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"
~person:"Barone-Adesi, Giovanni"
~person:"Benth, Fred Espen"
~person:"Kim, Young Shin"
~person:"Subrahmanyam, Marti G."
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
Option pricing theory
2
Optionspreistheorie
2
Volatility
2
Volatilität
2
Bayes-Statistik
1
Bayesian inference
1
Bayesian nonparametric estimation
1
Black-Scholes option pricing
1
Derivat
1
Derivative
1
Dirichlet process
1
Estimation
1
Handelsvolumen der Börse
1
Lévy process
1
Multivariate normal tempered stable process
1
Nichtparametrisches Verfahren
1
Nikkei 225 dollar options
1
Nonparametric statistics
1
Options
1
Physical measure
1
Pricing kernel
1
Pricing kernel puzzle
1
Quanto option
1
S&P 500 index
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Trading volume
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Barone-Adesi, Giovanni
Benth, Fred Espen
Kim, Young Shin
Subrahmanyam, Marti G.
Todorov, Viktor
6
Aït-Sahalia, Yacine
5
Xiu, Dacheng
4
Bollerslev, Tim
3
Bondarenko, Oleg
3
Gouriéroux, Christian
3
Monfort, Alain
3
Tauchen, George Eugene
3
Bates, David S.
2
Gallant, A. Ronald
2
Garcia, René
2
Härdle, Wolfgang
2
Jarrow, Robert A.
2
Park, Yang-Ho
2
Wang, Bin
2
Zheng, Xu
2
Abbring, Jaap H.
1
Almeida, Caio
1
Amengual, Dante
1
Andersen, Torben
1
Asea, Patrick K.
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Bakshi, Gurdip S.
1
Baldovin, Fulvio
1
Bandi, Federico M.
1
Bickel, Peter J.
1
Bollen, Nicolas P. B.
1
Bormetti, Giacomo
1
Bossaerts, Peter L.
1
Broadie, Mark
1
Brooks, Robert
1
Bégin, Jean-François
1
Calvet, Laurent E.
1
Cao, Charles Q.
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Chaudhuri, Shomesh E.
1
Chen, Qiang
1
more ...
less ...
Published in...
All
Journal of econometrics
Research paper series / Swiss Finance Institute
12
Journal of banking & finance
8
International journal of theoretical and applied finance
7
Applied mathematical finance
6
Finance and stochastics
4
Energy economics
3
Journal of risk and financial management : JRFM
3
Review of derivatives research
3
The review of financial studies
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
CoFE Discussion Paper
2
CoFE discussion papers
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
Journal of economic dynamics & control
2
Quantitative finance
2
Risks : open access journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Swiss Finance Institute Research Paper
2
The Frank J. Fabozzi series
2
The Geneva papers on risk and insurance theory
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Working Paper
2
Working paper series in economics
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in futures and options research : a research annual
1
Applied financial economics
1
Arbeitspapier - NYU Salomon Center for the Study of Financial Institutions -Derivatives
1
Australian journal of management
1
Banking review
1
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
1
Computational Management Science : CMS
1
Computational economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper series / CoFE
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics letters
1
European finance review : the official journal of the European Finance Association
1
European financial management : the journal of the European Financial Management Association
1
Finance : revue de l'Association Française de Finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
Saved in:
2
Option market trading activity and the estimation of the pricing kernel : a Bayesian approach
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Mira, Antonietta
; …
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 430-449
Persistent link: https://www.econbiz.de/10012439749
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
