//--> //--> //--> //-->
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
~subject:"Derivative"
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
Buy-and hold property for full...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivative
Volatility
40,674
Volatilität
40,405
Theorie
27,162
Theory
26,545
Stochastischer Prozess
17,117
Stochastic process
16,677
Optionspreistheorie
14,751
Option pricing theory
14,293
Schätzung
10,777
Estimation
10,542
Börsenkurs
10,217
Share price
10,055
Markov chain
7,837
Kapitaleinkommen
7,720
Capital income
7,688
Markov-Kette
7,545
ARCH-Modell
6,752
ARCH model
6,676
Aktienmarkt
6,147
Stock market
6,083
Unvollkommener Markt
5,961
USA
5,941
United States
5,761
Incomplete market
5,729
Welt
5,254
World
5,153
Wechselkurs
4,903
Exchange rate
4,803
Prognoseverfahren
4,757
Zeitreihenanalyse
4,715
Forecasting model
4,685
Portfolio-Management
4,599
Time series analysis
4,594
Portfolio selection
4,568
Risk
3,992
Risiko
3,961
Finanzmarkt
3,865
Financial market
3,769
Derivat
3,470
more ...
less ...
Online availability
All
Free
983
Undetermined
906
Type of publication
All
Article
1,990
Book / Working Paper
1,467
Journal
4
Type of publication (narrower categories)
All
Article in journal
1,876
Aufsatz in Zeitschrift
1,876
Graue Literatur
357
Non-commercial literature
357
Arbeitspapier
308
Working Paper
308
Hochschulschrift
140
Thesis
105
Aufsatz im Buch
97
Book section
97
Lehrbuch
96
Textbook
90
Collection of articles of several authors
24
Sammelwerk
24
Collection of articles written by one author
23
Glossar enthalten
23
Glossary included
23
Sammlung
23
Aufsatzsammlung
20
Bibliografie enthalten
17
Bibliography included
17
Conference paper
13
Konferenzbeitrag
13
Handbook
8
Handbuch
8
Bibliografie
6
CD-ROM, DVD
6
Accompanied by computer file
5
Elektronischer Datenträger als Beilage
5
Mehrbändiges Werk
5
Multi-volume publication
5
Ratgeber
5
Konferenzschrift
4
Case study
3
Fallstudie
3
Forschungsbericht
3
Rezension
3
Systematic review
3
Übersichtsarbeit
3
Amtsdruckschrift
2
more ...
less ...
Language
All
English
3,295
German
137
French
16
Spanish
6
Italian
2
Czech
1
Croatian
1
Hungarian
1
Dutch
1
Swedish
1
Undetermined
1
more ...
less ...
Author
All
Hull, John
29
Benth, Fred Espen
23
Härdle, Wolfgang
18
Schoutens, Wim
18
Madan, Dilip B.
17
Prokopczuk, Marcel
16
Wang, Xingchun
15
Carr, Peter
14
Chiarella, Carl
14
Fabozzi, Frank J.
14
Jarrow, Robert A.
14
McAleer, Michael
14
Joshi, Mark S.
13
Schlögl, Erik
13
Cui, Zhenyu
12
Escobar, Marcos
12
Gannon, Gerard L.
12
Hess, Markus
12
Lo, Andrew W.
12
Deutsch, Hans-Peter
11
Monfort, Alain
11
Nikitopoulos, Christina Sklibosios
11
Perrakis, Stylianos
11
Willems, Bert
11
Gouriéroux, Christian
10
Howison, Sam
10
Platen, Eckhard
10
Takahashi, Akihiko
10
Branger, Nicole
9
Fouque, Jean-Pierre
9
Härdle, Wolfgang K.
9
Kyriakou, Ioannis
9
López Cabrera, Brenda
9
Steiner, Manfred
9
Zhang, Jin E.
9
Zheng, Wendong
9
Alexander, Carol
8
Brigo, Damiano
8
Chang, Chia-Lin
8
Cheng, Benjamin
8
more ...
less ...
Institution
All
National Bureau of Economic Research
10
School of Accounting, Economics and Finance <Geelong>
4
Eberhard Karls Universität Tübingen
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Institute of Finance and Accounting <London>
2
Instituto Valenciano de Investigaciones Económicas
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Springer Fachmedien Wiesbaden
2
University of British Columbia / Finance Division
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Analytical Finance <Århus>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutsche Forschungsgemeinschaft
1
Erasmus Research Institute of Management
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of St. Louis
1
Goethe-Universität Frankfurt am Main
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Institute for Fiscal Studies
1
International Association of Financial Engineers
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
International Monetary Fund
1
Internationaler Währungsfonds / Research Department
1
Judge Institute of Management Studies
1
Københavns Universitet / Økonomisk Institut
1
Leibniz-Institut für Wirtschaftsforschung Halle
1
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
1
New York Institute of Finance
1
Pearson Studium
1
Practising Law Institute
1
Salomon Brothers Center for the Study of Financial Institutions
1
School of Finance and Business Economics <Perth, Western Australia>
1
Senter for Anvendt Forskning <Oslo; Bergen, Norwegen>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer-Verlag GmbH
1
Swiss Finance Institute
1
Technische Hochschule Mittelhessen
1
The Wharton Financial Institutions Center
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
125
The journal of futures markets
72
Applied mathematical finance
66
Review of derivatives research
50
Energy economics
49
Journal of banking & finance
48
Quantitative finance
45
The journal of computational finance
37
European journal of operational research : EJOR
34
Finance and stochastics
33
Finance research letters
33
International review of financial analysis
33
Journal of mathematical finance
33
Mathematical finance : an international journal of mathematics, statistics and financial theory
29
International journal of financial engineering
27
Journal of economic dynamics & control
27
The European journal of finance
27
International review of economics & finance : IREF
25
Risks : open access journal
25
The North American journal of economics and finance : a journal of financial economics studies
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
The journal of derivatives : JOD
22
Applied economics letters
21
Insurance / Mathematics & economics
19
Journal of econometrics
19
Annals of finance
18
Applied financial economics
17
SpringerLink / Bücher
16
Computational economics
15
Journal of risk and financial management : JRFM
15
SFB 649 discussion paper
15
Applied economics
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
Economic modelling
13
Journal of empirical finance
13
Research in international business and finance
13
Research paper series / Swiss Finance Institute
13
Journal of financial economics
12
Mathematics and financial economics
12
Review of quantitative finance and accounting
11
more ...
less ...
Source
All
ECONIS (ZBW)
3,459
RePEc
2
Showing
1
-
10
of
3,461
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Equilibrium option pricing : a Monte Carlo approach
Buchner, Axel
- In:
Finance research letters
15
(
2015
),
pp. 138-145
Persistent link: https://www.econbiz.de/10011553023
Saved in:
2
Option pricing and hedging under a stochastic
volatility
Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
3
Pricing and hedging in stochastic
volatility
regime switching models
Goutte, Stéphane
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 70-80
Persistent link: https://www.econbiz.de/10010240223
Saved in:
4
A general framework for discretely sampled realized variance derivatives in stochastic
volatility
models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 381-400
Persistent link: https://www.econbiz.de/10011785790
Saved in:
5
Hedging (co)variance risk with variance swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
Saved in:
6
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Annals of finance
4
(
2008
)
4
,
pp. 399-429
Persistent link: https://www.econbiz.de/10003737188
Saved in:
7
Option pricing : real and risk-neutral distributions
Kōnstantinidēs, Giōrgos
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003221993
Saved in:
8
Pricing of derivatives on mean-reverting assets
Lutz, Björn
-
2010
stochastic
volatility
, jumps in the underlying and the price process and a stochastic target level as well as with deterministic …
Persistent link: https://www.econbiz.de/10003846466
Saved in:
9
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied
volatility
applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
10
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
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...
//-->