//--> //--> //--> //-->
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:"Currency option"
~subject:"Kapitaleinkommen"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Currency option
Kapitaleinkommen
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
Black-Scholes-Modell
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
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Almeida, Caio
1
Aït-Sahalia, Yacine
1
Bennett, Michael N.
1
Bollerslev, Tim
1
Choi, Seung-mook S.
1
Duan, Jin-Chuan
1
Gesser, Vincent
1
Graveline, Jeremy J.
1
Joslin, Scott
1
Kennedy, Joanne E.
1
López, José A.
1
Marcozzi, Michael D.
1
Navas, Javier F.
1
Paolella, Marc S.
1
Polak, Pawel
1
Poncet, Patrice
1
Ratcliff, Ryan
1
Reiswich, Dimitri
1
Todorov, Viktor
1
Walter, Christian A.
1
Wei, Jason
1
Wu, Liuren
1
Wystup, Uwe
1
Xiu, Dacheng
1
more ...
less ...
Published in...
All
Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
19
Journal of financial economics
19
The journal of futures markets
18
Working paper series / Centre for Practical Quantitative Finance
10
Quantitative finance
9
Review of derivatives research
9
The journal of finance : the journal of the American Finance Association
9
International journal of theoretical and applied finance
8
Journal of financial and quantitative analysis : JFQA
8
Review of quantitative finance and accounting
8
Finance research letters
7
Insurance / Mathematics & economics
7
Research paper series / Swiss Finance Institute
7
The review of financial studies
7
Journal of empirical finance
6
Journal of financial markets
6
Journal of risk and financial management : JRFM
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied mathematical finance
5
Journal of economic dynamics & control
5
Journal of international money and finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
The European journal of finance
5
Working paper / National Bureau of Economic Research, Inc.
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
5
Applied financial economics
4
Economic modelling
4
International journal of economics and finance
4
International review of economics & finance : IREF
4
International review of financial analysis
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Scandinavian actuarial journal
4
Working paper
4
Asia-Pacific journal of financial studies
3
Cogent economics & finance
3
Economics letters
3
Finance and stochastics
3
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Relative option prices and risk-neutral skew as predictors of index returns
Ratcliff, Ryan
- In:
The journal of derivatives : the official publication …
21
(
2013
)
2
,
pp. 89-105
Persistent link: https://www.econbiz.de/10010358117
Saved in:
3
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
4
A guide to FX options quoting conventions
Reiswich, Dimitri
;
Wystup, Uwe
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 58-68
Persistent link: https://www.econbiz.de/10008771850
Saved in:
5
Do interest rate options contain information about excess returns?
Almeida, Caio
;
Graveline, Jeremy J.
;
Joslin, Scott
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 35-44
Persistent link: https://www.econbiz.de/10009270414
Saved in:
6
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
7
Quanto pricing with copulas
Bennett, Michael N.
;
Kennedy, Joanne E.
- In:
The journal of derivatives : the official publication …
12
(
2004
)
1
,
pp. 26-45
Persistent link: https://www.econbiz.de/10002210955
Saved in:
8
Is implied correlation worth calculating? : Evidence from foering exchange options
Walter, Christian A.
;
López, José A.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 65-81
Persistent link: https://www.econbiz.de/10001497759
Saved in:
9
A numerical approach to American currency option valuation
Choi, Seung-mook S.
;
Marcozzi, Michael D.
- In:
The journal of derivatives : the official publication …
9
(
2001
)
2
,
pp. 19-29
Persistent link: https://www.econbiz.de/10001634680
Saved in:
10
Calculation of volatility in a jump-diffusion model
Navas, Javier F.
- In:
The journal of derivatives : the official publication …
11
(
2003
)
2
,
pp. 66-72
Persistent link: https://www.econbiz.de/10001861586
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->