//--> //--> //--> //-->
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
Analytic Pricing of Volatility...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
89
Zinsstruktur
88
Theorie
44
Theory
44
Option pricing theory
28
Optionspreistheorie
28
USA
23
United States
23
Volatility
21
Volatilität
21
Geldpolitik
19
Monetary policy
19
Forecasting model
16
Prognoseverfahren
16
Estimation
14
Schätzung
14
Capital income
13
Kapitaleinkommen
13
Risikoprämie
12
Risk premium
12
CAPM
9
Risiko
8
Risk
8
Stochastic process
8
Stochastischer Prozess
8
EU countries
7
EU-Staaten
7
Estimation theory
7
Interest rate
7
Schätztheorie
7
Zins
7
Börsenkurs
6
Credit risk
6
Euro area
6
Eurozone
6
Frühindikator
6
Großbritannien
6
Japan
6
Kreditrisiko
6
Leading indicator
6
more ...
less ...
Online availability
All
Undetermined
41
Free
2
Type of publication
All
Article
117
Type of publication (narrower categories)
All
Article in journal
113
Aufsatz in Zeitschrift
113
Language
All
English
117
Author
All
Kugler, Peter
4
Allen, Stuart D.
2
Jang, Woon Wook
2
Peel, David
2
Taylor, Mark P.
2
Adrian, Tobias
1
Agarwalla, Sobhesh Kumar
1
Alfaro, Rodrigo
1
Aliprantis, Charalambos D.
1
Ambrocio, Gene
1
Amsler, Christine
1
Au, Kelly T.
1
Avino, Davide
1
Baghestani, Hamid
1
Balaban, Ercan
1
Bao, Yong
1
Bautista, Carlos C.
1
Bhundia, Ashok J.
1
Bilson, John F.
1
Boonyanet, Wachira
1
Bordo, Michael D.
1
Boulier, Bryan L.
1
Braouezec, Yann
1
Browne, Frank
1
Caggiano, Giovanni
1
Cajueiro, Daniel Oliveira
1
Caliendo, Frank
1
Caporale, Barbara
1
Caporale, Tony
1
Carriere, Jacques
1
Carstensen, Kai
1
Casiraghi, Marco
1
Castagnetti, Carolina
1
Chadha, Jagjit
1
Chaudhury, Mohammed M.
1
Chauvet, Marcelle
1
Chen, Lin
1
Chen, Shikuan
1
Chen, Yuting
1
Chichilnisky, Graciela
1
more ...
less ...
Published in...
All
Economics letters
International journal of theoretical and applied finance
538
Journal of banking & finance
406
NBER working paper series
334
The journal of futures markets
310
Mathematical finance : an international journal of mathematics, statistics and financial theory
291
Working paper / National Bureau of Economic Research, Inc.
286
Applied mathematical finance
273
The journal of computational finance
260
Finance and stochastics
251
NBER Working Paper
246
MPRA Paper
241
The journal of derivatives : the official publication of the International Association of Financial Engineers
230
Quantitative finance
213
Finance research letters
210
Journal of economic dynamics & control
195
Journal of financial economics
190
Review of derivatives research
182
ECB Working Paper
164
Research paper series / Swiss Finance Institute
164
The journal of fixed income
161
Insurance / Mathematics & economics
158
Discussion paper / Centre for Economic Policy Research
157
European journal of operational research : EJOR
152
Working paper
148
Working Paper
145
Working paper series / European Central Bank
140
International review of economics & finance : IREF
134
The North American journal of economics and finance : a journal of financial economics studies
134
Journal of international money and finance
132
Finance and economics discussion series
127
International journal of financial engineering
127
Journal of mathematical finance
127
The review of financial studies
127
The journal of finance : the journal of the American Finance Association
125
Applied economics
124
The European journal of finance
121
Economic modelling
119
IMF working papers
119
Computational economics
118
Risks : open access journal
118
more ...
less ...
Source
All
ECONIS (ZBW)
117
Showing
1
-
10
of
117
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling the dependency between currency and debt crises : an option based approach
Maltritz, Dominik
- In:
Economics letters
100
(
2008
)
3
,
pp. 344-347
Persistent link: https://www.econbiz.de/10003768771
Saved in:
2
Option price without expected utility
Paan Jindapon
;
Shaw, William D.
- In:
Economics letters
100
(
2008
)
3
,
pp. 408-410
Persistent link: https://www.econbiz.de/10003768842
Saved in:
3
Integrating delta : an intuitive single-integral approach to pricing European options on diverse stochastic processes
Edwards, Craig Steven
- In:
Economics letters
92
(
2006
)
1
,
pp. 20-25
Persistent link: https://www.econbiz.de/10003336497
Saved in:
4
Quantifying the recapitalization fund premium using option pricing techniques
Necula, Ciprian
;
Radu, Alina-Nicoleta
- In:
Economics letters
114
(
2012
)
3
,
pp. 249-251
Persistent link: https://www.econbiz.de/10009550804
Saved in:
5
Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
;
Yu, Jun
- In:
Economics letters
134
(
2015
),
pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
Saved in:
6
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:
7
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:
8
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:
9
Irreversible investment under uncertainty and the threat of bankruptcy
Vercammen, James Alfred
- In:
Economics letters
66
(
2000
)
3
,
pp. 319-325
Persistent link: https://www.econbiz.de/10001448973
Saved in:
10
Equity as a call option on assets : some tests for failed banks
Diba, Behzad
- In:
Economics letters
48
(
1995
)
3
,
pp. 389-397
Persistent link: https://www.econbiz.de/10001184779
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...
//-->