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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:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Option trading"
~subject:"United States"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Option trading
United States
Option pricing theory
258
Optionspreistheorie
258
Theorie
146
Theory
146
Optionsgeschäft
59
Volatility
56
Volatilität
56
USA
55
Black-Scholes model
35
Black-Scholes-Modell
35
Estimation
31
Schätzung
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Yield curve
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Zinsstruktur
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Derivat
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Derivative
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Stochastic process
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Stochastischer Prozess
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Index futures
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Index-Futures
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Aktienoption
18
Stock option
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Interest rate derivative
17
Zinsderivat
17
Statistical distribution
16
Statistische Verteilung
16
Swap
13
Börsenkurs
11
Share price
11
Capital income
9
Portfolio selection
9
Portfolio-Management
9
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9
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9
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English
125
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Chen, Son-nan
4
Wu, Ting-pin
4
Figlewski, Stephen
3
Orosi, Greg
3
Ritchken, Peter H.
3
Bakshi, Gurdip S.
2
Beliaeva, Natalia A.
2
Chang, Jui-jane
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Chen, Zhiwu
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Fan, Rong
2
Fleming, Jeff
2
Gupta, Anurag
2
Jacobs, Kris
2
Nawalkha, Sanjay K.
2
Nunes, Joaõ Pedro Vidal
2
Rosenberg, Joshua V.
2
Tian, Yisong Sam
2
Toft, Klaus Bjerre
2
Weide, Hans van der
2
Xing, Yuhang
2
Ahn, Dong-Hyun
1
Albrecher, Hansjörg
1
Ammann, Manuel
1
Andersen, Torben
1
Ang, Andrew
1
Aït-Sahalia, Yacine
1
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1
Barone, Gaia
1
Barone-Adesi, Giovanni
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1
Boogert, Alexander
1
Borovkova, S. A.
1
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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 futures markets
136
International journal of theoretical and applied finance
130
The journal of computational finance
101
Quantitative finance
80
Review of derivatives research
75
Applied mathematical finance
71
Journal of banking & finance
67
Mathematical finance : an international journal of mathematics, statistics and financial theory
63
Finance research letters
60
Finance and stochastics
49
Journal of financial economics
48
Journal of economic dynamics & control
46
Computational economics
44
The North American journal of economics and finance : a journal of financial economics studies
44
International journal of financial engineering
41
European journal of operational research : EJOR
40
Journal of mathematical finance
32
The review of financial studies
32
Journal of financial and quantitative analysis : JFQA
31
Research paper series / Swiss Finance Institute
31
International review of economics & finance : IREF
30
Risks : open access journal
30
Review of quantitative finance and accounting
29
Management science : journal of the Institute for Operations Research and the Management Sciences
27
The European journal of finance
27
Insurance / Mathematics & economics
26
Working paper / National Bureau of Economic Research, Inc.
26
Asia-Pacific financial markets
25
Energy economics
24
Journal of risk and financial management : JRFM
23
Applied economics
22
International review of financial analysis
21
Journal of econometrics
21
Economic modelling
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Swiss Finance Institute Research Paper
19
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
The journal of derivatives : JOD
16
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1
European compound options written on perpetual American options
Barone, Gaia
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 61-74
Persistent link: https://www.econbiz.de/10009725348
Saved in:
2
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
Saved in:
3
Curve-fitting method for implied volatility
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 19-37
Persistent link: https://www.econbiz.de/10011968684
Saved in:
4
On perpetual American strangles
Moraux, Franck
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 82-97
Persistent link: https://www.econbiz.de/10003862829
Saved in:
5
Calibration risk for exotic options
Detlefsen, K.
;
Härdle, Wolfgang
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 47-63
Persistent link: https://www.econbiz.de/10003498957
Saved in:
6
Impact of net buying pressure on changes in implied volatility : before and after the onset of the subprime crisis
Shiu, Yung-ming
;
Pan, Ging-ginq
;
Lin, Shu-hui
;
Wu, Tu-cheng
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 54-66
Persistent link: https://www.econbiz.de/10003985513
Saved in:
7
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:
8
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:
9
Volatility cones and their sampling properties
Hodges, Stewart D.
;
Tompkins, Robert G.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
Saved in:
10
Assessing the incremental value of option pricing theory relative to an informationally passive benchmark
Figlewski, Stephen
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10001718716
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