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 : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The review of financial studies"
~source:"econis"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Currency option
Kapitaleinkommen
Monte Carlo simulation
Option pricing theory
308
Optionspreistheorie
308
Theorie
188
Theory
188
USA
84
United States
84
Volatility
67
Volatilität
67
Option trading
64
Optionsgeschäft
64
Black-Scholes model
44
Black-Scholes-Modell
44
Yield curve
36
Zinsstruktur
36
Estimation
34
Schätzung
34
Derivat
32
Derivative
32
Stochastic process
32
Stochastischer Prozess
32
Hedging
29
Index futures
28
Index-Futures
28
CAPM
24
Aktienoption
23
Stock option
23
Interest rate derivative
20
Zinsderivat
20
Capital income
16
Statistical distribution
16
Statistische Verteilung
16
Börsenkurs
15
Share price
15
Risikoprämie
14
Risk premium
14
Swap
14
Portfolio selection
13
Portfolio-Management
13
ARCH model
12
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
29
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Konferenzschrift
1
Language
All
English
30
Author
All
Bakshi, Gurdip S.
2
Jacobs, Kris
2
Vanden, Joel M.
2
Andersen, Torben
1
Babsiri, Mohamed el
1
Baele, Lieven
1
Bennett, Michael N.
1
Benzoni, Luca
1
Boogert, Alexander
1
Brenner, Menachem
1
Broadie, Marc
1
Chambers, Donald Robert
1
Chateauneuf, Alain
1
Chen, Zhiwu
1
Chernov, Mikhail
1
Choi, Seung-mook S.
1
Christoffersen, Peter F.
1
Coval, Joshua
1
Driessen, Joost
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Dutt, Samir K.
1
Ebert, Sebastian
1
Eldor, Rafi
1
Fournier, Mathieu
1
Foy, Matthew
1
Gesser, Vincent
1
Ghamami, Samim
1
Grullon, Gustavo
1
Hauser, Shmuel
1
Heston, Steven L.
1
Johannes, Michael
1
Jones, Christopher S.
1
Jong, Cyriel de
1
Kapadia, Nikunj
1
Kennedy, Joanne E.
1
Khorram, Mehdi
1
Leung, Yan
1
Li, Shuaiqi
1
Liebner, Jeffrey
1
more ...
less ...
Institution
All
American Finance Association
1
Published in...
All
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 review of financial studies
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
Journal of financial economics
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
Working paper
7
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
7
International journal of economics and finance
6
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Index option returns : still puzzling
Chambers, Donald Robert
;
Foy, Matthew
;
Liebner, Jeffrey
; …
- In:
The review of financial studies
27
(
2014
)
6
,
pp. 1915-1928
Persistent link: https://www.econbiz.de/10010371332
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
Understanding index option returns
Broadie, Marc
;
Chernov, Mikhail
;
Johannes, Michael
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4493-4529
Persistent link: https://www.econbiz.de/10003896324
Saved in:
4
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:
5
Option coskewness and capital asset pricing
Vanden, Joel M.
- In:
The review of financial studies
19
(
2006
)
4
,
pp. 1279-1320
Persistent link: https://www.econbiz.de/10003391759
Saved in:
6
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:
7
Relative option prices and risk-neutral skew as predictors of index returns
Ratcliff, Ryan
- In:
The journal of derivatives : the official publication …
21
(
2013
)
2
,
pp. 89-105
Persistent link: https://www.econbiz.de/10010358117
Saved in:
8
A guide to FX options quoting conventions
Reiswich, Dimitri
;
Wystup, Uwe
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 58-68
Persistent link: https://www.econbiz.de/10008771850
Saved in:
9
Just-in-time Monte Carlo for path-dependent American options
Dutt, Samir K.
;
Welke, Gerd M.
- In:
The journal of derivatives : the official publication …
15
(
2008
)
4
,
pp. 29-47
Persistent link: https://www.econbiz.de/10003733222
Saved in:
10
Quanto pricing with copulas
Bennett, Michael N.
;
Kennedy, Joanne E.
- In:
The journal of derivatives : the official publication …
12
(
2004
)
1
,
pp. 26-45
Persistent link: https://www.econbiz.de/10002210955
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
