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~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Black-Scholes-Modell"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Markov chain"
~subject:"Monte Carlo simulation"
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Option Prices with Stochastic...
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Black-Scholes-Modell
Currency option
Kapitaleinkommen
Markov chain
Monte Carlo simulation
Option pricing theory
269
Optionspreistheorie
269
Theorie
119
Theory
119
Volatility
81
Volatilität
81
Option trading
64
Optionsgeschäft
64
Stochastic process
45
Stochastischer Prozess
45
Black-Scholes model
40
USA
36
United States
36
Estimation
35
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Derivat
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33
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Yield curve
23
Zinsstruktur
23
ARCH model
16
ARCH-Modell
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Estimation theory
16
Schätztheorie
16
Interest rate derivative
15
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Zinsderivat
15
Aktienoption
13
Stock option
13
Börsenkurs
12
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10
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70
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Aït-Sahalia, Yacine
2
Bennett, Michael N.
2
Bollerslev, Tim
2
Duan, Jin-Chuan
2
Kennedy, Joanne E.
2
Xiu, Dacheng
2
Almeida, Caio
1
Babsiri, Mohamed el
1
Bakshi, Gurdip S.
1
Baldovin, Fulvio
1
Barone, Gaia
1
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1
Boogert, Alexander
1
Bossaerts, Peter L.
1
Boyle, Phelim P.
1
Brigo, Damiano
1
Brooks, Robert
1
Buraschi, Andrea
1
Calvet, Laurent E.
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Carr, Peter
1
Cassano, Mark A.
1
Chance, Don M.
1
Chateauneuf, Alain
1
Chen, Qiang
1
Chen, Ren-Raw
1
Chen, Song Xi
1
Cheng, Ai-ru Meg
1
Chesney, Marc
1
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Chourdakis, Kyriakos
1
Christoffersen, Peter F.
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Chuang, Chienmin
1
Detlefsen, K.
1
Duck, Peter W.
1
Dudley, Evan
1
Dumas, Bernard
1
Dutt, Samir K.
1
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Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
133
The journal of computational finance
82
Quantitative finance
64
Mathematical finance : an international journal of mathematics, statistics and financial theory
63
Applied mathematical finance
61
The journal of futures markets
59
Computational economics
55
Finance and stochastics
54
Journal of banking & finance
41
Review of derivatives research
40
International journal of financial engineering
36
Finance research letters
34
European journal of operational research : EJOR
32
Asia-Pacific financial markets
31
Journal of mathematical finance
31
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of economic dynamics & control
27
Journal of financial economics
25
The European journal of finance
22
Journal of risk and financial management : JRFM
21
Risks : open access journal
21
Insurance / Mathematics & economics
19
Decisions in economics and finance : DEF ; a journal of applied mathematics
18
Review of quantitative finance and accounting
18
Working paper series / Centre for Practical Quantitative Finance
18
Energy economics
17
Research paper series / Swiss Finance Institute
17
Journal of financial and quantitative analysis : JFQA
16
The journal of finance : the journal of the American Finance Association
16
International review of financial analysis
15
Journal of empirical finance
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The review of financial studies
15
Options : classic approaches to pricing and modelling
14
Applied economics
13
International review of economics & finance : IREF
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Annals of finance
12
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ECONIS (ZBW)
70
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1
The valuation of compound options : a correction and an extension
Chen, Ren-Raw
;
He, Wei
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 92-104
Persistent link: https://www.econbiz.de/10011399781
Saved in:
2
European compound options written on perpetual American options
Barone, Gaia
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 61-74
Persistent link: https://www.econbiz.de/10009725348
Saved in:
3
On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
Saved in:
4
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
5
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
Saved in:
6
The forward valuation of compound options
Buraschi, Andrea
;
Dumas, Bernard
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 8-17
Persistent link: https://www.econbiz.de/10001618892
Saved in:
7
Bayesian analysis of contingent claim model error
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
Saved in:
8
Evolution of interest rate models : a comparison
Ho, Thomas S. Y.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
Saved in:
9
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 49-83
Persistent link: https://www.econbiz.de/10001772141
Saved in:
10
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
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