//--> //--> //--> //-->
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:"Finance research letters"
~subject:"Derivat"
~subject:"Schätzung"
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
On an Alternative Approach to...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Schätzung
Option trading
64
Optionsgeschäft
64
Option pricing theory
47
Optionspreistheorie
47
Volatility
22
Volatilität
22
Derivative
14
Stochastic process
9
Stochastischer Prozess
9
Börsenkurs
7
Share price
7
Estimation
6
Aktienoption
5
Credit risk
5
Kreditrisiko
5
Option pricing
5
Risk
5
Stock option
5
Bid-ask spread
4
Black-Scholes model
4
Black-Scholes-Modell
4
Geld-Brief-Spanne
4
Hedging
4
Options
4
Risiko
4
Theorie
4
Theory
4
Yield curve
4
Zinsstruktur
4
Asymmetric information
3
Asymmetrische Information
3
China
3
Commodity derivative
3
Experiment
3
Implied volatility
3
Index futures
3
Index-Futures
3
Risikoprämie
3
more ...
less ...
Online availability
All
Undetermined
18
Free
1
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Wang, Xingchun
2
Ap Gwilym, Owain
1
Bae, Kwangil
1
Benzennou, Bouchra
1
Bernales, Alejandro
1
Braouezec, Yann
1
Byström, Hans N. E.
1
Cañón, Carlos Iván
1
Fan, Qingqian
1
Felföldi-Szűcs, Nóra
1
Feng, Sixian
1
Forte, Santiago
1
Glover, Kristoffer
1
Han, Lin
1
Hao, Jing
1
Hattori, Takahiro
1
He, Feng
1
Jia, Jiayi
1
Jitsawatpaiboon, Kanokrak
1
Králik, Balázs
1
Lai, Yongzeng
1
Lee, Soonhee
1
Li, Lin
1
Li, Zihe
1
Liu-Chen, Baiao
1
Lovreta, Lidija
1
Maré, E.
1
Mashele, Hopolang Phillip
1
Neururer, Thaddeus
1
Ruan, Xinfeng
1
Shao, Xinjian
1
Sonono, Masimba Energy
1
Tan, Vinna
1
Tsai, Wei-che
1
Venter, Pierre J
1
Verousis, Thanos
1
Váradi, Kata
1
Williams, Gwion
1
Xu, Guangli
1
Yang, Zhini
1
more ...
less ...
Published in...
All
Finance research letters
The journal of futures markets
41
Research paper series / Swiss Finance Institute
23
International journal of theoretical and applied finance
22
Journal of banking & finance
20
Journal of financial economics
19
Quantitative finance
19
Applied mathematical finance
18
International review of economics & finance : IREF
18
Review of derivatives research
18
International journal of financial engineering
15
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of financial markets
12
SFB 649 discussion paper
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The European journal of finance
11
Working paper / Centre for Financial Research
11
Discussion paper / Tinbergen Institute
10
International review of financial analysis
10
Journal of risk and financial management : JRFM
10
Swiss Finance Institute Research Paper
10
Working paper
10
Cogent economics & finance
9
Journal of econometrics
9
Journal of economic dynamics & control
9
Journal of mathematical finance
9
Risks : open access journal
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
The journal of finance : the journal of the American Finance Association
8
Review of quantitative finance and accounting
7
Applied economics
6
Applied economics letters
6
CFS working paper series
6
Economic modelling
6
Journal of empirical finance
6
NBER working paper series
6
Staff reports / Federal Reserve Bank of New York
6
The journal of computational finance
6
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Price discovery and its determinants for the Chinese soybean options and futures markets
Hao, Jing
;
He, Feng
;
Liu-Chen, Baiao
;
Li, Zihe
- In:
Finance research letters
40
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012819235
Saved in:
2
Volatility discovery : can the CDS market beat the equity options market?
Forte, Santiago
;
Lovreta, Lidija
- In:
Finance research letters
28
(
2019
),
pp. 107-111
Persistent link: https://www.econbiz.de/10012388022
Saved in:
3
Analytical valuation of power exchange options with default risk
Xu, Guangli
;
Shao, Xinjian
;
Wang, Xingchun
- In:
Finance research letters
28
(
2019
),
pp. 265-274
Persistent link: https://www.econbiz.de/10012388320
Saved in:
4
Credit-implied forward volatility and volatility expectations
Byström, Hans N. E.
- In:
Finance research letters
16
(
2016
),
pp. 132-138
Persistent link: https://www.econbiz.de/10011655141
Saved in:
5
Bid-ask spread and liquidity searching behaviour of informed investors in option markets
Bernales, Alejandro
;
Cañón, Carlos Iván
;
Verousis, Thanos
- In:
Finance research letters
25
(
2018
),
pp. 96-102
Persistent link: https://www.econbiz.de/10012003477
Saved in:
6
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Saved in:
7
Commonality in liquidity across options and stock futures markets
Benzennou, Bouchra
;
Ap Gwilym, Owain
;
Williams, Gwion
- In:
Finance research letters
32
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430742
Saved in:
8
Estimation of bid-ask prices for options on LIBOR based instruments
Sonono, Masimba Energy
;
Mashele, Hopolang Phillip
- In:
Finance research letters
19
(
2016
),
pp. 33-41
Persistent link: https://www.econbiz.de/10011657436
Saved in:
9
Pricing vulnerable options with stochastic default barriers
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 305-313
Persistent link: https://www.econbiz.de/10011657733
Saved in:
10
Improved method for static replication under the CEV model
Tsai, Wei-che
- In:
Finance research letters
11
(
2014
)
3
,
pp. 194-202
Persistent link: https://www.econbiz.de/10010441889
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->