//--> //--> //--> //-->
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"
~person:"Ambros, Maximilian"
~person:"Bordignon, Silvano"
~person:"Goutte, Stéphane"
~person:"Grobys, Klaus"
~person:"Nie, He"
~person:"Wang, Xingchun"
~subject:"Option trading"
~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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Option trading
Volatilität
Volatility
9
Börsenkurs
7
Share price
7
Option pricing theory
6
Optionspreistheorie
6
Aktienmarkt
5
Derivat
5
Derivative
5
Stock market
5
Capital income
4
Kapitaleinkommen
4
ARCH model
3
ARCH-Modell
3
Credit risk
3
Kreditrisiko
3
Optionsgeschäft
3
Stochastic process
3
Stochastischer Prozess
3
Causality analysis
2
Estimation
2
Kausalanalyse
2
Schätzung
2
USA
2
United States
2
stochastic correlation
2
stochastic volatility
2
Ankündigungseffekt
1
Anlageverhalten
1
Announcement effect
1
Basket warrants
1
Behavioural finance
1
Bivariate empirical mode decomposition
1
COVID-19
1
China
1
China ETF market
1
Collateral
1
Coronavirus
1
Correlation
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Ambros, Maximilian
Bordignon, Silvano
Goutte, Stéphane
Grobys, Klaus
Nie, He
Wang, Xingchun
Ryu, Doojin
3
Ma, Feng
2
Olson, Eric
2
Pati, Pratap Chandra
2
Wu, Xinyu
2
Yang, Heejin
2
Alfarano, Simone
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
Bao, Yuejiao
1
Baumöhl, E.
1
Bautista, C. C.
1
Bautista, Carlos C.
1
Bayar, Asli
1
Behera, Chinmaya
1
Berry, R. H.
1
Bisaglia, Luisa
1
Bonilla, Claudio A.
1
Boroumand, Raphaël Homayoun
1
Browning, Chris
1
Can, E.
1
Caporale, Guglielmo Maria
1
Catalão-Lopes, Margarida
1
Celik, Mehmet Sinan
1
Chan, Hing-lin
1
Chaudhury, Mohammed M.
1
Chen, Jian
1
Chen, Peng
1
Chen, Shieh-liang
1
Chen, Yi-Chang
1
Chen, Yixiang
1
more ...
less ...
Published in...
All
Applied economics letters
Finance research letters
8
The North American journal of economics and finance : a journal of financial economics studies
6
Review of derivatives research
4
International review of economics & finance : IREF
3
The European journal of finance
3
Applied mathematical finance
2
The journal of futures markets
2
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
Journal of economic integration
1
Journal of international financial markets, institutions & money
1
Journal of mathematical finance
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
3
Intraday hedging with financial options : the case of electricity
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1448-1454
Persistent link: https://www.econbiz.de/10011853065
Saved in:
4
Valuing vulnerable options with two underlying assets
Wang, Xingchun
- In:
Applied economics letters
27
(
2020
)
21
,
pp. 1699-1706
Persistent link: https://www.econbiz.de/10012315771
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
Detecting jumps and regime switches in international stock markets returns
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1011-1019
Persistent link: https://www.econbiz.de/10011312229
Saved in:
8
K-factor GARMA models for intraday volatility forecasting
Bisaglia, Luisa
;
Bordignon, Silvano
;
Lisi, Francesco
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 251-254
Persistent link: https://www.econbiz.de/10001749011
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->