//--> //--> //-->
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:"Option pricing"
~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
Option pricing
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
Share price
4
USA
4
Aktienmarkt
3
Aktienoption
3
Credit risk
3
EU countries
3
EU-Staaten
3
Estimation theory
3
Kreditrisiko
3
Risiko
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Ammann, Manuel
1
Chung, Sung Gon
1
D'Addona, Stefano
1
Fleming, Jeff
1
Kind, Axel
1
Louis, Henock
1
Marinelli, Carlo
1
Stentoft, Lars
1
Wang, Qi
1
Wang, Zerong
1
Wilde, Christian
1
Wu, Guojun
1
Xiao, Zhijie
1
Yun, Jaeho
1
Zhang, Qian
1
Zhang, Yuanyuan
1
more ...
less ...
Published in...
All
Journal of empirical finance
The journal of futures markets
44
Quantitative finance
32
The journal of derivatives : the official publication of the International Association of Financial Engineers
32
The review of financial studies
29
Review of derivatives research
27
Computational economics
24
Journal of banking & finance
23
The journal of finance : the journal of the American Finance Association
23
Journal of financial and quantitative analysis : JFQA
20
European journal of operational research : EJOR
19
Journal of financial economics
19
Working paper / National Bureau of Economic Research, Inc.
19
International journal of theoretical and applied finance
14
Finance research letters
12
Review of quantitative finance and accounting
11
The journal of fixed income
11
Journal of econometrics
10
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of real estate finance and economics
10
International journal of financial engineering
9
International review of economics & finance : IREF
9
The journal of computational finance
9
Finance and economics discussion series
8
Finance and stochastics
8
Insurance / Mathematics & economics
8
International review of financial analysis
7
Journal of economic dynamics & control
7
Working paper
7
Advances in futures and options research : a research annual
6
American journal of agricultural economics
6
Asia-Pacific financial markets
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of business : B
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Annals of finance
5
Applied economics
5
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
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
The role of time-varying jump risk premia in pricing stock index options
Yun, Jaeho
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 833-846
Persistent link: https://www.econbiz.de/10009492529
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
Earnings announcements and option returns
Chung, Sung Gon
;
Louis, Henock
- In:
Journal of empirical finance
40
(
2017
),
pp. 220-235
Persistent link: https://www.econbiz.de/10011745079
Saved in:
8
Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan
;
Zhang, Qian
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->