//--> //--> //--> //-->
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:"Insurance / Mathematics & economics"
~subject:"United States"
~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
| 4 applied filters
Year of publication
From:
To:
Subject
All
United States
Volatilität
Börsenkurs
396
Share price
396
Option pricing theory
172
Optionspreistheorie
172
Aktienmarkt
166
Stock market
166
Capital income
155
Kapitaleinkommen
155
Volatility
123
Estimation
120
Schätzung
120
Stochastic process
75
Stochastischer Prozess
75
Theorie
57
Theory
57
Portfolio selection
55
Portfolio-Management
55
China
48
USA
45
Anlageverhalten
44
Behavioural finance
44
Ankündigungseffekt
43
Announcement effect
43
Lebensversicherung
36
Life insurance
36
Derivat
35
Derivative
35
Risk
32
Risiko
31
Welt
29
World
29
Financial crisis
28
Finanzkrise
28
Hedging
28
Impact assessment
28
Wirkungsanalyse
28
ARCH model
27
ARCH-Modell
27
more ...
less ...
Online availability
All
Undetermined
78
Free
1
Type of publication
All
Article
159
Type of publication (narrower categories)
All
Article in journal
159
Aufsatz in Zeitschrift
159
Language
All
English
159
Author
All
Wang, Xingchun
4
Ryu, Doojin
3
Bo, Lijun
2
Godin, Frédéric
2
Goutte, Stéphane
2
Grobys, Klaus
2
Hainaut, Donatien
2
Jiang, Yonghong
2
Jung, Hojin
2
Li, Jinliang
2
Li, Zhongfei
2
Liang, Zongxia
2
Ma, Feng
2
Nie, He
2
Nieh, Chien-chung
2
Olson, Eric
2
Pati, Pratap Chandra
2
Pelsser, Antoon André Jean
2
Trottier, Denis-Alexandre
2
Wang, Yongjin
2
Wong, Hoi Ying
2
Wu, Xinyu
2
Yang, Heejin
2
Yang, Xuewei
2
Zeng, Yan
2
van Haastrecht, Alexander
2
A, Chunxiang
1
Alfarano, Simone
1
Ambros, Maximilian
1
Ameur, Hachmi Ben
1
Arnold, Ivo J. M.
1
Avioz, Ilanit
1
Azhar Mohamad
1
Baba, Naohiko
1
Baek, Changryong
1
Baklaci, H. F.
1
Balaban, Ercan
1
Baldi, Lucia
1
Bali, Rakesh
1
Bali, Turan G.
1
more ...
less ...
Published in...
All
Applied economics letters
Insurance / Mathematics & economics
The journal of finance : the journal of the American Finance Association
372
Working paper / National Bureau of Economic Research, Inc.
348
Finance research letters
294
Journal of financial economics
260
Journal of banking & finance
259
The journal of futures markets
242
The review of financial studies
231
Journal of financial and quantitative analysis : JFQA
223
International review of financial analysis
196
International review of economics & finance : IREF
184
Energy economics
174
The North American journal of economics and finance : a journal of financial economics studies
173
International journal of theoretical and applied finance
171
NBER working paper series
170
Applied economics
156
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
150
Applied financial economics
141
Quantitative finance
136
Journal of empirical finance
130
Economic modelling
122
Discussion paper / Centre for Economic Policy Research
118
Research in international business and finance
118
Journal of econometrics
111
NBER Working Paper
106
Journal of international financial markets, institutions & money
104
Review of quantitative finance and accounting
101
Pacific-Basin finance journal
97
Journal of risk and financial management : JRFM
94
Economics letters
85
Journal of economics and finance
84
The European journal of finance
84
Working paper
84
Applied mathematical finance
81
Quarterly journal of business and economics : QJBE
77
Research paper series / Swiss Finance Institute
77
The journal of computational finance
75
The journal of business : B
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
70
The journal of derivatives : the official publication of the International Association of Financial Engineers
70
more ...
less ...
Source
All
ECONIS (ZBW)
159
Showing
1
-
10
of
159
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
2
Lookback options and dynamic fund protection under multiscale stochastic volatility
Wong, Hoi Ying
;
Chan, Chun Man
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 357-385
Persistent link: https://www.econbiz.de/10003755752
Saved in:
3
Calculating implied volatility using the bisection algorithm : a note
Berry, R. H.
;
Zuo, X.
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1399-1402
Persistent link: https://www.econbiz.de/10003894265
Saved in:
4
Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method
Xu, Guoping
;
Zheng, Harry
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 415-422
Persistent link: https://www.econbiz.de/10008746991
Saved in:
5
Valuation of guaranteed annuity options using a stochastic volatility model for equity prices
van Haastrecht, Alexander
;
Plat, Richard
;
Pelsser, …
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 266-277
Persistent link: https://www.econbiz.de/10008747073
Saved in:
6
Markov-modulated jump : diffusions for currency option pricing
Bo, Lijun
;
Wang, Yongjin
;
Yang, Xuewei
- In:
Insurance / Mathematics & economics
46
(
2010
)
3
,
pp. 461-469
Persistent link: https://www.econbiz.de/10003981142
Saved in:
7
Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun
;
Song, Renming
;
Tang, DanLing
;
Wang, Yongjin
; …
- In:
Insurance / Mathematics & economics
50
(
2012
)
2
,
pp. 280-291
Persistent link: https://www.econbiz.de/10009507927
Saved in:
8
Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model
A, Chunxiang
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 181-196
Persistent link: https://www.econbiz.de/10010515891
Saved in:
9
A note on optimal investment-consumption-insurance in a Lévy market
Guambe, Calisto
;
Kufakunesu, Rodwell
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 30-36
Persistent link: https://www.econbiz.de/10011422856
Saved in:
10
Robust investment-reinsurance optimization with multiscale stochastic volatility
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 245-256
Persistent link: https://www.econbiz.de/10011312060
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...
//-->