//--> //--> //--> //-->
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 empirical finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"United States"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
United States
Option pricing theory
98
Optionspreistheorie
98
Volatility
36
Volatilität
36
Theorie
35
Theory
35
USA
23
Estimation
15
Option trading
15
Optionsgeschäft
15
Schätzung
15
Capital income
14
Kapitaleinkommen
14
Forecasting model
11
Prognoseverfahren
11
Black-Scholes model
10
Black-Scholes-Modell
10
CAPM
10
Derivat
10
Derivative
10
ARCH model
9
ARCH-Modell
9
Stochastic process
9
Stochastischer Prozess
9
Risikoprämie
8
Risk premium
8
Yield curve
8
Zinsstruktur
8
Börsenkurs
7
Index futures
7
Index-Futures
7
Risiko
7
Risk
7
Share price
7
Statistical distribution
6
Statistische Verteilung
6
Aktienoption
5
Commodity derivative
5
Estimation theory
5
more ...
less ...
Online availability
All
Undetermined
5
Free
2
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Ammann, Manuel
1
Bali, Turan G.
1
Collin-Dufresne, Pierre
1
DeMiguel, Victor
1
Dennis, Patrick
1
Diltz, J. David
1
Eisdorfer, Assaf
1
Fan, Zhenzhen
1
Figlewski, Stephen
1
Fleming, Jeff
1
Fos, Vyacheslav
1
Friesen, Geoffrey C.
1
Hentschel, Ludger
1
Hu, Guanglian
1
Ibáñez, Alfredo
1
Kim, Yongjin
1
Kind, Axel
1
King, Tao-Hsien Dolly
1
Li, Gang
1
Liu, Yuguo
1
Mayhew, Stewart
1
Melick, William Robert
1
Muravyev, Dmitry
1
Murray, Scott
1
Ngo, Phong T. H.
1
Nunes, Joaõ Pedro Vidal
1
Paraskevopoulos, Ioannis
1
Plyakha, Yuliya
1
Puente-Moncayo, Diego L.
1
Sadka, Ronnie
1
Schneider, Paul
1
Stentoft, Lars
1
Swidler, Steven Mark
1
Sögner, Leopold
1
Thomas, Charles P.
1
Uppal, Raman
1
Veza, Tanja
1
Vilkov, Grigory
1
Wilde, Christian
1
Wu, Guojun
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of financial and quantitative analysis : JFQA
The journal of futures markets
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
32
The review of financial studies
29
The journal of finance : the journal of the American Finance Association
23
Working paper / National Bureau of Economic Research, Inc.
19
Journal of financial economics
15
Journal of banking & finance
14
Review of derivatives research
11
The journal of fixed income
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
The journal of real estate finance and economics
10
The journal of computational finance
9
Finance and economics discussion series
8
Advances in futures and options research : a research annual
6
American journal of agricultural economics
6
International review of economics & finance : IREF
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of business : B
6
Working paper
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Discussion paper / Centre for Economic Policy Research
5
International journal of theoretical and applied finance
5
Review of quantitative finance and accounting
5
Federal Reserve Bank of Cleveland working paper series
4
Insurance / Mathematics & economics
4
Journal of econometrics
4
Journal of international money and finance
4
Review of financial economics : RFE
4
The financial review : the official publication of the Eastern Finance Association
4
The journal of financial research
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working paper series / Federal Reserve Bank of Atlanta
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advances in quantitative analysis of finance and accounting : a research annual
3
Applied financial economics
3
CORE discussion paper : DP
3
CREATES research paper
3
Canadian journal of agricultural economics : CJAE
3
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing American options when the underlying asset follows GARCH processes
Stentoft, Lars
- In:
Journal of empirical finance
12
(
2005
)
4
,
pp. 576-611
Persistent link: https://www.econbiz.de/10003144806
Saved in:
2
Errors in implied volatility estimation
Hentschel, Ludger
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 779-810
Persistent link: https://www.econbiz.de/10001859254
Saved in:
3
Implied volatilities and transaction costs
Swidler, Steven Mark
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 437-447
Persistent link: https://www.econbiz.de/10001129736
Saved in:
4
Pricing American options under the constant elasticity of variance model and subject to bankruptcy
Nunes, Joaõ Pedro Vidal
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
5
,
pp. 1231-1263
Persistent link: https://www.econbiz.de/10003939136
Saved in:
5
The sensitivity of American options to suboptimal exercise strategies
Ibáñez, Alfredo
;
Paraskevopoulos, Ioannis
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1563-1590
Persistent link: https://www.econbiz.de/10008909153
Saved in:
6
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Saved in:
7
Simulation-based pricing of convertible bonds
Ammann, Manuel
;
Kind, Axel
;
Wilde, Christian
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 310-331
Persistent link: https://www.econbiz.de/10003699167
Saved in:
8
Why are derivative warrants more expensive than options? : an empirical study
Li, Gang
;
Zhang, Chu
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
1
,
pp. 275-297
Persistent link: https://www.econbiz.de/10008991250
Saved in:
9
Does risk-neutral skewness predict the cross section of equity option portfolio returns?
Bali, Turan G.
;
Murray, Scott
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
4
,
pp. 1145-1171
Persistent link: https://www.econbiz.de/10010255208
Saved in:
10
Heterogeneous beliefs and risk-neutral skewness
Friesen, Geoffrey C.
;
Zhang, Yi
;
Zorn, Thomas S.
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
4
,
pp. 851-872
Persistent link: https://www.econbiz.de/10009672401
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->