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~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:"Börsenkurs"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Option Prices with Stochastic...
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Börsenkurs
Currency option
Kapitaleinkommen
Monte Carlo simulation
Option pricing theory
258
Optionspreistheorie
258
Theorie
146
Theory
146
Option trading
59
Optionsgeschäft
59
Volatility
56
Volatilität
56
USA
55
United States
55
Black-Scholes model
35
Black-Scholes-Modell
35
Estimation
31
Schätzung
31
Yield curve
27
Zinsstruktur
27
Derivat
26
Derivative
26
Hedging
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Stochastic process
24
Stochastischer Prozess
24
CAPM
19
Index futures
19
Index-Futures
19
Aktienoption
18
Stock option
18
Interest rate derivative
17
Zinsderivat
17
Statistical distribution
16
Statistische Verteilung
16
Swap
13
Share price
11
Capital income
9
Portfolio selection
9
Portfolio-Management
9
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9
Risk premium
9
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English
31
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Andersen, Torben
1
Babsiri, Mohamed el
1
Bakshi, Gurdip S.
1
Bennett, Michael N.
1
Benzoni, Luca
1
Bollerslev, Tim
1
Boogert, Alexander
1
Brenner, Menachem
1
Bunch, David S.
1
Chateauneuf, Alain
1
Chen, Son-nan
1
Chen, Zhiwu
1
Choi, Seung-mook S.
1
Coval, Joshua
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Dutt, Samir K.
1
Eldor, Rafi
1
Fournier, Mathieu
1
Gesser, Vincent
1
Ghamami, Samim
1
Grullon, Gustavo
1
Hauser, Shmuel
1
Heston, Steven L.
1
Jacobs, Kris
1
Johnson, Herbert
1
Jones, Christopher S.
1
Jong, Cyriel de
1
Kelly, Bryan T.
1
Kennedy, Joanne E.
1
Khorram, Mehdi
1
Lehnert, Thorsten
1
Leung, Yan
1
Li, Shuaiqi
1
Lin, Yuehao
1
Lund, Jesper
1
Lyandres, Evgeny
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American Finance Association
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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
45
Quantitative finance
39
The journal of futures markets
39
Journal of banking & finance
26
Finance research letters
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Journal of financial economics
22
Applied mathematical finance
20
Finance and stochastics
20
Computational economics
19
Research paper series / Swiss Finance Institute
19
European journal of operational research : EJOR
17
The North American journal of economics and finance : a journal of financial economics studies
17
Journal of risk and financial management : JRFM
16
Review of derivatives research
15
Energy economics
14
International journal of financial engineering
14
Journal of economic dynamics & control
14
Risks : open access journal
14
Journal of econometrics
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Journal of financial and quantitative analysis : JFQA
12
The European journal of finance
12
Working paper series / Centre for Practical Quantitative Finance
12
Journal of mathematical finance
11
Review of quantitative finance and accounting
11
The review of financial studies
11
Applied economics
10
Insurance / Mathematics & economics
10
International review of financial analysis
10
Journal of empirical finance
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Swiss Finance Institute Research Paper
9
Working paper
9
International review of economics & finance : IREF
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Asia-Pacific financial markets
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
31
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1
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:
2
Stock splits, volatility increases, and implied volatilities
Sheikh, Aamir M.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1361-1372
Persistent link: https://www.econbiz.de/10001080354
Saved in:
3
Cross-currency equity swaps in the BGM model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
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
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:
6
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:
7
The price of political uncertainty : theory and evidence from the option market
Kelly, Bryan T.
;
Pástor, Ľuboš
;
Veronesi, Pietro
- In:
The journal of finance : the journal of the American …
71
(
2016
)
5
,
pp. 2417-2480
Persistent link: https://www.econbiz.de/10011562365
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
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9
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
10
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
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