//--> //--> //--> //-->
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:"International review of economics & finance : IREF"
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
Asymptotic expansion for prici...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
368
Volatilität
368
Estimation
121
Schätzung
121
Börsenkurs
118
Share price
118
Capital income
111
Kapitaleinkommen
111
ARCH model
99
ARCH-Modell
99
Aktienmarkt
97
Stock market
97
Welt
86
World
86
Theorie
74
Theory
74
Forecasting model
62
Prognoseverfahren
62
Spillover effect
62
Spillover-Effekt
62
China
61
Option pricing theory
48
Optionspreistheorie
48
Oil price
47
Ölpreis
47
Exchange rate
44
Wechselkurs
43
Risk
42
Risiko
41
USA
39
United States
39
Financial crisis
34
Finanzkrise
34
Time series analysis
30
Zeitreihenanalyse
30
Portfolio selection
29
Portfolio-Management
29
Commodity derivative
27
Rohstoffderivat
27
Stochastic process
27
more ...
less ...
Online availability
All
Undetermined
301
Free
8
Type of publication
All
Article
413
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
413
Aufsatz in Zeitschrift
413
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
414
Author
All
Gupta, Rangan
7
Ma, Feng
7
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
Mensi, Walid
5
Tiwari, Aviral Kumar
5
Abakah, Emmanuel Joel Aikins
4
Arize, Augustine Chuck
4
Bouri, Elie
4
Caporin, Massimiliano
4
Liang, Chao
4
Malik, Farooq
4
McAleer, Michael
4
Wohar, Mark E.
4
Wu, Chunchi
4
Xuan Vinh Vo
4
Yin, Libo
4
Balcilar, Mehmet
3
Balli, Faruk
3
Brooks, Robert
3
Chen, Jinyu
3
Chen, Wang
3
Han, Liyan
3
Ho, Kin-Yip
3
Huang, Dengshi
3
Kumar, Dilip
3
Lin, Shih-kuei
3
Liu, Dehong
3
Lu, Xinjie
3
Lung, Peter P.
3
Shi, Yanlin
3
Uddin, Mohammed Gazi Salah
3
Wang, Jiqian
3
Wang, Lu
3
Zhang, Zhaoyong
3
Adkins, Lee Chester
2
Aizenman, Joshua
2
Al-Yahyaee, Khamis Hamed
2
Aragó, V.
2
Chang, Chia-Lin
2
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Journal of economic behavior & organization : JEBO
1,513
NBER working paper series
1,140
Discussion paper series / IZA
1,056
Working paper / National Bureau of Economic Research, Inc.
952
NBER Working Paper
944
CESifo working papers
891
European journal of operational research : EJOR
811
Economics letters
739
Energy economics
737
Finance research letters
712
Experimental economics : a journal of the Economic Science Association
654
International journal of theoretical and applied finance
650
Games and economic behavior
621
Discussion paper / Tinbergen Institute
616
IZA Discussion Paper
587
Management science : journal of the Institute for Operations Research and the Management Sciences
583
Working paper
582
Journal of banking & finance
569
Journal of behavioral and experimental economics
568
The journal of futures markets
553
Applied economics
522
Journal of economic psychology : research in economic psychology and behavioral economics
498
Discussion paper / Centre for Economic Policy Research
490
Journal of econometrics
489
International review of financial analysis
464
Applied economics letters
458
Economic modelling
441
IZA Discussion Papers
440
Journal of economic dynamics & control
416
Discussion paper
405
CESifo Working Paper
389
The North American journal of economics and finance : a journal of financial economics studies
382
Insurance / Mathematics & economics
362
European economic review : EER
353
Finance and stochastics
349
CESifo Working Paper Series
341
Mathematical finance : an international journal of mathematics, statistics and financial theory
334
Quantitative finance
332
Applied mathematical finance
303
more ...
less ...
Source
All
ECONIS (ZBW)
414
Showing
1
-
10
of
414
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing options on the maximum or minimum of multi-assets under jump-diffusion processes
Wang, Xingchun
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 16-26
Persistent link: https://www.econbiz.de/10012486761
Saved in:
2
A hybrid stochastic
volatility
model in a Lévy market
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 220-235
Persistent link: https://www.econbiz.de/10014424191
Saved in:
3
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
4
Using VIX futures to hedge forward implied
volatility
risk
Lin, Yueh-neng
;
Lin, Anchor Y.
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
Saved in:
5
Stochastic
volatility
vs. jump diffusions : evidence from the Chinese convertible bond market
Fan, Chenxi
;
Luo, Xingguo
;
Wu, Qingbiao
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 1-16
Persistent link: https://www.econbiz.de/10011748345
Saved in:
6
How arbitrage-free is the Nelson–Siegel model under stochastic
volatility
?
Takamizawa, Hideyuki
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 205-223
Persistent link: https://www.econbiz.de/10013343384
Saved in:
7
Implied
volatility
forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
8
Pricing and hedging barrier options under a Markov-modulated double exponential jump diffusion-CIR model
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 330-346
Persistent link: https://www.econbiz.de/10012033703
Saved in:
9
Pricing discrete barrier options under jump-diffusion model with liquidity risk
Li, Zhe
;
Zhang, Wei-guo
;
Liu, Yong-Jun
;
Zhang, Yue
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 347-368
Persistent link: https://www.econbiz.de/10012202898
Saved in:
10
An enhanced implied tree model for option pricing : a study on Hong Kong property stock options
Hui, Eddie Chi Man
- In:
International review of economics & finance : IREF
15
(
2006
)
3
,
pp. 324-345
Persistent link: https://www.econbiz.de/10003357607
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...
//-->