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Option Prices with Stochastic...
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ARCH model
Optionspreistheorie
14,815
Option pricing theory
14,350
Volatilität
4,019
Volatility
3,951
Theorie
3,933
Theory
3,786
Stochastischer Prozess
3,306
Stochastic process
3,253
Optionsgeschäft
2,976
Option trading
2,956
Derivat
2,458
Derivative
2,454
Black-Scholes-Modell
1,726
Black-Scholes model
1,630
Hedging
1,326
Portfolio-Management
1,185
Portfolio selection
1,169
CAPM
1,066
Zinsstruktur
961
Yield curve
951
Schätzung
914
Estimation
899
USA
781
United States
765
Risiko
657
Risk
654
Realoptionsansatz
652
Real options analysis
650
Monte-Carlo-Simulation
627
Monte Carlo simulation
616
Kreditrisiko
598
Börsenkurs
594
Credit risk
588
Statistische Verteilung
587
Share price
579
Statistical distribution
577
Kapitaleinkommen
539
Capital income
538
Zinsderivat
464
Aktienoption
462
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124
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116
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270
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Non-commercial literature
53
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47
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10
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9
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4
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4
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2
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2
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2
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2
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1
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1
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English
405
German
5
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Stentoft, Lars
20
Christoffersen, Peter F.
12
Heston, Steven L.
12
Jacobs, Kris
12
Duan, Jin-Chuan
11
Cui, Zhenyu
9
Ortega, Juan-Pablo
9
Elliott, Robert J.
7
Rombouts, Jeroen V. K.
7
Wang, Xingchun
7
Badescu, Alex
6
Bianchi, Michele Leonardo
6
Feunou, Bruno
6
Lehnert, Thorsten
6
Nandi, Saikat
6
Račev, Svetlozar T.
6
Cao, Hongkai
5
Chorro, Christophe
5
Christoffersen, Peter
5
Engle, Robert F.
5
Escobar, Marcos
5
Fabozzi, Frank J.
5
Kim, Young Shin
5
Maré, E.
5
Ornthanalai, Chayawat
5
Rastegari, Javad
5
Simonato, Jean-Guy
5
Zumbach, Gilles O.
5
Badescu, Alexandru
4
Bams, Dennis
4
Barone-Adesi, Giovanni
4
Ielpo, Florian
4
Jeon, Yoontae
4
Kanniainen, Juho
4
Lilla, Francesca
4
Mittnik, Stefan
4
Perote, Javier
4
Siu, Tak Kuen
4
Venter, Pierre J.
4
Zhang, Jin E.
4
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Federal Reserve Bank of San Francisco
1
National Bureau of Economic Research
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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The journal of futures markets
15
Journal of banking & finance
14
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of econometrics
9
CREATES research paper
8
Finance research letters
8
Journal of empirical finance
8
Quantitative finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
International journal of theoretical and applied finance
6
Review of quantitative finance and accounting
6
Applied economics
5
Computational economics
5
Review of derivatives research
5
Economic modelling
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Journal of economic dynamics & control
4
Journal of international financial markets, institutions & money
4
The review of financial studies
4
Applied financial economics
3
CORE discussion paper : DP
3
European journal of operational research : EJOR
3
International journal of bonds and derivatives
3
International review of financial analysis
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Research in international business and finance
3
SpringerLink / Bücher
3
Asia-Pacific financial markets
2
Cogent economics & finance
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
FRB Atlanta Working Paper Series
2
Global COE Hi-Stat discussion paper series
2
International journal of economics and finance
2
International journal of financial engineering
2
Journal of financial econometrics
2
Journal of financial economics
2
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ECONIS (ZBW)
410
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1
Loss functions in option valuation : a framework for selection
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
- In:
Management science : journal of the Institute for …
55
(
2009
)
5
,
pp. 853-862
Persistent link: https://www.econbiz.de/10003860372
Saved in:
2
Asymptotic normality for EMS option price estimator with continuous or discontinuous payoff functions
Yuan, Zhushun
;
Chen, Gemai
- In:
Management science : journal of the Institute for …
55
(
2009
)
8
,
pp. 1438-1450
Persistent link: https://www.econbiz.de/10003885452
Saved in:
3
The information content of option-based forecasts of volatility : evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
Saved in:
4
Option pricing under GARCH models with Hansen's skewed-t distributed innovations
Liu, Yanxin
;
Siu-Hang Li, Johnny
;
Ng, Andrew Cheuk-Yin
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 108-125
Persistent link: https://www.econbiz.de/10011511067
Saved in:
5
Option pricing under truncated Gram-Charlier expansion
Lin, Shin-Hung
;
Huang, Hung-Hsi
;
Li, Sheng-Han
- In:
The North American journal of economics and finance : a …
32
(
2015
),
pp. 77-97
Persistent link: https://www.econbiz.de/10011514435
Saved in:
6
An option pricing formula for the GARCH diffusion model
Barone-Adesi, Giovanni
;
Rasmussen, Henrik
;
Ravanelli, …
-
2003
Persistent link: https://www.econbiz.de/10009581652
Saved in:
7
Implied volatility index of KOSPI200 : information contents and properties
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
),
pp. 24-39
Persistent link: https://www.econbiz.de/10009682531
Saved in:
8
Empirical performance of Black-Scholes and GARCH option pricing models during turbulent times : the Indian evidence
Bhat, Aparna
;
Arekar, Kirti
- In:
International journal of economics and finance
8
(
2016
)
3
,
pp. 123-136
Persistent link: https://www.econbiz.de/10011447894
Saved in:
9
Information content in sneer asymmetry : an application to out-of-sample implied volatility forecasting
Choi, Youngsoo
;
Jordan, Steven J.
;
Lee, Wonchang
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
3
,
pp. 34-51
Persistent link: https://www.econbiz.de/10011404184
Saved in:
10
Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.
;
Charalambous, Chris
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
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