//--> //--> //--> //-->
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:"Journal of banking & finance"
~subject:"Aktienmarkt"
~subject:"Stochastic process"
~type_genre:"Article in journal"
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
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
Stochastic process
Volatility
375
Volatilität
374
Option pricing theory
206
Optionspreistheorie
206
Theorie
163
Theory
163
Capital income
130
Kapitaleinkommen
130
Estimation
120
Schätzung
119
Börsenkurs
118
Share price
118
USA
89
United States
89
Deutschland
77
Germany
77
Risikoprämie
68
Risk premium
68
Option trading
65
Optionsgeschäft
65
ARCH model
63
ARCH-Modell
63
Portfolio selection
57
Portfolio-Management
57
Stock market
56
Forecasting model
55
Prognoseverfahren
55
Welt
55
World
55
Yield curve
51
Zinsstruktur
51
Derivat
50
Derivative
50
Stochastischer Prozess
48
CAPM
47
Cointegration
38
Kointegration
38
Exchange rate risk
36
more ...
less ...
Online availability
All
Undetermined
59
Type of publication
All
Article
104
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
104
Conference paper
2
Konferenzbeitrag
2
Language
All
English
104
Author
All
Leippold, Markus
3
Asgharian, Hossein
2
Backwell, Alex
2
Baldeaux, Jan
2
Branger, Nicole
2
Kaeck, Andreas
2
Markellos, Raphaēl N.
2
Platen, Eckhard
2
Alexander, Carol
1
Anderson, Hamish D.
1
Antoniou, Antonios
1
Arismendi Zambrano, Juan Carlos
1
Arisoy, Yakup Eser
1
Audrino, Francesco
1
Avard, Stephen L.
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Barbachan, José Santiago Fajardo
1
Barro, Diana
1
Barsotti, Flavia
1
Beilo, Robbert
1
Beliaeva, Natalia A.
1
Beltratti, Andrea
1
Bernales, Alejandro
1
Białkowski, Je̜drzej
1
Boloorforoosh, Ali
1
Bomfim, Antúlio N.
1
Bregantini, Daniele
1
Cai, Yijie
1
Caldana, Ruggero
1
Carlini, Federico
1
Cartea, Álvaro
1
Casassus, Jaime
1
Chang, Charles
1
Chang, Eric C.
1
Charles, Amélie
1
Chavez-Demoulin, Valerie
1
Chen, Gong-meng
1
Chen, Yi-Hsuan
1
Chen, Zhian
1
more ...
less ...
Published in...
All
Journal of banking & finance
International journal of theoretical and applied finance
237
Finance research letters
200
The North American journal of economics and finance : a journal of financial economics studies
148
International review of financial analysis
147
Energy economics
145
Journal of econometrics
130
Quantitative finance
127
Applied economics
126
International review of economics & finance : IREF
121
Economic modelling
118
Research in international business and finance
116
Applied mathematical finance
101
Finance and stochastics
100
Journal of international financial markets, institutions & money
93
Journal of risk and financial management : JRFM
92
The journal of computational finance
89
Applied financial economics
88
Applied economics letters
85
Journal of empirical finance
83
Insurance / Mathematics & economics
80
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Pacific-Basin finance journal
73
Computational economics
71
The European journal of finance
70
European journal of operational research : EJOR
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
The journal of futures markets
66
International journal of financial engineering
65
Journal of economic dynamics & control
64
Economics letters
62
Journal of mathematical finance
62
Risks : open access journal
62
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
59
International journal of economics and finance
57
Global finance journal
51
International journal of finance & economics : IJFE
51
Econometric reviews
47
Annals of finance
45
more ...
less ...
Source
All
ECONIS (ZBW)
104
Showing
1
-
10
of
104
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Collateral smile
Leippold, Markus
;
Su, Lujing
- In:
Journal of banking & finance
58
(
2015
),
pp. 15-28
Persistent link: https://www.econbiz.de/10011543849
Saved in:
2
Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco
;
Fengler, Matthias
- In:
Journal of banking & finance
61
(
2015
),
pp. 46-63
Persistent link: https://www.econbiz.de/10011545126
Saved in:
3
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
4
Option valuation with observable
volatility
and jump dynamics
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jeon, Yoontae
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10011585489
Saved in:
5
Robustness of distance-to-default
Jessen, Cathrine
;
Lando, David
- In:
Journal of banking & finance
50
(
2015
),
pp. 493-505
Persistent link: https://www.econbiz.de/10010510191
Saved in:
6
Out-of-sample density forecasts with affine jump diffusion models
Yun, Jaeho
- In:
Journal of banking & finance
47
(
2014
),
pp. 74-87
Persistent link: https://www.econbiz.de/10010506503
Saved in:
7
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
Saved in:
8
Implied
volatility
surface predictability : the case of commodity markets
Kearney, Fearghal
;
Shang, Han Lin
;
Sheenan, Lisa
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224756
Saved in:
9
Semi-analytical valuation for discrete barrier options under time-dependent Lévy processes
Lian, Guanghua
;
Zhu, Song-Ping
;
Elliott, Robert J.
; …
- In:
Journal of banking & finance
75
(
2017
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011742159
Saved in:
10
Optimal delta hedging for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
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...
//-->