//--> //--> //--> //-->
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:"Economics letters"
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 pricing
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
855
United States
855
Theorie
208
Theory
208
Estimation
83
Schätzung
83
Vereinigte Staaten
69
Geldpolitik
53
Monetary policy
49
Business cycle
48
Konjunktur
48
Großbritannien
45
Inflation
45
Börsenkurs
41
United Kingdom
41
Share price
40
Derivat
39
Derivative
39
Time series analysis
38
Zeitreihenanalyse
38
Volatility
37
Volatilität
37
Arbeitslosigkeit
36
Unemployment
35
Japan
34
Lohnstruktur
32
Wage structure
32
Forecasting model
30
Prognoseverfahren
30
Schock
30
Shock
30
Cointegration
27
Einkommensverteilung
27
Exchange rate
27
Kointegration
27
Option pricing theory
27
Optionspreistheorie
27
Risiko
27
Risk
27
Wechselkurs
27
more ...
less ...
Online availability
All
Undetermined
132
Free
1
Type of publication
All
Article
984
Type of publication (narrower categories)
All
Article in journal
905
Aufsatz in Zeitschrift
905
Language
All
English
917
Undetermined
67
Author
All
Peel, David
8
Taylor, Mark P.
8
Pruitt, Stephen W.
7
Audretsch, David B.
6
Kugler, Peter
6
Acs, Zoltán J.
5
Baghestani, Hamid
5
Gil-Alaña, Luis A.
5
Gupta, Rangan
5
Heywood, John S.
5
MacDonald, Ronald
5
Margo, Robert A.
5
Ram, Rati
5
Sander, William
5
Smyth, David J.
5
Wunnava, Phanindra V.
5
Baum, Christopher F.
4
Caporale, Tony
4
Macpherson, David A.
4
Ratti, Ronald A.
4
Robinson, Michael D.
4
Shaffer, Sherrill
4
Stengos, Thanasēs
4
Österholm, Pär
4
Barbezat, Debra A.
3
Burkhauser, Richard V.
3
Caglayan, Mustafa
3
Castelnuovo, Efrem
3
Chang, Eric Chieh
3
Copeland, Laurence S.
3
Duca, John V.
3
Egger, Peter
3
Feng, Shuaizhang
3
Griliches, Zvi
3
Hadjimichalakis, Michael G.
3
Hayo, Bernd
3
Hirschey, Mark
3
Hofler, Richard A.
3
List, John A.
3
MacKiernan, Barbara
3
more ...
less ...
Published in...
All
Economics letters
Working paper / National Bureau of Economic Research, Inc.
11,748
NBER working paper series
3,713
The American economic review
3,215
Monthly labor review : MLR
2,635
The review of economics and statistics
2,293
The journal of finance : the journal of the American Finance Association
2,071
American journal of agricultural economics
2,034
Discussion paper / Centre for Economic Policy Research
1,964
Discussion paper series / IZA
1,824
National tax journal
1,649
Southern economic journal
1,548
The review of financial studies
1,432
NBER Working Paper
1,412
Harvard business review : HBR
1,358
Applied economics
1,332
Journal of banking & finance
1,298
The journal of futures markets
1,277
Working paper
1,261
Journal of political economy
1,244
Journal of human resources : JHR
1,161
Journal of financial and quantitative analysis : JFQA
1,111
ILR review : the journal of work and policy
1,104
Journal of financial economics
1,046
Economic review
1,025
Economic inquiry : journal of the Western Economic Association International
1,007
Land economics : applied research on environmental resources
1,003
Journal of money, credit and banking : JMCB
975
Finance and economics discussion series
899
The journal of law & economics
879
The quarterly journal of economics
879
The journal of economic history
861
Challenge
852
The journal of business : B
842
SpringerLink / Bücher
823
The American journal of economics and sociology
819
R / Rand Corporation
789
CESifo working papers
769
Fortune
765
Journal of economic issues : jei
738
more ...
less ...
Source
All
ECONIS (ZBW)
984
Showing
1
-
10
of
984
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The price of COVID-19-induced uncertainty in the options market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Economics letters
211
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
Saved in:
2
Markets that don't replicate any option
Aliprantis, Charalambos D.
;
Tourky, Rabee
- In:
Economics letters
76
(
2002
)
3
,
pp. 443-447
Persistent link: https://www.econbiz.de/10001692045
Saved in:
3
The impact of COVID-19 on tail risk : evidence from Nifty index options
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
;
Virmani, …
- In:
Economics letters
204
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607446
Saved in:
4
COVID-19 and market expectations : evidence from option-implied densities
Hanke, Michael
;
Kosolapova, Maria
;
Weissensteiner, Alex
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509718
Saved in:
5
Volatility can be detrimental to option values!
Ghoddusi, Hamed
;
Fahim, Arash
- In:
Economics letters
149
(
2016
),
pp. 5-9
Persistent link: https://www.econbiz.de/10011620005
Saved in:
6
Volatility and expected option returns: a note
Chaudhury, Mohammed M.
- In:
Economics letters
152
(
2017
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011800758
Saved in:
7
Price disagreements and adjustments in index derivatives markets
Ryu, Doojin
;
Yang, Heejin
- In:
Economics letters
151
(
2017
),
pp. 104-106
Persistent link: https://www.econbiz.de/10011742143
Saved in:
8
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
9
A derivation of the Black-Litterman formula and its symmetry property
Wey, Matthew A.
- In:
Economics letters
231
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014461242
Saved in:
10
Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data
Xu, Zheng
- In:
Economics letters
120
(
2013
)
3
,
pp. 369-373
Persistent link: https://www.econbiz.de/10010128844
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...
//-->