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:"The journal of derivatives : JOD"
~subject:"Option pricing theory"
~subject:"Option trading"
~subject:"Volatilität"
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
From Skews to a Skewed-t
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Option trading
Volatilität
Optionspreistheorie
15
Derivat
13
Derivative
13
options
13
Optionsgeschäft
11
Derivatives
9
Portfolio selection
5
Portfolio-Management
5
derivatives
4
statistical methods
4
Statistical method
3
Statistische Methode
3
quantitative methods
3
Anleihe
2
Bond
2
Capital income
2
Estimation
2
Hedging
2
Kapitaleinkommen
2
Options
2
Risiko
2
Risk
2
Schätzung
2
Statistical methods
2
Stochastic process
2
Stochastischer Prozess
2
fixed income and structured finance
2
Anlageverhalten
1
Behavioural finance
1
Bias
1
Currency
1
Currency derivative
1
EU countries
1
EU-Staaten
1
Estimation theory
1
Europa
1
Europe
1
Exchange rate
1
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Taylor, Stephen
2
Carr, Peter
1
Chang, Jow-Ran
1
Chang, Jui-Jane
1
Chen, Sonnan
1
Costabile, Massimo
1
Cui, Zhenyu
1
Davis, Tom P.
1
Drapeau, Samuel
1
Fink, Holger Maria
1
Gao, Kang
1
Gu, Yuchi
1
Hu, Qi
1
Itkin, Andrey
1
Le Floc'h, Fabien
1
Li, Yong
1
Liu, Wei-Han
1
Madan, Dilip B.
1
Newton, David P.
1
Pai, Hui-Ming
1
Pimbley, Joseph M.
1
Večeř, Jan
1
Wang, King
1
Wang, Tan
1
Wang, Tao
1
Wu, Ting-Pin
1
Zhang, Jinyu
1
more ...
less ...
Published in...
All
The journal of derivatives : JOD
Research paper series / Swiss Finance Institute
69
Swiss Finance Institute Research Paper
43
Journal of banking & finance
29
Quantitative finance
28
Discussion paper / Tinbergen Institute
24
SFB 649 discussion paper
23
Finance research letters
19
International review of financial analysis
19
International journal of theoretical and applied finance
18
Working paper
17
The journal of futures markets
16
Journal of financial economics
15
Journal of risk and financial management : JRFM
15
International review of economics & finance : IREF
13
Working Paper
13
Applied economics
12
International Journal of Financial Studies : open access journal
12
International journal of financial engineering
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper series / Centre for Practical Quantitative Finance
12
Robert H. Smith School Research Paper
11
Applied mathematical finance
10
Energy economics
10
Risks : open access journal
10
Staff reports / Federal Reserve Bank of New York
10
Asia-Pacific journal of financial studies
9
Journal of econometrics
9
Journal of empirical finance
9
The European journal of finance
9
Cogent economics & finance
8
Economic modelling
8
Journal of international financial markets, institutions & money
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Review of derivatives research
8
Rotman School of Management Working Paper
8
SSE EFI working paper series in economics and finance
8
Working paper / Centre for Financial Research
8
Annals of finance
7
CPQF Working Paper Series
7
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The premium reduction of European, American, and perpetual log return
options
Taylor, Stephen
;
Večeř, Jan
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 7-23
Persistent link: https://www.econbiz.de/10012612917
Saved in:
2
Bias correction for bond option greeks via jackknife
Zhang, Jinyu
;
Gao, Kang
;
Li, Yong
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 45-63
Persistent link: https://www.econbiz.de/10012612919
Saved in:
3
An arbitrage-free interpolation of class C2 for option prices
Le Floc'h, Fabien
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 64-86
Persistent link: https://www.econbiz.de/10012612921
Saved in:
4
Semi-analytical solutions for barrier and American
options
written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
5
Pricing and hedging
options
on assets with
options
on related assets
Madan, Dilip B.
;
Wang, King
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
Saved in:
6
Evergreen trees : the likelihood ratio method for binomial and trinomial trees
Davis, Tom P.
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 49-69
Persistent link: https://www.econbiz.de/10012612943
Saved in:
7
An arbitrage-free real-world model for fractional option prices
Fink, Holger Maria
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 95-121
Persistent link: https://www.econbiz.de/10012612945
Saved in:
8
Testing and mapping an empirical exercise boundary for the American put option
Pimbley, Joseph M.
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 139-147
Persistent link: https://www.econbiz.de/10012612947
Saved in:
9
Pricing discretely monitored barrier
options
under Markov processes through markov chain approximation
Cui, Zhenyu
;
Taylor, Stephen
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 8-33
Persistent link: https://www.econbiz.de/10012486028
Saved in:
10
Universal arbitrage-free estimation of state price density
Hu, Qi
;
Newton, David P.
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 35-59
Persistent link: https://www.econbiz.de/10012486030
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
