//--> //--> //--> //-->
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
~person:"Zhang, Jin E."
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
Estimating early exercise prem...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
31
Optionspreistheorie
31
Volatility
25
Volatilität
25
Option trading
21
Optionsgeschäft
21
Derivat
7
Derivative
7
Estimation
6
Hedging
6
Risiko
6
Risikoprämie
6
Risk
6
Risk premium
6
Schätzung
6
Stochastic process
6
Stochastischer Prozess
6
Theorie
5
Theory
5
ARCH model
4
ARCH-Modell
4
Black-Scholes model
4
Black-Scholes-Modell
4
CAPM
4
China
4
Index futures
4
Index-Futures
4
Statistical distribution
4
Statistische Verteilung
4
Anlageverhalten
3
Behavioural finance
3
Börsenkurs
3
Capital income
3
Capital market returns
3
EU countries
3
EU-Staaten
3
Forecasting model
3
Index derivative
3
Indexderivat
3
Kapitaleinkommen
3
more ...
less ...
Online availability
All
Undetermined
16
Free
10
Type of publication
All
Article
32
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
39
Author
All
Zhang, Jin E.
Koopman, Siem Jan
206
Madan, Dilip B.
95
Fabozzi, Frank J.
77
Chiarella, Carl
75
Härdle, Wolfgang
74
Cui, Zhenyu
73
Carr, Peter
70
Baur, Dirk G.
68
Joshi, Mark S.
68
Takahashi, Akihiko
67
Lucey, Brian M.
62
Schoutens, Wim
59
Tiwari, Aviral Kumar
57
Hull, John
53
Jacobs, Kris
52
Stentoft, Lars
52
Elliott, Robert J.
51
Gupta, Rangan
49
Wystup, Uwe
47
Benth, Fred Espen
44
Jarrow, Robert A.
44
Koop, Gary
42
Kwok, Yue-Kuen
40
Perrakis, Stylianos
40
Pierdzioch, Christian
37
Belomestny, Denis
36
Chesney, Marc
36
Kapetanios, George
36
McAleer, Michael
36
Oosterlee, Cornelis W.
36
Ryu, Doojin
36
Schlögl, Erik
36
Fusai, Gianluca
35
Martin, Gael M.
35
Wu, Liuren
35
Barone-Adesi, Giovanni
34
Christoffersen, Peter F.
34
Korn, Ralf
34
Schwartz, Eduardo S.
34
more ...
less ...
Published in...
All
The journal of futures markets
6
Review of derivatives research
4
Journal of economic dynamics & control
3
Applied economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Economic modelling
1
Economics letters
1
Emerging markets review
1
Energy economics
1
International journal of theoretical and applied finance
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of banking & finance
1
Journal of behavioral and experimental finance
1
Journal of commodity markets
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
1
Mathematics and financial economics
1
Pacific-Basin finance journal
1
Research paper series / Swiss Finance Institute
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A lattice algorithm for pricing moving average barrier
options
Dai, Min
;
Li, Peifan
;
Zhang, Jin E.
- In:
Journal of economic dynamics & control
34
(
2010
)
3
,
pp. 542-554
Persistent link: https://www.econbiz.de/10003966493
Saved in:
2
Analytical pricing of American
options
Cheng, Jun
;
Zhang, Jin E.
- In:
Review of derivatives research
15
(
2012
)
2
,
pp. 157-192
Persistent link: https://www.econbiz.de/10009629059
Saved in:
3
GARCH option pricing models, the CBOE VIX, and variance risk premium
Hao, Jinji
;
Zhang, Jin E.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
3
,
pp. 556-580
Persistent link: https://www.econbiz.de/10009786515
Saved in:
4
Pricing continuously sampled Asian
options
with perturbation method
Zhang, Jin E.
- In:
The journal of futures markets
23
(
2002
)
6
,
pp. 535-560
Persistent link: https://www.econbiz.de/10001769708
Saved in:
5
The COVID-19 risk in the Chinese option market
Li, Jianhui
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
; …
- In:
International review of finance : the official journal …
22
(
2022
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
Saved in:
6
Pricing VXX
options
by modeling VIX directly
Lin, Wei
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 888-922
Persistent link: https://www.econbiz.de/10013187612
Saved in:
7
The price of COVID-19-induced uncertainty in the
options
market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Economics letters
211
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
Saved in:
8
The Price of Covid-19-Induced Uncertainty in the
Options
Market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
-
2022
priced in the index exchange-traded funds (ETF)
options
market. Specifically,
options
that provide protection to hedge …
Persistent link: https://www.econbiz.de/10013312294
Saved in:
9
The implied volatility smirk in SPY
options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
10
The implied volatility smirk in the VXX
options
market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->