//--> //--> //--> //-->
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 research letters"
~person:"Ambros, Maximilian"
~person:"Azhar Mohamad"
~person:"Grobys, Klaus"
~person:"Nie, He"
~person:"Wang, Xingchun"
~source:"econis"
~subject:"Capital income"
~subject:"China"
~subject:"Volatilität"
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
| 11 applied filters
Year of publication
From:
To:
Subject
All
Capital income
China
Volatilität
Option pricing theory
12
Optionspreistheorie
12
Volatility
11
Option trading
8
Optionsgeschäft
8
Stochastic process
8
Stochastischer Prozess
8
Börsenkurs
7
Share price
7
Credit risk
6
Derivat
6
Derivative
6
Kreditrisiko
6
Aktienmarkt
4
Stock market
4
ARCH model
3
ARCH-Modell
3
Kapitaleinkommen
3
USA
3
United States
3
Causality analysis
2
Coronavirus
2
Correlation
2
Default risk
2
Epidemic
2
Epidemie
2
Estimation
2
GARCH models
2
Hedging
2
Jump-diffusion processes
2
Kausalanalyse
2
Korrelation
2
Markov chain
2
Markov-Kette
2
Risikoprämie
2
Risk premium
2
Schätzung
2
stochastic correlation
2
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Ambros, Maximilian
Azhar Mohamad
Grobys, Klaus
Nie, He
Wang, Xingchun
Goodell, John W.
8
Ryu, Doojin
8
Roubaud, David
7
Shahzad, Syed Jawad Hussain
6
Shen, Dehua
6
Bouri, Elie
5
Gupta, Rangan
5
Ma, Feng
5
Molnár, Peter
5
Schaub, Mark
5
Tiwari, Aviral Kumar
5
Boubaker, Sabri
4
Gil-Alaña, Luis A.
4
Huang, Wei
4
Li, Tao
4
Li, Xiao
4
Li, Yan
4
Lyócsa, Štefan
4
Pandey, Dharen Kumar
4
Wei, Yu
4
Wen, Fenghua
4
Xiong, Xiong
4
Yang, Heejin
4
Zaremba, Adam
4
Zhang, Wei
4
Apergēs, Nikolaos
3
Arouri, Mohamed
3
Baek, Seungho
3
Chang, Kuang-Liang
3
Chen, Jun-Home
3
Chevallier, Julien
3
Ciner, Cetin
3
Corbet, Shaen
3
Goutte, Stéphane
3
Hu, Xiaolu
3
Jiang, Yonghong
3
Jung, Hojin
3
Kim, Hyeyoen
3
Kumari, Vineeta
3
more ...
less ...
Published in...
All
Applied economics letters
Finance research letters
Review of derivatives research
3
International journal of finance & economics : IJFE
2
Journal of risk and financial management : JRFM
2
Quantitative finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of futures markets
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied economics
1
Applied mathematical finance
1
Economic modelling
1
Economics letters
1
Insurance / Mathematics & economics
1
International journal of economics and finance
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The journal of asset management
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quadratic hedging strategies for volatility swaps
Wang, Xingchun
;
Fu, Jianping
;
Wang, Guanying
;
Wang, Yongjin
- In:
Finance research letters
15
(
2015
),
pp. 125-132
Persistent link: https://www.econbiz.de/10011553014
Saved in:
2
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
3
Pricing volatility-equity options under the modified constant elasticity of variance model
Wang, Xingchun
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012490200
Saved in:
4
Pricing power exchange options with correlated jump risk
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 90-97
Persistent link: https://www.econbiz.de/10011657466
Saved in:
5
Pricing options on the maximum of two average prices under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 887-894
Persistent link: https://www.econbiz.de/10013411818
Saved in:
6
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
7
An empirical analysis of changes of the impact of federal budget deficits on stock market returns : evidence from the US economy
Grobys, Klaus
- In:
Applied economics letters
20
(
2013
)
7/9
,
pp. 921-924
Persistent link: https://www.econbiz.de/10009763253
Saved in:
8
COVID-19 pandemic news and stock market reaction during the onset of the crisis : evidence from high-frequency data
Ambros, Maximilian
;
Frenkel, Michael
;
Toan Luu Duc Huynh
; …
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1686-1689
Persistent link: https://www.econbiz.de/10012652574
Saved in:
9
Is the asset growth anomaly driven by macroeconomic states?
Grobys, Klaus
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 576-579
Persistent link: https://www.econbiz.de/10011627986
Saved in:
10
Time-varying long-term memory in Bitcoin market
Jiang, Yonghong
;
Nie, He
;
Ruan, Weihua
- In:
Finance research letters
25
(
2018
),
pp. 280-284
Persistent link: https://www.econbiz.de/10012003601
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->