//--> //--> //--> //-->
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"
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
Stochastic Volatility : Option...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
203
Optionspreistheorie
203
Theorie
118
Theory
118
Volatility
80
Volatilität
80
Option trading
67
Optionsgeschäft
67
USA
48
United States
48
Black-Scholes model
28
Black-Scholes-Modell
28
Estimation
26
Schätzung
26
Stochastic process
26
Stochastischer Prozess
26
Hedging
24
Yield curve
24
Zinsstruktur
24
Derivat
23
Derivative
23
Statistical distribution
20
Statistische Verteilung
20
Index futures
15
Index-Futures
15
Börsenkurs
14
Share price
14
Aktienoption
13
Interest rate derivative
13
Stock option
13
Zinsderivat
13
Swap
12
ARCH model
10
ARCH-Modell
10
CAPM
10
Forecasting model
10
Prognoseverfahren
10
Capital income
9
Kapitaleinkommen
9
Aktienindex
7
more ...
less ...
Type of publication
All
Article
271
Type of publication (narrower categories)
All
Article in journal
271
Aufsatz in Zeitschrift
271
Bibliografie
1
Bibliography
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
271
Author
All
Chen, Son-nan
6
Wu, Ting-pin
6
Figlewski, Stephen
4
Ritchken, Peter H.
4
Tian, Yisong Sam
4
Carr, Peter
3
Engle, Robert F.
3
Fabozzi, Frank J.
3
Newton, David P.
3
Orosi, Greg
3
Rich, Don R.
3
Rosenberg, Joshua V.
3
Russo, Emilio
3
Schoutens, Wim
3
Simon, David P.
3
Wei, Jason
3
Beliaeva, Natalia A.
2
Bennett, Michael N.
2
Broadie, Mark
2
Chance, Don M.
2
Chang, Jui-jane
2
Chaudhry, Mukesh
2
Chen, Ren-Raw
2
Choi, Seung-mook S.
2
Christie-David, Rohan
2
Christoffersen, Peter F.
2
Costabile, Massimo
2
Dravid, Ajay R.
2
Duan, Jin-Chuan
2
Duck, Peter W.
2
Glasserman, Paul
2
Hull, John
2
Jacobs, Kris
2
Kennedy, Joanne E.
2
Klein, Peter
2
Lehnert, Thorsten
2
Liu, Tianxiang
2
Lyuu, Yuh-dauh
2
Mazzoni, Thomas
2
Moraux, Franck
2
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
European journal of operational research : EJOR
746
Energy economics
735
Finance research letters
721
International journal of theoretical and applied finance
669
NBER working paper series
576
The journal of futures markets
562
Working paper / National Bureau of Economic Research, Inc.
546
Journal of banking & finance
536
NBER Working Paper
490
International review of financial analysis
464
Journal of econometrics
462
Applied economics
430
Economic modelling
425
International review of economics & finance : IREF
407
The North American journal of economics and finance : a journal of financial economics studies
381
Insurance / Mathematics & economics
362
Finance and stochastics
354
Mathematical finance : an international journal of mathematics, statistics and financial theory
353
Economics letters
336
Journal of economic dynamics & control
335
Quantitative finance
334
Working paper
320
Applied mathematical finance
312
Applied economics letters
311
Economics Bulletin
311
Applied financial economics
301
Journal of empirical finance
301
Research in international business and finance
300
Discussion paper / Tinbergen Institute
290
The journal of computational finance
290
Discussion paper / Centre for Economic Policy Research
284
MPRA Paper
260
Econometrics
253
Journal of financial economics
251
Journal of international financial markets, institutions & money
251
Journal of risk and financial management : JRFM
251
Journal of international money and finance
249
Risks : open access journal
246
The European journal of finance
235
more ...
less ...
Source
All
ECONIS (ZBW)
271
Showing
1
-
10
of
271
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The forward valuation of compound options
Buraschi, Andrea
;
Dumas, Bernard
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 8-17
Persistent link: https://www.econbiz.de/10001618892
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
Pricing and hedging
volatility
derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
Saved in:
5
A simple approach to pricing American options under the Heston stochastic
volatility
model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003985507
Saved in:
6
Pricing American options in the Heston model : a close look at incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 9-29
Persistent link: https://www.econbiz.de/10009725351
Saved in:
7
A forward shooting grid method for option pricing with stochastic
volatility
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 67-78
Persistent link: https://www.econbiz.de/10009718105
Saved in:
8
Stock evolution under stochastic
volatility
: a discrete approach
Leisen, Dietmar
- In:
The journal of derivatives : the official publication …
8
(
2000
)
2
,
pp. 9-27
Persistent link: https://www.econbiz.de/10001545160
Saved in:
9
A stochastic-
volatility
model for pricing power variants of exchange options
Xia, Weixuan
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012306204
Saved in:
10
On pricing Asian options under stochastic
volatility
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
23
(
2016
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10011687238
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->