//--> //--> //--> //-->
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:"Finance and stochastics"
~isPartOf:"Journal of financial markets"
~isPartOf:"Quantitative finance"
~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
731
Share price
731
Option pricing theory
671
Optionspreistheorie
671
Volatility
363
Volatilität
363
Theorie
359
Theory
359
Capital income
255
Kapitaleinkommen
255
Aktienmarkt
228
Stock market
228
Stochastic process
223
Stochastischer Prozess
223
Estimation
215
Schätzung
213
Option trading
157
Optionsgeschäft
157
Derivat
116
Derivative
116
Portfolio selection
95
Portfolio-Management
95
USA
94
United States
94
Securities trading
93
Wertpapierhandel
93
Anlageverhalten
90
Behavioural finance
90
Hedging
87
CAPM
84
Forecasting model
75
Prognoseverfahren
75
Ankündigungseffekt
64
Announcement effect
64
Yield curve
63
Zinsstruktur
63
Market microstructure
58
Marktmikrostruktur
58
China
54
Monte Carlo simulation
50
more ...
less ...
Online availability
All
Undetermined
675
Free
50
Type of publication
All
Article
1,385
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
1,385
Conference paper
5
Konferenzbeitrag
5
Mehrbändiges Werk
2
Multi-volume publication
2
Bibliografie
1
Bibliography
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,385
Author
All
Ryu, Doojin
10
Bayer, Christian
7
Carr, Peter
7
Chen, Son-nan
6
Filipović, Damir
6
Glasserman, Paul
6
Lillo, Fabrizio
6
Lyuu, Yuh-dauh
6
Schaub, Mark
6
Wu, Ting-pin
6
Alòs, Elisa
5
Cont, Rama
5
Engle, Robert F.
5
Fabozzi, Frank J.
5
Gatheral, Jim
5
Hobson, David G.
5
Hull, John
5
Jacquier, Antoine
5
Kabanov, Jurij M.
5
Li, Lingfei
5
Linetsky, Vadim
5
Schoutens, Wim
5
Wang, Xingchun
5
Belomestny, Denis
4
Benth, Fred Espen
4
Bormetti, Giacomo
4
Bouchaud, Jean-Philippe
4
Brigo, Damiano
4
Cox, Alexander M. G.
4
Forde, Martin
4
Glau, Kathrin
4
Grobys, Klaus
4
Guyon, Julien
4
Kim, Hyeyoen
4
Lee, Roger
4
Madan, Dilip B.
4
Obłój, Jan
4
Radoičić, Radoš
4
Ritchken, Peter H.
4
Rosenbaum, Mathieu
4
more ...
less ...
Published in...
All
Applied economics letters
Finance and stochastics
Journal of financial markets
Quantitative finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
Finance research letters
849
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
Journal of financial and quantitative analysis : JFQA
359
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
Mathematical finance : an international journal of mathematics, statistics and financial theory
279
Applied mathematical finance
264
Economics letters
261
The journal of computational finance
254
Journal of risk and financial management : JRFM
237
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
203
Management science : journal of the Institute for Operations Research and the Management Sciences
203
Review of derivatives research
174
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
173
Investment management and financial innovations
173
more ...
less ...
Source
All
ECONIS (ZBW)
1,385
Showing
1
-
10
of
1,385
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
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:
3
The delta- and vega-related information content of near-the-money option market trading activity
Rourke, Thomas
- In:
Journal of financial markets
20
(
2014
),
pp. 175-193
Persistent link: https://www.econbiz.de/10010442379
Saved in:
4
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:
5
Option prices and stock market momentum : evidence from China
Li, Jianping
;
Yao, Yanzhen
;
Chen, Yibing
;
Lee, Cheng F.
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10011913187
Saved in:
6
Option augmented density forecasts of market returns with monotone pricing kernel
Beare, Brendan K.
;
Dossani, Asad
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 623-635
Persistent link: https://www.econbiz.de/10011906445
Saved in:
7
Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices
Brigo, Damiano
;
Mercurio, Fabio
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 147-159
Persistent link: https://www.econbiz.de/10001486694
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
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:
10
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
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...
//-->