//--> //--> //--> //-->
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:"Discussion paper / Centre for Economic Policy Research"
~type_genre:"Forschungsbericht"
~type_genre:"Working Paper"
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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
26
Optionspreistheorie
26
Theorie
12
Theory
12
USA
5
United States
5
Estimation
4
Schätzung
4
Volatility
4
Volatilität
4
Black-Scholes model
3
Black-Scholes-Modell
3
Portfolio selection
3
Portfolio-Management
3
Agency theory
2
Börsenkurs
2
Decision under uncertainty
2
Entscheidung unter Unsicherheit
2
Geldpolitik
2
Hedging
2
Interest rate derivative
2
Monetary policy
2
Option trading
2
Optionsgeschäft
2
Optionspreis
2
Prinzipal-Agent-Theorie
2
Risikoprämie
2
Risk premium
2
Share price
2
Yield curve
2
Zinsderivat
2
Zinsstruktur
2
1987-2005
1
1992
1
1996-2001
1
1996-2010
1
2009-2015
1
ARCH model
1
ARCH-Modell
1
Asymmetric information
1
more ...
less ...
Online availability
All
Undetermined
20
Type of publication
All
Book / Working Paper
27
Type of publication (narrower categories)
All
Forschungsbericht
Working Paper
Arbeitspapier
27
Graue Literatur
23
Non-commercial literature
23
Language
All
English
27
Author
All
Wijnbergen, Sweder van
3
Başak, Suleyman
2
Jondeau, Eric
2
Rockinger, Michael
2
Acharya, Viral V.
1
Atmaz, Adem
1
Bams, Dennis
1
Biais, Bruno
1
Broadie, Mark
1
Chabakauri, Georgy
1
Chaigneau, Pierre
1
Cherian, Joseph A.
1
Chernov, Mikhail
1
Claessens, Stijn
1
Coutant, Sophie
1
Culp, Christopher L.
1
Das, Sanjiv R.
1
DeMiguel, Victor
1
Dumas, Bernard
1
Décamps, Jean-Paul
1
Edmans, Alex
1
Estache, Antonio
1
Faure-Grimaud, Antoine
1
Fleming, Jeff
1
Garleanu, Nicolae B.
1
Gottlieb, Daniel
1
Guidolin, Massimo
1
Heider, Florian
1
Hilscher, Jens
1
Hoerova, Marie
1
Johannes, Michael
1
Jong, Frank de
1
Kelly, Bryan T.
1
Khah, Sara Abed Masror
1
Lehnert, Thorsten
1
Martin, Ian
1
Nozawa, Yoshio
1
Nöldeke, Georg
1
Olijslager, Stan Stan
1
Pedersen, Lasse Heje
1
more ...
less ...
Institution
All
Centre for Economic Policy Research
1
Published in...
All
Discussion paper / Centre for Economic Policy Research
Research paper series / Swiss Finance Institute
89
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
SFB 649 discussion paper
54
Working paper / National Bureau of Economic Research, Inc.
53
Swiss Finance Institute Research Paper
43
Discussion paper / Tinbergen Institute
36
SFB 649 Discussion Paper
30
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
30
CREATES research paper
29
Working paper
28
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
28
Discussion paper / B
25
Mathematical finance
25
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
21
Finance and economics discussion series
20
CoFE discussion papers
19
Discussion paper / Center for Economic Research, Tilburg University
19
Discussion papers of interdisciplinary research project 373
19
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
Tübinger Diskussionsbeiträge
19
Les cahiers de recherche / HEC Paris
18
Working paper series / Centre for Practical Quantitative Finance
17
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
17
CPQF Working Paper Series
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
IMF working papers
16
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
16
Working paper / Department of Econometrics and Business Statistics, Monash University
15
CoFE Discussion Paper
14
Discussion paper
14
Working paper series
14
Discussion paper / ICMA Centre, Henley Business School, University of Reading
13
IMF working paper
13
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
12
Meddelanden från Svenska Handelshögskolan
12
Working papers on finance
12
Bonn Econ Discussion Papers / BGSE
11
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
11
SSE EFI working paper series in economics and finance
11
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Loss functions in option valuation : a framework for model selection
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
-
2005
Persistent link: https://www.econbiz.de/10002754751
Saved in:
2
Option prices under bayesian learning : implied volatility dynamics and predictive densities
Guidolin, Massimo
-
2001
Persistent link: https://www.econbiz.de/10013423607
Saved in:
3
Dynamic hedging in incomplete markets : a simple solution
Başak, Suleyman
;
Chabakauri, Georgy
-
2011
Persistent link: https://www.econbiz.de/10009155906
Saved in:
4
Evaluating the minimum asset tax on corporations : an option pricing approach
Estache, Antonio
;
Wijnbergen, Sweder van
-
1992
Persistent link: https://www.econbiz.de/10000135297
Saved in:
5
Secondary market prices under alternative debt reduction strategies : an option pricing approach with an application to Mexico
Claessens, Stijn
;
Wijnbergen, Sweder van
-
1990
Persistent link: https://www.econbiz.de/10000791910
Saved in:
6
Sequential investments and options to own
Nöldeke, Georg
;
Schmidt, Klaus M.
-
1997
Persistent link: https://www.econbiz.de/10000628962
Saved in:
7
The determinants of coco bond prices
Khah, Sara Abed Masror
;
Vermaelen, Theo
;
Wolff, Christian
-
2015
Persistent link: https://www.econbiz.de/10011441353
Saved in:
8
Variation margins, fire sales, and information-constrained optimality
Biais, Bruno
;
Heider, Florian
;
Hoerova, Marie
-
2018
Persistent link: https://www.econbiz.de/10011982316
Saved in:
9
What option prices tell us about the ECB's unconventional monetary policies
Olijslager, Stan Stan
;
Petersen, Annelie
;
Vette, Nander de
-
2018
Persistent link: https://www.econbiz.de/10012109721
Saved in:
10
The value of informativeness for contracting
Chaigneau, Pierre
;
Edmans, Alex
;
Gottlieb, Daniel
-
2014
Persistent link: https://www.econbiz.de/10010440176
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->