//--> //--> //--> //-->
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"
~subject:"Kapitaleinkommen"
~subject:"Portfolio selection"
~subject:"Theorie"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Portfolio selection
Theorie
Börsenkurs
406
Share price
406
Option pricing theory
251
Optionspreistheorie
251
Theory
170
Aktienmarkt
163
Stock market
163
Capital income
149
Volatility
137
Volatilität
137
Estimation
118
Schätzung
117
Stochastic process
91
Stochastischer Prozess
91
China
47
Ankündigungseffekt
43
Anlageverhalten
43
Announcement effect
43
Behavioural finance
43
Portfolio-Management
43
USA
43
United States
43
Derivat
42
Derivative
42
Option trading
38
Optionsgeschäft
38
Hedging
37
CAPM
35
Martingal
35
Martingale
35
Welt
29
World
29
Impact assessment
28
Wirkungsanalyse
28
Financial crisis
27
Finanzkrise
27
ARCH model
26
more ...
less ...
Online availability
All
Undetermined
112
Free
6
Type of publication
All
Article
326
Type of publication (narrower categories)
All
Article in journal
326
Aufsatz in Zeitschrift
326
Mehrbändiges Werk
1
Multi-volume publication
1
Language
All
English
326
Author
All
Schaub, Mark
5
Carr, Peter
3
Glasserman, Paul
3
Jung, Hojin
3
Kabanov, Jurij M.
3
Li, Meng
3
Linetsky, Vadim
3
Soner, Halil Mete
3
Alsaifi, Khaled
2
Bali, Rakesh
2
Bank, Peter
2
Bender, Christian
2
Bouchard, Bruno
2
Brigo, Damiano
2
Carmona, René
2
Ciner, Cetin
2
Cox, Alexander M. G.
2
Cuchiero, Christa
2
Dajcman, Silvo
2
Eberlein, Ernst
2
Farinós Viñas, José Emilio
2
Gil-Alaña, Luis A.
2
Grobys, Klaus
2
Hobson, David G.
2
Jacod, Jean
2
Jamshidian, Farshid
2
Jeanblanc, Monique
2
Kim, Jong-Min
2
Lamberton, Damien
2
McGuinness, Paul B.
2
Mercurio, Fabio
2
Mijatovi´c, Aleksandar
2
Mordecki, Ernesto
2
Mu, Yuandong
2
Musiela, Marek
2
Narayan, Paresh Kumar
2
Olson, Eric
2
Pennanen, Teemu
2
Protter, Philip
2
Reich, N.
2
more ...
less ...
Published in...
All
Applied economics letters
Finance and stochastics
Finance research letters
391
Journal of banking & finance
361
NBER working paper series
328
International review of financial analysis
316
Working paper / National Bureau of Economic Research, Inc.
316
Journal of financial economics
290
The journal of finance : the journal of the American Finance Association
259
NBER Working Paper
247
International review of economics & finance : IREF
227
Mathematical finance : an international journal of mathematics, statistics and financial theory
216
Pacific-Basin finance journal
213
Journal of empirical finance
198
The review of financial studies
198
Applied economics
181
The North American journal of economics and finance : a journal of financial economics studies
180
International journal of theoretical and applied finance
174
Review of quantitative finance and accounting
160
Research in international business and finance
156
Economics letters
144
The European journal of finance
142
Economic modelling
140
Journal of economic dynamics & control
140
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
139
Journal of financial and quantitative analysis : JFQA
137
Discussion paper / Centre for Economic Policy Research
130
Applied financial economics
125
Journal of international financial markets, institutions & money
122
The journal of futures markets
121
Management science : journal of the Institute for Operations Research and the Management Sciences
116
Journal of financial markets
115
Journal of risk and financial management : JRFM
109
Energy economics
103
International journal of economics and financial issues : IJEFI
99
The journal of derivatives : the official publication of the International Association of Financial Engineers
99
Investment management and financial innovations
95
Applied mathematical finance
94
Research paper series / Swiss Finance Institute
94
International journal of economics and finance
92
more ...
less ...
Source
All
ECONIS (ZBW)
326
Showing
1
-
10
of
326
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
4
On the duality principle in option pricing : semimartingale setting
Eberlein, Ernst
;
Papapantoleon, Antonis
;
Širjaev, …
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 265-292
Persistent link: https://www.econbiz.de/10003716266
Saved in:
5
Comparison of option prices in seminartingale models
Bergenthum, Jan
;
Rüschendorf, Ludger
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10003334918
Saved in:
6
Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
Saved in:
7
Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10003899260
Saved in:
8
Arbitrage-free market models for option prices : the multi-strike case
Schweizer, Martin
;
Wissel, Johannes
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 469-505
Persistent link: https://www.econbiz.de/10003899262
Saved in:
9
American and European options in multi-factor jump-diffusion models, near expiry
Levendorskij, Sergej Z.
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 541-560
Persistent link: https://www.econbiz.de/10003899270
Saved in:
10
The critical price for the American put in an exponential Lévy model
Lamberton, Damien
;
Mikou, Mohammed
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 561-581
Persistent link: https://www.econbiz.de/10003899272
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...
//-->