//--> //--> //--> //-->
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 econometrics"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Currency option
Kapitaleinkommen
Monte Carlo simulation
Option pricing theory
350
Optionspreistheorie
350
Theorie
139
Theory
139
Volatility
106
Volatilität
106
Option trading
82
Optionsgeschäft
82
Stochastic process
65
Stochastischer Prozess
65
Derivat
53
Derivative
53
Black-Scholes model
51
Black-Scholes-Modell
51
Estimation
42
Schätzung
42
USA
38
United States
38
Hedging
35
Yield curve
30
Zinsstruktur
30
Statistical distribution
28
Statistische Verteilung
28
CAPM
22
ARCH model
18
ARCH-Modell
18
Estimation theory
17
Interest rate derivative
17
Schätztheorie
17
Zinsderivat
17
Börsenkurs
16
Share price
16
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Aktienoption
14
Markov chain
14
Markov-Kette
14
Stock option
14
Monte-Carlo-Simulation
13
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Language
All
English
31
Author
All
Bollerslev, Tim
2
Almeida, Caio
1
Anderluh, J. H. M.
1
Aït-Sahalia, Yacine
1
Babsiri, Mohamed el
1
Bastin-Pinto, Carlos
1
Bennett, Michael N.
1
Bernard, Carole
1
Boogert, Alexander
1
Boyle, Phelim P.
1
Brandão, Luiz Eduardo Teixeira
1
Chalamandaris, Georgios
1
Chateauneuf, Alain
1
Chen, Qiang
1
Chen, Ren-Raw
1
Cheng, Ai-ru Meg
1
Choi, Seung-mook S.
1
Corrado, Charles Joseph
1
Doukas, John A.
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Dutt, Samir K.
1
Gallant, A. Ronald
1
Gesser, Vincent
1
Ghamami, Samim
1
Gibson, Michael S.
1
Gonenc, Halit
1
Graveline, Jeremy J.
1
Hong, KiHoon Jimmy
1
Ji, Chuanshu
1
Jong, Cyriel de
1
Joslin, Scott
1
Kennedy, Joanne E.
1
Kim, Dongcheol
1
Lee, Beom S.
1
Leung, Yan
1
Lindset, Snorre
1
Lund, Arne-Christian
1
López, José A.
1
Marcozzi, Michael D.
1
more ...
less ...
Published in...
All
Journal of econometrics
The European journal of finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of computational finance
46
International journal of theoretical and applied finance
39
Quantitative finance
34
The journal of futures markets
26
Journal of banking & finance
20
Journal of financial economics
20
Applied mathematical finance
19
Computational economics
19
Finance and stochastics
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
European journal of operational research : EJOR
15
Journal of risk and financial management : JRFM
15
Energy economics
14
Finance research letters
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic dynamics & control
12
Review of derivatives research
12
Working paper series / Centre for Practical Quantitative Finance
12
International journal of financial engineering
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Risks : open access journal
11
Insurance / Mathematics & economics
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Journal of financial and quantitative analysis : JFQA
9
Research paper series / Swiss Finance Institute
9
Review of quantitative finance and accounting
9
The journal of finance : the journal of the American Finance Association
9
International review of financial analysis
8
Journal of empirical finance
8
Applied economics
7
Asia-Pacific financial markets
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of mathematical finance
7
The review of financial studies
7
Working paper
7
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
7
International journal of economics and finance
6
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A technique for reducing discretization bias from Monte Carlo simulations : option pricing under stochastic interest rates
Lindset, Snorre
;
Lund, Arne-Christian
- In:
The European journal of finance
13
(
2007
)
5/6
,
pp. 545-564
Persistent link: https://www.econbiz.de/10003570611
Saved in:
2
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim
;
Gibson, Michael S.
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 235-245
Persistent link: https://www.econbiz.de/10009242522
Saved in:
3
Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
Saved in:
4
Pricing Parisians and barriers by hitting time simulation
Anderluh, J. H. M.
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 137-156
Persistent link: https://www.econbiz.de/10003744737
Saved in:
5
A Gaussian approximation scheme for computation of option prices in stochastic volatility models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
6
Gas storage valuation using a Monte Carlo method
Boogert, Alexander
;
Jong, Cyriel de
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 81-98
Persistent link: https://www.econbiz.de/10003673367
Saved in:
7
Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.
;
Ghamami, Samim
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 45-52
Persistent link: https://www.econbiz.de/10003961017
Saved in:
8
Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole
;
Boyle, Phelim P.
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 169-196
Persistent link: https://www.econbiz.de/10009155447
Saved in:
9
Variance dynamics : joint evidence from options and high-frequency returns
Wu, Liuren
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 280-287
Persistent link: https://www.econbiz.de/10009242518
Saved in:
10
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->