//--> //--> //-->
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:"Option pricing"
~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
Option pricing
Schätzung
Option trading
64
Optionsgeschäft
64
Option pricing theory
47
Optionspreistheorie
47
Volatility
22
Volatilität
22
Derivat
14
Derivative
14
Stochastic process
9
Stochastischer Prozess
9
Börsenkurs
7
Share price
7
Estimation
6
Aktienoption
5
Credit risk
5
Kreditrisiko
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
10
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Ballestra, Luca Vincenzo
1
Cecere, Liliana
1
Deng, Zhijian
1
Felföldi-Szűcs, Nóra
1
Forte, Santiago
1
Hattori, Takahiro
1
Jia, Jiayi
1
Jitsawatpaiboon, Kanokrak
1
Králik, Balázs
1
Lai, Yongzeng
1
Li, Lin
1
Lovreta, Lidija
1
Maré, E.
1
Neururer, Thaddeus
1
Ruan, Xinfeng
1
Tan, Vinna
1
Ureche-Rangau, Loredana
1
Vaslin, Jacques-Marie
1
Venter, Pierre J
1
Váradi, Kata
1
Yao, Yuhang
1
more ...
less ...
Published in...
All
Finance research letters
The journal of futures markets
17
Journal of banking & finance
13
Research paper series / Swiss Finance Institute
13
Quantitative finance
12
Journal of financial economics
10
Finance and Stochastics
7
International review of economics & finance : IREF
7
Applied economics
6
Discussion paper / Tinbergen Institute
6
Review of derivatives research
6
Working paper
6
European journal of operational research : EJOR
5
International journal of financial engineering
5
International review of financial analysis
5
Journal of financial markets
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
SFB 649 Discussion Paper
5
SFB 649 discussion paper
5
Staff reports / Federal Reserve Bank of New York
5
Swiss Finance Institute Research Paper
5
The European journal of finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Working paper / Centre for Financial Research
5
Applied mathematical finance
4
Computational economics
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
HSC Research Reports
4
Journal of econometrics
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
Review of quantitative finance and accounting
4
The North American journal of economics and finance : a journal of financial economics studies
4
Working Papers / School of Economics and Finance, Queen Mary
4
Annals of finance
3
Asia-Pacific financial markets
3
Bank of England Working Paper
3
CESifo Working Paper
3
CFS working paper series
3
Cogent economics & finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing American options under the constant elasticity of variance model : an extension of the method by Barone-Adesi and Whaley
Ballestra, Luca Vincenzo
;
Cecere, Liliana
- In:
Finance research letters
14
(
2015
),
pp. 45-55
Persistent link: https://www.econbiz.de/10011552594
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
Information content and market liquidity in the fixed income market : evidence from the swaption market
Hattori, Takahiro
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014574914
Saved in:
4
Conversion risk on 19th century French consols and embedded options : a simple exercise
Ureche-Rangau, Loredana
;
Vaslin, Jacques-Marie
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014583300
Saved in:
5
Exotic options pricing under special Lévy process models : a biased control variate method approach
Jia, Jiayi
;
Lai, Yongzeng
;
Li, Lin
;
Tan, Vinna
- In:
Finance research letters
34
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012436769
Saved in:
6
Variance risk premiums and aging firms
Neururer, Thaddeus
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014581299
Saved in:
7
Put-call parity in a crypto option market : evidence from Binance
Felföldi-Szűcs, Nóra
;
Králik, Balázs
;
Váradi, Kata
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490726
Saved in:
8
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
9
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
10
Option pricing under market maker's inventory risk : a case study of China
Deng, Zhijian
;
Yao, Yuhang
- In:
Finance research letters
66
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10015057717
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->