//--> //--> //--> //-->
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 journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Black-Scholes-Modell"
~subject:"Currency option"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes-Modell
Currency option
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
Schätzung
35
Derivat
33
Derivative
33
Statistical distribution
28
Statistische Verteilung
28
Hedging
27
Yield curve
23
Zinsstruktur
23
ARCH model
16
ARCH-Modell
16
Estimation theory
16
Schätztheorie
16
Interest rate derivative
15
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Zinsderivat
15
Aktienoption
13
Stock option
13
Börsenkurs
12
CAPM
12
Share price
12
Swap
12
Index futures
10
Index-Futures
10
Markov chain
10
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
54
Type of publication (narrower categories)
All
Article in journal
54
Aufsatz in Zeitschrift
54
Systematic review
1
Übersichtsarbeit
1
Language
All
English
54
Author
All
Aït-Sahalia, Yacine
1
Babsiri, Mohamed el
1
Bakshi, Gurdip S.
1
Barone, Gaia
1
Bennett, Michael N.
1
Bickel, Peter J.
1
Bollerslev, Tim
1
Boogert, Alexander
1
Bossaerts, Peter L.
1
Boyle, Phelim P.
1
Brigo, Damiano
1
Brooks, Robert
1
Buraschi, Andrea
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
Choi, Seung-mook S.
1
Christoffersen, Peter F.
1
Chuang, Chienmin
1
Detlefsen, K.
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Dumas, Bernard
1
Dutt, Samir K.
1
Figlewski, Stephen
1
Gallant, A. Ronald
1
Garcia, René
1
Gesser, Vincent
1
Ghamami, Samim
1
Gibson, Michael S.
1
Gibson, Rajna
1
He, Wei
1
Heston, Steven L.
1
Hillion, Pierre Henri
1
more ...
less ...
Published in...
All
Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
106
The journal of computational finance
75
Applied mathematical finance
55
Mathematical finance : an international journal of mathematics, statistics and financial theory
52
The journal of futures markets
50
Computational economics
49
Quantitative finance
45
Finance and stochastics
44
International journal of financial engineering
31
Review of derivatives research
31
Journal of mathematical finance
27
Asia-Pacific financial markets
25
Journal of banking & finance
24
European journal of operational research : EJOR
23
The North American journal of economics and finance : a journal of financial economics studies
23
Finance research letters
22
Journal of economic dynamics & control
21
Risks : open access journal
19
Working paper series / Centre for Practical Quantitative Finance
17
Decisions in economics and finance : DEF ; a journal of applied mathematics
16
Journal of risk and financial management : JRFM
15
The European journal of finance
15
Options : classic approaches to pricing and modelling
14
Energy economics
13
International review of financial analysis
13
Review of quantitative finance and accounting
13
Applied economics
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Journal of financial economics
10
Research paper series / Swiss Finance Institute
10
CoFE discussion papers
9
International review of economics & finance : IREF
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
The journal of finance : the journal of the American Finance Association
9
The review of financial studies
9
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
9
Advances in futures and options research : a research annual
8
Annals of financial economics
8
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->