//--> //--> //--> //-->
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 financial economics"
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
Monte Carlo Approximations of...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
79
Optionspreistheorie
79
Theorie
27
Theory
27
Volatility
26
Volatilität
26
Option trading
21
Optionsgeschäft
21
Capital income
17
Kapitaleinkommen
17
Stochastic process
15
Stochastischer Prozess
15
USA
14
United States
14
Aktienoption
13
Stock option
13
Estimation
12
Risikoprämie
12
Risk premium
12
Schätzung
12
CAPM
11
Derivat
9
Derivative
9
Führungskräfte
9
Managers
9
Yield curve
9
Zinsstruktur
9
Anlageverhalten
5
Behavioural finance
5
Leistungsentgelt
5
Option pricing
5
Performance pay
5
Portfolio selection
5
Portfolio-Management
5
Stochastic volatility
5
Black-Scholes model
4
Black-Scholes-Modell
4
Börsenkurs
4
Index futures
4
Index-Futures
4
more ...
less ...
Online availability
All
Undetermined
21
Type of publication
All
Article
80
Type of publication (narrower categories)
All
Article in journal
79
Aufsatz in Zeitschrift
79
Language
All
English
80
Author
All
Bakshi, Gurdip S.
4
Christoffersen, Peter F.
4
Jacobs, Kris
4
Ornthanalai, Chayawat
4
Carr, Peter
3
Newton, David P.
3
Wu, Liuren
3
Andricopoulos, Ari D.
2
Carpenter, Jennifer N.
2
Du, Du
2
Duck, Peter W.
2
Fusari, Nicola
2
Goldstein, Robert S.
2
Johnson, Shane A.
2
Li, Gang
2
Muravyev, Dmitriy
2
Panayotov, George
2
Stanton, Richard
2
Tian, Yisong Sam
2
Todorov, Viktor
2
Widdicks, Martin
2
Yermack, David L.
2
Zhang, Chu
2
Adam, Tim
1
Ai, Hengjie
1
Aldatmaz, Serdar
1
Almeida, Caio
1
Andersen, Leif B. G.
1
Andersen, Torben
1
Andreasen, Jesper Fredborg
1
Atmaz, Adem
1
Aït-Sahalia, Yacine
1
Bai, Jennie
1
Bandi, F. M.
1
Barro, Robert J.
1
Basak, Suleyman
1
Bates, David S.
1
Beber, Alessandro
1
Benzoni, Luca
1
Bernardo, Antonio E.
1
more ...
less ...
Published in...
All
Journal of financial economics
International journal of theoretical and applied finance
481
The journal of computational finance
268
The journal of futures markets
266
Mathematical finance : an international journal of mathematics, statistics and financial theory
259
Applied mathematical finance
246
Finance and stochastics
231
Journal of banking & finance
224
Quantitative finance
215
The journal of derivatives : the official publication of the International Association of Financial Engineers
207
Journal of econometrics
198
European journal of operational research : EJOR
184
Review of derivatives research
171
Insurance / Mathematics & economics
161
Journal of economic dynamics & control
159
Computational economics
155
Finance research letters
131
Discussion paper / Tinbergen Institute
129
Risks : open access journal
124
International journal of financial engineering
118
Journal of mathematical finance
113
Physica A: Statistical Mechanics and its Applications
99
Economics letters
95
Research paper series / Swiss Finance Institute
93
The European journal of finance
90
Working paper
90
The North American journal of economics and finance : a journal of financial economics studies
89
NBER working paper series
88
Applied economics
87
Asia-Pacific financial markets
84
Working paper / National Bureau of Economic Research, Inc.
83
Economic modelling
80
Energy economics
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Journal of risk and financial management : JRFM
71
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
70
NBER Working Paper
68
Review of quantitative finance and accounting
61
Applied economics letters
60
Management science : journal of the Institute for Operations Research and the Management Sciences
60
more ...
less ...
Source
All
ECONIS (ZBW)
80
Showing
1
-
10
of
80
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the suboptimality of single-factor exercise strategies for Bermudan swaptions
Svenstrup, Mikkel
- In:
Journal of financial economics
78
(
2005
)
3
,
pp. 651-684
Persistent link: https://www.econbiz.de/10003228840
Saved in:
2
Estimating affine multifactor term structure models using closed-form likelihood expansions
Aït-Sahalia, Yacine
;
Kimmel, Robert
- In:
Journal of financial economics
98
(
2010
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10008702741
Saved in:
3
Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
Saved in:
4
Capital expenditures, financial constraints, and the use of options
Adam, Tim
- In:
Journal of financial economics
92
(
2009
)
2
,
pp. 238-251
Persistent link: https://www.econbiz.de/10003850992
Saved in:
5
Option markets and implied volatility : past versus present
Mixon, Scott
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
Saved in:
6
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:
7
Does backdating explain the stock price pattern around executive stock option grants?
Heron, Randall A.
;
Lie, Erik
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 271-295
Persistent link: https://www.econbiz.de/10003425428
Saved in:
8
Extending quadrature methods to value multi-asset and complex path dependent options
Andricopoulos, Ari D.
;
Widdicks, Martin
;
Newton, David P.
; …
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 471-499
Persistent link: https://www.econbiz.de/10003425492
Saved in:
9
Returns of claims on the upside and the viability of U-shaped pricing kernels
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Panayotov, George
- In:
Journal of financial economics
97
(
2010
)
1
,
pp. 130-154
Persistent link: https://www.econbiz.de/10003991462
Saved in:
10
Optimal exercise of executive stock options and implications for firm cost
Carpenter, Jennifer N.
;
Stanton, Richard
;
Wallace, Nancy E.
- In:
Journal of financial economics
98
(
2010
)
2
,
pp. 315-337
Persistent link: https://www.econbiz.de/10008826326
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->