//--> //--> //-->
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"
~subject:"Estimation theory"
~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
Estimation theory
United States
Option pricing theory
40
Optionspreistheorie
40
Volatility
19
Volatilität
19
Estimation
11
Schätzung
11
ARCH model
8
ARCH-Modell
8
Forecasting model
8
Option trading
8
Optionsgeschäft
8
Prognoseverfahren
8
Capital income
6
Index futures
6
Index-Futures
6
Kapitaleinkommen
6
Risikoprämie
6
Risk premium
6
Black-Scholes model
5
Black-Scholes-Modell
5
Stochastic process
5
Stochastischer Prozess
5
Theorie
5
Theory
5
Börsenkurs
4
CAPM
4
Derivat
4
Derivative
4
Option pricing
4
Share price
4
USA
4
Aktienmarkt
3
Aktienoption
3
Credit risk
3
EU countries
3
EU-Staaten
3
Kreditrisiko
3
Risiko
3
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Ammann, Manuel
1
D'Addona, Stefano
1
Fleming, Jeff
1
Gospodinov, Nikolaj
1
Hirukawa, Masayuki
1
Kind, Axel
1
Marinelli, Carlo
1
Stentoft, Lars
1
Wilde, Christian
1
Wu, Guojun
1
Xiao, Zhijie
1
Zoubi, Haitham al-
1
more ...
less ...
Published in...
All
Journal of empirical finance
The journal of futures markets
48
The journal of derivatives : the official publication of the International Association of Financial Engineers
34
The review of financial studies
30
The journal of finance : the journal of the American Finance Association
23
Working paper / National Bureau of Economic Research, Inc.
21
Journal of financial and quantitative analysis : JFQA
19
Journal of banking & finance
18
Journal of econometrics
18
International journal of theoretical and applied finance
16
Journal of financial economics
15
Review of derivatives research
14
The journal of computational finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
The journal of fixed income
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
SFB 649 discussion paper
10
The journal of real estate finance and economics
10
Finance and stochastics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Quantitative finance
9
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
9
Finance and economics discussion series
8
Working paper
8
Computational economics
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
European journal of operational research : EJOR
7
Advances in futures and options research : a research annual
6
American journal of agricultural economics
6
Asia-Pacific financial markets
6
International journal of financial engineering
6
International review of economics & finance : IREF
6
Review of quantitative finance and accounting
6
The journal of business : B
6
Applied economics
5
CORE discussion paper : DP
5
Discussion paper / Centre for Economic Policy Research
5
Discussion papers of interdisciplinary research project 373
5
Economics letters
5
Insurance / Mathematics & economics
5
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
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
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
3
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:
4
Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
Gospodinov, Nikolaj
;
Hirukawa, Masayuki
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 595-609
Persistent link: https://www.econbiz.de/10009615659
Saved in:
5
A generalized partially linear model of asymmetric volatility
Wu, Guojun
;
Xiao, Zhijie
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705438
Saved in:
6
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Saved in:
7
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->