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~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~source:"econis"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Option pricing theory
337
Optionspreistheorie
337
Theorie
174
Theory
174
Volatility
83
Volatilität
83
Option trading
80
Optionsgeschäft
80
USA
70
United States
70
Estimation
43
Schätzung
43
Black-Scholes model
41
Black-Scholes-Modell
41
Stochastic process
41
Stochastischer Prozess
41
Yield curve
36
Zinsstruktur
36
Derivat
34
Derivative
34
Aktienoption
31
CAPM
31
Stock option
31
Hedging
27
Capital income
26
Index futures
23
Index-Futures
23
Risikoprämie
21
Risk premium
21
Interest rate derivative
20
Zinsderivat
20
Statistical distribution
18
Statistische Verteilung
18
Swap
17
Börsenkurs
15
Share price
15
Portfolio selection
14
Portfolio-Management
14
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43
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Andersen, Torben
2
Bakshi, Gurdip S.
2
Jacobs, Kris
2
Ornthanalai, Chayawat
2
Todorov, Viktor
2
Ai, Hengjie
1
Babsiri, Mohamed el
1
Bai, Jennie
1
Bandi, F. M.
1
Beber, Alessandro
1
Bennett, Michael N.
1
Benzoni, Luca
1
Bollerslev, Tim
1
Boogert, Alexander
1
Breedon, Francis J.
1
Brenner, Menachem
1
Buraschi, Andrea
1
Byun, Suk Joon
1
Büchner, Matthias
1
Carr, Peter
1
Chateauneuf, Alain
1
Chen, Zhiwu
1
Choi, Seung-mook S.
1
Christoffersen, Peter F.
1
Coval, Joshua
1
Crosby, John
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Durham, Garland
1
Dutt, Samir K.
1
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1
Engle, Robert F.
1
Fournier, Mathieu
1
Fullwood, Jonathan
1
Fusari, Nicola
1
Gao, Xiaohui
1
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1
Geweke, John
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1
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American Finance Association
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Journal of financial economics
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of finance : the journal of the American Finance Association
The journal of computational finance
46
International journal of theoretical and applied finance
39
Quantitative finance
34
The journal of futures markets
26
Journal of banking & finance
20
Applied mathematical finance
19
Computational economics
19
Finance and stochastics
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
European journal of operational research : EJOR
15
Journal of risk and financial management : JRFM
15
Energy economics
14
Finance research letters
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic dynamics & control
12
Review of derivatives research
12
Working paper series / Centre for Practical Quantitative Finance
12
International journal of financial engineering
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Risks : open access journal
11
Insurance / Mathematics & economics
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Journal of financial and quantitative analysis : JFQA
9
Research paper series / Swiss Finance Institute
9
Review of quantitative finance and accounting
9
The European journal of finance
9
International review of financial analysis
8
Journal of econometrics
8
Journal of empirical finance
8
Applied economics
7
Asia-Pacific financial markets
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of mathematical finance
7
The review of financial studies
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7
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International journal of economics and finance
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1
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
- In:
Journal of financial economics
64
(
2002
)
3
,
pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
Saved in:
2
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
Saved in:
3
Cross-section of option returns and volatility
Goyal, Amit
;
Saretto, Alessio
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 310-326
Persistent link: https://www.econbiz.de/10003906353
Saved in:
4
Differences in beliefs and currency risk premiums
Beber, Alessandro
;
Breedon, Francis J.
;
Buraschi, Andrea
- In:
Journal of financial economics
98
(
2010
)
3
,
pp. 415-438
Persistent link: https://www.econbiz.de/10008827023
Saved in:
5
Gas storage valuation using a Monte Carlo method
Boogert, Alexander
;
Jong, Cyriel de
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 81-98
Persistent link: https://www.econbiz.de/10003673367
Saved in:
6
Stochastic skew in currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 213-247
Persistent link: https://www.econbiz.de/10003546310
Saved in:
7
Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.
;
Ghamami, Samim
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 45-52
Persistent link: https://www.econbiz.de/10003961017
Saved in:
8
Jump risk, stock returns, and slope of implied volatility smile
Yan, Shu
- In:
Journal of financial economics
99
(
2011
)
1
,
pp. 216-233
Persistent link: https://www.econbiz.de/10009242390
Saved in:
9
A comment on Christoffersen, Jacobs, and Ornthanalai (2012), "Dynamic jump intensities and risk premiums : evidence from S&P 500 returns and options"
Durham, Garland
;
Geweke, John
;
Ghosh, Pulak
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 210-214
Persistent link: https://www.econbiz.de/10011327221
Saved in:
10
Growth to value : option exercise and the cross section of equity returns
Ai, Hengjie
;
Kiku, Dana
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 325-349
Persistent link: https://www.econbiz.de/10009719731
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