//--> //--> //--> //-->
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
Pricing american options when...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
246
Volatilität
246
Börsenkurs
240
Share price
237
Theorie
147
Theory
147
Capital income
99
Kapitaleinkommen
99
Estimation
80
Schätzung
80
Aktienmarkt
58
Stock market
58
USA
56
United States
56
ARCH model
54
ARCH-Modell
54
Time series analysis
46
Zeitreihenanalyse
46
CAPM
39
Welt
35
World
35
Forecasting model
34
Prognoseverfahren
34
Risk
34
Risiko
33
Business cycle
31
Konjunktur
31
Estimation theory
30
Schätztheorie
30
Stochastic process
30
Stochastischer Prozess
30
Geldpolitik
29
Monetary policy
29
Exchange rate
28
Schock
28
Shock
28
Wechselkurs
28
Option pricing theory
27
Optionspreistheorie
27
Virtual currency
26
more ...
less ...
Online availability
All
Undetermined
237
Type of publication
All
Article
459
Type of publication (narrower categories)
All
Article in journal
454
Aufsatz in Zeitschrift
454
Language
All
English
456
Undetermined
3
Author
All
Gupta, Rangan
5
Grobys, Klaus
4
Shin, Dong-wan
4
Spagnolo, Nicola
4
Blomkvist, Magnus
3
Boucher, Christophe
3
Demirer, Rıza
3
Han, Liyan
3
Hwang, Eunju
3
Koutmos, Dimitrios
3
Pruitt, Stephen W.
3
Sola, Martin
3
Taylor, Mark P.
3
Thorbecke, Willem
3
Urquhart, Andrew
3
Yin, Libo
3
Ardia, David
2
Balaban, Ercan
2
Balduzzi, Pierluigi
2
Blackburn, Keith
2
Boungou, Whelsy
2
Caporale, Tony
2
Cheah, Eng-Tuck
2
Chevapatrakul, Thanaset
2
Corbet, Shaen
2
Dergiades, Theologos
2
Dimitrakopoulos, Stefanos
2
Dong, Yingjie
2
Gençay, Ramazan
2
Hafner, Christian M.
2
Heal, Geoffrey
2
Ho, Yan-ki
2
Hoogerheide, Lennart F.
2
Jain, Archana
2
Jain, Chinmay
2
Kapetanios, George
2
Kim, Jae H.
2
Kurz-Kim, Jeong-Ryeol
2
Levy, Haim
2
Longin, François M.
2
more ...
less ...
Published in...
All
Economics letters
Finance research letters
1,171
NBER working paper series
1,092
Journal of banking & finance
1,025
Working paper / National Bureau of Economic Research, Inc.
1,011
International review of financial analysis
898
NBER Working Paper
859
Energy economics
754
The journal of futures markets
745
Journal of financial economics
723
The journal of finance : the journal of the American Finance Association
718
International review of economics & finance : IREF
702
Applied economics
685
International journal of theoretical and applied finance
624
Applied economics letters
589
Pacific-Basin finance journal
581
The North American journal of economics and finance : a journal of financial economics studies
562
Applied financial economics
558
Economic modelling
533
Journal of financial and quantitative analysis : JFQA
498
Journal of empirical finance
485
The review of financial studies
480
Research in international business and finance
468
Discussion paper / Centre for Economic Policy Research
461
Journal of international financial markets, institutions & money
449
Review of quantitative finance and accounting
400
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
400
Journal of econometrics
387
The European journal of finance
381
Working paper
369
Journal of international money and finance
352
Journal of risk and financial management : JRFM
351
Quantitative finance
338
Journal of economic dynamics & control
332
Mathematical finance : an international journal of mathematics, statistics and financial theory
320
Applied mathematical finance
304
CESifo working papers
292
Journal of financial markets
284
The journal of derivatives : the official publication of the International Association of Financial Engineers
282
Discussion paper / Tinbergen Institute
279
more ...
less ...
Source
All
ECONIS (ZBW)
459
Showing
1
-
10
of
459
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
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
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:
5
Corporate bond pricing model with stochastically volatile firm value process
Jang, Woon Wook
;
Eom, Young Ho
;
Kang, Yong Joo
- In:
Economics letters
148
(
2016
),
pp. 41-44
Persistent link: https://www.econbiz.de/10011619792
Saved in:
6
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:
7
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:
8
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
9
Bipower variation with jumps and correlated returns
Duan, Yunpeng
;
Xue, Yi
- In:
Economics letters
125
(
2014
)
3
,
pp. 367-371
Persistent link: https://www.econbiz.de/10010506017
Saved in:
10
The role of news-based implied
volatility
among US financial markets
Su, Zhi
;
Fang, Tong
;
Yin, Libo
- In:
Economics letters
157
(
2017
),
pp. 24-27
Persistent link: https://www.econbiz.de/10011847294
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...
//-->