//--> //--> //--> //-->
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:"Prognoseverfahren"
~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
Prognoseverfahren
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
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
Estimation theory
3
Kreditrisiko
3
Risiko
3
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Afik, Zvika
1
Ammann, Manuel
1
Arad, Ohad
1
Cao, Jie
1
Chen, Ying
1
Constantinou, Nick
1
Díaz-Hernández, Adán
1
Fleming, Jeff
1
Galil, Koresh
1
Guan, Zhengfei
1
Han, Bing
1
Han, Qian
1
Hauser, Shmuel
1
Kind, Axel
1
Lauterbach, Beni
1
Myers, Robert J.
1
Niu, Linlin
1
Soebhag, Amar
1
Song, Linjia
1
Stentoft, Lars
1
Wang, Zhiguang
1
Wilde, Christian
1
Wu, Feng
1
Wu, Guojun
1
Xiao, Zhijie
1
Zhan, Xintong
1
more ...
less ...
Published in...
All
Journal of empirical finance
The journal of futures markets
52
The journal of derivatives : the official publication of the International Association of Financial Engineers
35
The review of financial studies
29
Journal of banking & finance
27
The journal of finance : the journal of the American Finance Association
24
Journal of financial and quantitative analysis : JFQA
21
Working paper / National Bureau of Economic Research, Inc.
20
Journal of financial economics
17
Review of derivatives research
13
International journal of theoretical and applied finance
11
Quantitative finance
11
The journal of fixed income
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
The journal of computational finance
10
The journal of real estate finance and economics
10
Finance and economics discussion series
8
International journal of forecasting
8
Working paper
8
International review of economics & finance : IREF
7
Advances in futures and options research : a research annual
6
American journal of agricultural economics
6
Discussion paper / Centre for Economic Policy Research
6
Energy economics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Review of quantitative finance and accounting
6
The European journal of finance
6
The journal of business : B
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Insurance / Mathematics & economics
5
International review of financial analysis
5
Journal of econometrics
5
Journal of financial markets
5
Journal of forecasting
5
Journal of international financial markets, institutions & money
5
Research paper series / Swiss Finance Institute
5
Working paper series / Federal Reserve Bank of Atlanta
5
CREATES research paper
4
European journal of operational research : EJOR
4
Federal Reserve Bank of Cleveland working paper series
4
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
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
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:
3
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
4
Empirical tests of the Longstaff extendible warrant model
Hauser, Shmuel
- In:
Journal of empirical finance
3
(
1996
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001208679
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
Using Merton model for default prediction : an empirical assessment of selected alternatives
Afik, Zvika
;
Arad, Ohad
;
Galil, Koresh
- In:
Journal of empirical finance
35
(
2016
),
pp. 43-67
Persistent link: https://www.econbiz.de/10011662716
Saved in:
8
Forecasting the term structure of option implied volatility : the power of an adaptive method
Chen, Ying
;
Han, Qian
;
Niu, Linlin
- In:
Journal of empirical finance
49
(
2018
),
pp. 157-177
Persistent link: https://www.econbiz.de/10012117736
Saved in:
9
A multiple regime extension to the Heston–Nandi GARCH(1,1) model
Díaz-Hernández, Adán
;
Constantinou, Nick
- In:
Journal of empirical finance
53
(
2019
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012171628
Saved in:
10
Option gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->