//--> //--> //--> //-->
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"
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
Volterra equation for pricing...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hedging
117
Option pricing theory
116
Optionspreistheorie
116
Volatility
78
Volatilität
78
Portfolio selection
55
Portfolio-Management
55
Option trading
49
Optionsgeschäft
49
Stochastic process
41
Stochastischer Prozess
41
Theorie
38
Theory
38
Markov chain
37
Markov-Kette
37
Estimation
36
Schätzung
36
Derivat
33
Derivative
33
Welt
31
World
31
Capital income
29
Kapitaleinkommen
29
Börsenkurs
28
Share price
28
Risiko
26
Risk
26
ARCH model
25
ARCH-Modell
25
Risikomanagement
24
Risk management
24
Hedge
23
Aktienmarkt
20
Stock market
20
Forecasting model
17
Prognoseverfahren
17
Bitcoin
15
CAPM
15
China
15
Virtual currency
15
more ...
less ...
Online availability
All
Undetermined
206
Free
3
Type of publication
All
Article
253
Type of publication (narrower categories)
All
Article in journal
252
Aufsatz in Zeitschrift
252
Language
All
English
253
Author
All
Wang, Xingchun
7
Gupta, Rangan
5
Lee, Hangsuck
5
Bouri, Elie
4
Zhao, Yonggan
4
Chen, Jun-Home
3
Ha, Hongjun
3
Kim, Hwa-sung
3
Kong, Byungdoo
3
Ku, Hyejin
3
Lee, Minha
3
Lian, Yu-Min
3
Madan, Dilip B.
3
Nakagawa, Kei
3
Shi, Yanlin
3
Wang, King
3
Wei, Yu
3
Ziemba, William T.
3
Akhtaruzzaman, Md.
2
Bai, Lan
2
Bossaerts, Peter L.
2
Boubaker, Sabri
2
Cao, Jiling
2
Chen, Yongfei
2
Chiu, Wan-Yi
2
Chung, Y. Peter
2
Corbet, Shaen
2
Cui, Zhenyu
2
Dong, Xiyong
2
Goodell, John W.
2
Haas, Markus
2
Hsu, Pao-peng
2
Jarrow, Robert A.
2
Jeon, Junkee
2
Johnson, Herbert
2
Judd, Kenneth L.
2
Jun, Doobae
2
Kim, Jeong-Hoon
2
Koutsokostas, Drosos
2
Kubler, Felix
2
more ...
less ...
Published in...
All
Finance research letters
The journal of futures markets
572
International journal of theoretical and applied finance
559
European journal of operational research : EJOR
371
Journal of banking & finance
323
Mathematical finance : an international journal of mathematics, statistics and financial theory
294
Finance and stochastics
285
Applied mathematical finance
278
The journal of computational finance
263
Quantitative finance
240
Insurance / Mathematics & economics
233
Journal of economic dynamics & control
231
The journal of derivatives : the official publication of the International Association of Financial Engineers
229
Energy economics
226
IMF Working Papers
190
Review of derivatives research
190
Journal of econometrics
181
Economic modelling
177
Risks : open access journal
160
Computational economics
158
International review of financial analysis
156
International review of economics & finance : IREF
149
The North American journal of economics and finance : a journal of financial economics studies
147
Applied economics
146
Journal of financial economics
145
NBER working paper series
144
Discussion paper / Tinbergen Institute
136
Journal of mathematical finance
134
The European journal of finance
134
Working paper / National Bureau of Economic Research, Inc.
134
International journal of financial engineering
128
Economics letters
123
Working paper
123
Operations research letters
121
Research paper series / Swiss Finance Institute
120
Management science : journal of the Institute for Operations Research and the Management Sciences
115
Mathematical methods of operations research
112
NBER Working Paper
105
The review of financial studies
105
The journal of finance : the journal of the American Finance Association
104
more ...
less ...
Source
All
ECONIS (ZBW)
253
Showing
1
-
10
of
253
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Computing American option prices in the lognormal jump-diffusion framework with a Markov chain
Simonato, Jean-Guy
- In:
Finance research letters
8
(
2011
)
4
,
pp. 220-226
Persistent link: https://www.econbiz.de/10009425847
Saved in:
2
A common jump factor stochastic volatility model
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
- In:
Finance research letters
12
(
2015
),
pp. 2-10
Persistent link: https://www.econbiz.de/10011551744
Saved in:
3
The intrinsic bounds on the risk premium of Markovian pricing kernels
Han, Jihun
;
Park, Hyungbin
- In:
Finance research letters
13
(
2015
),
pp. 36-44
Persistent link: https://www.econbiz.de/10011552334
Saved in:
4
Valuation of catastrophe equity put options with correlated default risk and jump risk
Bi, Hongwei
;
Wang, Guanying
;
Wang, Xingchun
- In:
Finance research letters
29
(
2019
),
pp. 323-329
Persistent link: https://www.econbiz.de/10012419135
Saved in:
5
Option pricing under regime switching : integration over simplexes method
Jang, Bong-Gyu
;
Tae, Hyeon-Wuk
- In:
Finance research letters
24
(
2018
),
pp. 301-312
Persistent link: https://www.econbiz.de/10011982658
Saved in:
6
Estimating stochastic volatility with jumps and asymmetry in Asian markets
Saranya, K.
;
Prasanna, P. Krishna
- In:
Finance research letters
25
(
2018
),
pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
Saved in:
7
A unified tree approach for options pricing under stochastic volatility models
Lo, C. C.
;
Nguyen, Duy
;
Skindilias, K.
- In:
Finance research letters
20
(
2017
),
pp. 260-268
Persistent link: https://www.econbiz.de/10011806944
Saved in:
8
Valuation of quanto options in a Markovian regime-switching market : a Markov-modulated Gaussian HJM model
Chen, Son-nan
;
Chiang, Mi-hsiu
;
Hsu, Pao-peng
;
Li, Chang-yi
- In:
Finance research letters
11
(
2014
)
2
,
pp. 161-172
Persistent link: https://www.econbiz.de/10010441191
Saved in:
9
Valuation of chooser options with state-dependent risks
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
52
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
Saved in:
10
Hedge ratio on Markov regime-switching diagonal Bekk-Garch model
Zhipeng, Yan
;
Shenghong, Li
- In:
Finance research letters
24
(
2018
),
pp. 49-55
Persistent link: https://www.econbiz.de/10011982461
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...
//-->