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:"Risiko"
~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
Risiko
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
Estimation theory
3
Kreditrisiko
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
Aretz, Kevin
1
Chen, Ren-Raw
1
Chourdakis, Kyriakos
1
Dendramis, Yiannis
1
Fleming, Jeff
1
Hsieh, Pei-lin
1
Huang, Jeffrey
1
Kind, Axel
1
Liu, Hening
1
Stentoft, Lars
1
Tzavalis, Elias
1
Wilde, Christian
1
Wu, Guojun
1
Xiao, Zhijie
1
Yang, Shuwen
1
Zhang, Yuzhao
1
more ...
less ...
Published in...
All
Journal of empirical finance
The journal of futures markets
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
34
The review of financial studies
29
The journal of finance : the journal of the American Finance Association
26
Journal of financial and quantitative analysis : JFQA
23
Review of derivatives research
23
International journal of theoretical and applied finance
22
Journal of banking & finance
22
Working paper / National Bureau of Economic Research, Inc.
21
Journal of financial economics
18
Insurance / Mathematics & economics
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Applied mathematical finance
13
The journal of computational finance
13
Research paper series / Swiss Finance Institute
12
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
11
The journal of fixed income
11
Finance and economics discussion series
10
Finance and stochastics
10
Quantitative finance
10
Review of quantitative finance and accounting
10
The journal of real estate finance and economics
10
Working paper
10
International review of economics & finance : IREF
9
American journal of agricultural economics
8
Finance research letters
8
Risks : open access journal
8
Advances in futures and options research : a research annual
7
Applied economics
7
European journal of operational research : EJOR
7
The European journal of finance
7
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
7
Annals of finance
6
Discussion paper / Centre for Economic Policy Research
6
Economics letters
6
International review of financial analysis
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of financial economics : RFE
6
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
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
Are regime-shift sources of risk priced in the market?
Chourdakis, Kyriakos
;
Dendramis, Yiannis
;
Tzavalis, Elias
- In:
Journal of empirical finance
28
(
2014
),
pp. 151-170
Persistent link: https://www.econbiz.de/10011285074
Saved in:
4
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:
5
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:
6
Crash risk and risk neutral densities
Chen, Ren-Raw
;
Hsieh, Pei-lin
;
Huang, Jeffrey
- In:
Journal of empirical finance
47
(
2018
),
pp. 162-189
Persistent link: https://www.econbiz.de/10012103473
Saved in:
7
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
