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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:"Schätzung"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Schätzung
Option pricing theory
256
Optionspreistheorie
256
Theorie
145
Theory
145
Option trading
59
Optionsgeschäft
59
USA
55
United States
55
Volatility
55
Volatilität
55
Black-Scholes model
35
Black-Scholes-Modell
35
Estimation
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Yield curve
27
Zinsstruktur
27
Derivat
26
Derivative
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Hedging
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Stochastic process
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Stochastischer Prozess
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Aktienoption
18
CAPM
18
Index futures
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Index-Futures
18
Stock option
18
Interest rate derivative
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Zinsderivat
17
Statistical distribution
16
Statistische Verteilung
16
Swap
13
Börsenkurs
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Share price
11
Portfolio selection
9
Portfolio-Management
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ARCH model
8
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8
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8
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49
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Rosenberg, Joshua V.
3
Bakshi, Gurdip S.
2
Chen, Zhiwu
2
Engle, Robert F.
2
Fleming, Jeff
2
Ammann, Manuel
1
Andersen, Torben
1
Aït-Sahalia, Yacine
1
Babsiri, Mohamed el
1
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1
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1
Bollerslev, Tim
1
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1
Boyer, Brian H.
1
Brenner, Menachem
1
Bühler, Wolfgang
1
Cao, Charles Q.
1
Chambers, Donald Robert
1
Chang, Charles
1
Chateauneuf, Alain
1
Cheng, Hung-Wen
1
Choi, Seung-mook S.
1
Coval, Joshua
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Dumas, Bernard
1
Dutt, Samir K.
1
Eldor, Rafi
1
Feng, Shu
1
Fuh, Cheng-Der
1
Gesser, Vincent
1
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Gibson, Michael S.
1
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1
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1
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1
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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
55
International journal of theoretical and applied finance
49
The journal of computational finance
49
Quantitative finance
38
Journal of banking & finance
33
Journal of financial economics
25
Journal of econometrics
22
Applied mathematical finance
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Computational economics
19
Finance and stochastics
19
European journal of operational research : EJOR
18
Finance research letters
18
Journal of risk and financial management : JRFM
17
Review of derivatives research
17
Journal of empirical finance
16
The North American journal of economics and finance : a journal of financial economics studies
16
Energy economics
15
Journal of economic dynamics & control
15
International journal of financial engineering
14
International review of financial analysis
14
Risks : open access journal
14
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Research paper series / Swiss Finance Institute
13
Review of quantitative finance and accounting
13
The European journal of finance
13
Insurance / Mathematics & economics
12
Working paper / National Bureau of Economic Research, Inc.
12
Working paper series / Centre for Practical Quantitative Finance
12
International review of economics & finance : IREF
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial and quantitative analysis : JFQA
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Applied economics
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Applied financial economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
The review of financial studies
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ECONIS (ZBW)
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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
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2
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:
3
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:
4
An empirical comparison of forward-rate and spot-rate models for valuing interest-rate options
Bühler, Wolfgang
;
Uhrig-Homburg, Marliese
;
Walter, Ulrich
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 269-305
Persistent link: https://www.econbiz.de/10001355209
Saved in:
5
Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter
;
Trevor, Rob
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
Saved in:
6
Evaluating forecasts of correlation using option pricing
Gibson, Michael S.
;
Boyer, Brian H.
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 18-38
Persistent link: https://www.econbiz.de/10001355577
Saved in:
7
Simulating path-dependent options : a new approach
Babsiri, Mohamed el
;
Noel, Gerald
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 65-83
Persistent link: https://www.econbiz.de/10001355631
Saved in:
8
Papers and proceedings : Fifty-ninth annual meeting, New York, New York January 4-6, 1999 // American Finance Association. Hans R. Stoll, selection ed.
Stoll, Hans R.
(
contributor
)
-
American Finance Association
-
1999
Persistent link: https://www.econbiz.de/10001395744
Saved in:
9
A discrete time option model dependent on expected return : a note
O'Brien, Thomas J.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
2
,
pp. 515-520
Persistent link: https://www.econbiz.de/10001015096
Saved in:
10
Equilibrium valuation of foreign exchange claims
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 799-826
Persistent link: https://www.econbiz.de/10001222420
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