//--> //--> //--> //-->
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:"The review of financial studies"
~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
90
Optionspreistheorie
90
Theorie
47
Theory
47
USA
33
Volatility
30
Volatilität
30
Index futures
15
Index-Futures
15
Black-Scholes model
14
Black-Scholes-Modell
14
Estimation
14
Schätzung
14
Capital income
13
Kapitaleinkommen
13
Option trading
13
Optionsgeschäft
13
Stochastic process
13
Stochastischer Prozess
13
ARCH model
12
ARCH-Modell
12
Yield curve
12
Zinsstruktur
12
Risikoprämie
11
Risk premium
11
Derivat
10
Derivative
10
CAPM
9
Forecasting model
9
Prognoseverfahren
9
Aktienoption
8
Börsenkurs
8
Share price
8
Stock option
8
Risiko
7
Risk
7
Aktienindex
5
Credit risk
5
Hedging
5
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Language
All
English
33
Author
All
Christoffersen, Peter F.
3
Jacobs, Kris
3
Bakshi, Gurdip S.
2
Heston, Steven L.
2
Jackwerth, Jens Carsten
2
Longstaff, Francis A.
2
Lustig, Hanno
2
Vanden, Joel M.
2
Amin, Kaushik I.
1
Ammann, Manuel
1
Barone-Adesi, Giovanni
1
Biais, Bruno
1
Broadie, Marc
1
Buraschi, Andrea
1
Cao, Charles Q.
1
Carlson, Murray
1
Chambers, Donald Robert
1
Chen, Zhiwu
1
Chernov, Mikhail
1
Chien, YiLi
1
Cremers, Martijn
1
Dewaly, Michaël
1
Driessen, Joost
1
Ederington, Louis H.
1
Engle, Robert F.
1
Fernando, Chitru S.
1
Fisher, Adlai
1
Fleckenstein, Matthias
1
Fleming, Jeff
1
Fournier, Mathieu
1
Foy, Matthew
1
Garleanu, Nicolae
1
Giammarino, Ronald P. M.
1
Hillion, Pierre Henri
1
Jarrow, Robert A.
1
Jiang, George J.
1
Johannes, Michael
1
Kadan, Ohad
1
Kapadia, Nikunj
1
Kind, Axel
1
more ...
less ...
Published in...
All
Journal of empirical finance
The review of financial studies
The journal of futures markets
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
32
The journal of finance : the journal of the American Finance Association
23
Journal of financial and quantitative analysis : JFQA
19
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)
33
Showing
1
-
10
of
33
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
Pricing options in an extended black scholes economy with illiquidity : theory and empirical evidence
Çetin, U.
;
Jarrow, Robert A.
;
Protter, Philip E.
; …
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 493-529
Persistent link: https://www.econbiz.de/10003355212
Saved in:
3
Index option returns : still puzzling
Chambers, Donald Robert
;
Foy, Matthew
;
Liebner, Jeffrey
; …
- In:
The review of financial studies
27
(
2014
)
6
,
pp. 1915-1928
Persistent link: https://www.econbiz.de/10010371332
Saved in:
4
Mispricing of S&P 500 index options
Kōnstantinidēs, Giōrgos
;
Jackwerth, Jens Carsten
; …
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1247-1277
Persistent link: https://www.econbiz.de/10003827736
Saved in:
5
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
6
Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
Cremers, Martijn
;
Driessen, Joost
;
Maenhout, Pascal J.
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2209-2242
Persistent link: https://www.econbiz.de/10003765155
Saved in:
7
The model-free implied volatility and its information content
Jiang, George J.
;
Tian, Yisong Sam
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1305-1342
Persistent link: https://www.econbiz.de/10003352823
Saved in:
8
Demand-based option pricing
Garleanu, Nicolae
;
Pedersen, Lasse Heje
;
Poteshman, Allen M.
- In:
The review of financial studies
22
(
2009
)
10
,
pp. 4259-4299
Persistent link: https://www.econbiz.de/10003887031
Saved in:
9
Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
Saved in:
10
Understanding index option returns
Broadie, Marc
;
Chernov, Mikhail
;
Johannes, Michael
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4493-4529
Persistent link: https://www.econbiz.de/10003896324
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->