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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"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Schätzung"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Schätzung
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
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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Undetermined
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Article
74
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1
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74
Aufsatz in Zeitschrift
74
Konferenzschrift
1
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English
75
Author
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Rosenberg, Joshua V.
4
Bakshi, Gurdip S.
3
Engle, Robert F.
3
Jacobs, Kris
3
Ornthanalai, Chayawat
3
Todorov, Viktor
3
Andersen, Torben
2
Bollerslev, Tim
2
Chen, Zhiwu
2
Christoffersen, Peter F.
2
Fleming, Jeff
2
Fusari, Nicola
2
Ai, Hengjie
1
Ammann, Manuel
1
Aït-Sahalia, Yacine
1
Babsiri, Mohamed el
1
Bai, Jennie
1
Bandi, F. M.
1
Beber, Alessandro
1
Bennett, Michael N.
1
Benzoni, Luca
1
Boogert, Alexander
1
Boyer, Brian H.
1
Breedon, Francis J.
1
Brenner, Menachem
1
Buraschi, Andrea
1
Byun, Suk Joon
1
Büchner, Matthias
1
Bühler, Wolfgang
1
Cao, Charles Q.
1
Carr, Peter
1
Chambers, Donald Robert
1
Chang, Charles
1
Chateauneuf, Alain
1
Cheng, Hung-Wen
1
Choi, Seung-mook S.
1
Corsi, Fulvio
1
Coval, Joshua
1
Crosby, John
1
Duan, Jin-Chuan
1
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American Finance Association
1
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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 futures markets
57
The journal of computational finance
50
International journal of theoretical and applied finance
49
Quantitative finance
39
Journal of banking & finance
33
Applied mathematical finance
22
Journal of econometrics
22
Computational economics
21
Finance research letters
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Finance and stochastics
19
European journal of operational research : EJOR
18
Journal of risk and financial management : JRFM
17
Review of derivatives research
17
Energy economics
16
International review of financial analysis
16
Journal of empirical finance
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of economic dynamics & control
15
International journal of financial engineering
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Risks : open access journal
14
Research paper series / Swiss Finance Institute
13
Review of quantitative finance and accounting
13
The European journal of finance
13
Insurance / Mathematics & economics
12
Working paper / National Bureau of Economic Research, Inc.
12
Working paper series / Centre for Practical Quantitative Finance
12
Applied economics
11
International review of economics & finance : IREF
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of financial and quantitative analysis : JFQA
11
Working paper
11
Applied financial economics
10
Decisions in economics and finance : DEF ; a journal of applied mathematics
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
The review of financial studies
10
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ECONIS (ZBW)
75
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1
Realizing smiles : options pricing with relized volatility
Corsi, Fulvio
;
Fusari, Nicola
;
La Vecchia, Davide
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
Saved in:
2
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:
3
Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
Saved in:
4
Derivative pricing 60 years before black-scholes : evidence from the Johannesburg Stock Exchange
Moore, Lyndon
;
Juh, Steve
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 3069-3098
Persistent link: https://www.econbiz.de/10003398551
Saved in:
5
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:
6
Pricing and hedging mandatory convertible bonds
Ammann, Manuel
;
Seiz, Ralf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
Saved in:
7
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:
8
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:
9
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:
10
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
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