stock market
275
Estimation
210
Schätzung
210
Ankündigungseffekt
119
Announcement effect
119
Option trading
116
Optionsgeschäft
116
Anlageverhalten
108
Behavioural finance
108
Stochastic process
99
Stochastischer Prozess
99
China
86
Derivat
82
Derivative
82
Hedging
71
Portfolio selection
69
Portfolio-Management
69
CAPM
64
Forecasting model
59
Prognoseverfahren
59
Yield curve
59
Zinsstruktur
59
ARCH model
56
ARCH-Modell
56
Risiko
51
Risk
51
Welt
51
more ...
less ...
Online availability
All
Undetermined
420
Free
16
Type of publication
All
Article
1,447
Book / Working Paper
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
1,449
Conference paper
17
Konferenzbeitrag
17
Collection of articles of several authors
4
Sammelwerk
4
Bibliografie
1
Bibliografie enthalten
1
Bibliography
1
Bibliography included
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,449
Author
All
Ryu, Doojin
12
Madan, Dilip B.
9
Carr, Peter
7
Rogers, Leonard C. G.
7
Chen, Son-nan
6
Glasserman, Paul
6
Ritchken, Peter H.
6
Schaub, Mark
6
Wu, Ting-pin
6
Bali, Turan G.
5
Chen, Jian
5
Harris, Lawrence E.
5
Jacobs, Kris
5
Kwok, Yue-Kuen
5
McConnell, John J.
5
Newton, David P.
5
Schachermayer, Walter
5
Wang, Xingchun
5
Yor, Marc
5
Bender, Christian
4
Broadie, Mark
4
Chang, Eric Chieh
4
Chen, Ren-Raw
4
Chung, Chune Young
4
Chung, San-lin
4
Dai, Min
4
Duan, Jin-Chuan
4
Duck, Peter W.
4
Elliott, Robert J.
4
Engle, Robert F.
4
Fabozzi, Frank J.
4
Frey, Rüdiger
4
Geman, Hélyette
4
Hobson, David G.
4
Hull, John
4
Jarrow, Robert A.
4
Kallsen, Jan
4
Kim, Hyeyoen
4
Levendorskij, Sergej Z.
4
Linetsky, Vadim
4
more ...
less ...
Published in...
All
Applied economics letters
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of financial and quantitative analysis : JFQA
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of derivatives : the official publication of the International Association of Financial Engineers
Finance research letters
851
Journal of banking & finance
775
International review of financial analysis
628
Journal of financial economics
555
The journal of finance : the journal of the American Finance Association
553
International journal of theoretical and applied finance
527
Pacific-Basin finance journal
481
International review of economics & finance : IREF
460
The journal of futures markets
457
Applied economics
416
The North American journal of economics and finance : a journal of financial economics studies
386
The review of financial studies
383
Applied financial economics
363
Review of quantitative finance and accounting
349
Journal of empirical finance
323
Economic modelling
301
Research in international business and finance
300
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
293
Journal of international financial markets, institutions & money
291
The European journal of finance
288
Energy economics
285
Quantitative finance
278
Applied mathematical finance
264
Economics letters
261
The journal of computational finance
254
Journal of risk and financial management : JRFM
237
Finance and stochastics
235
Journal of financial markets
234
Journal of economic dynamics & control
231
The journal of corporate finance : contracting, governance and organization
231
International journal of economics and finance
213
International journal of economics and financial issues : IJEFI
204
Management science : journal of the Institute for Operations Research and the Management Sciences
203
Review of derivatives research
174
Investment management and financial innovations
173
more ...
less ...
Source
All
ECONIS (ZBW)
1,449
Showing
1
-
10
of
1,449
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On bounding option prices in Paretian stable markets
Popova, Ivilina
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 32-43
Persistent link: https://www.econbiz.de/10001246678
Saved in:
2
When does convergence of asset price processes imply convergence of option prices?
Hubalek, Friedrich
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 385-403
Persistent link: https://www.econbiz.de/10001252755
Saved in:
3
The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures
Pope, Peter F.
- In:
The journal of derivatives : the official publication …
1
(
1994
)
4
,
pp. 15-26
Persistent link: https://www.econbiz.de/10001219387
Saved in:
4
On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 296-328
Persistent link: https://www.econbiz.de/10011577146
Saved in:
5
Stein's overreaction puzzle : option anomaly or perfectly rational behavior?
Lehnert, Thorsten
;
Lin, Yuehao
;
Martelin, Nicolas
- In:
The journal of derivatives : the official publication …
23
(
2016
)
3
,
pp. 22-35
Persistent link: https://www.econbiz.de/10011687179
Saved in:
6
Hedging and portfolio optimization in financial markets with a large trader
Bank, Peter
;
Baum, Dietmar
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001917650
Saved in:
7
Pricing and hedging American options analytically : a perturbation method
Zhang, Jin E.
;
Li, Tiecheng
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 59-87
Persistent link: https://www.econbiz.de/10003955680
Saved in:
8
Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.
;
Ghamami, Samim
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 45-52
Persistent link: https://www.econbiz.de/10003961017
Saved in:
9
Does risk-neutral skewness predict the cross section of equity option portfolio returns?
Bali, Turan G.
;
Murray, Scott
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
4
,
pp. 1145-1171
Persistent link: https://www.econbiz.de/10010255208
Saved in:
10
ELW pricing kernel and empirical risk aversion
Kim, Jun Sik
;
Kim, Hyeyoen
;
Ryu, Doojin
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 372-376
Persistent link: https://www.econbiz.de/10010413719
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...
//-->