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Option Prices with Stochastic...
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Estimation
Optionspreistheorie
14,777
Option pricing theory
14,313
Volatilität
4,010
Volatility
3,942
Theorie
3,930
Theory
3,783
Stochastischer Prozess
3,294
Stochastic process
3,241
Optionsgeschäft
2,961
Option trading
2,941
Derivat
2,452
Derivative
2,448
Black-Scholes-Modell
1,717
Black-Scholes model
1,621
Hedging
1,325
Portfolio-Management
1,176
Portfolio selection
1,160
CAPM
1,062
Zinsstruktur
958
Yield curve
948
Schätzung
909
USA
781
United States
765
Realoptionsansatz
650
Risiko
650
Real options analysis
648
Risk
647
Monte-Carlo-Simulation
627
Monte Carlo simulation
616
Kreditrisiko
594
Börsenkurs
587
Statistische Verteilung
587
Credit risk
584
Statistical distribution
577
Share price
572
Kapitaleinkommen
538
Capital income
537
Zinsderivat
463
Aktienoption
462
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Free
233
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190
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Article
501
Book / Working Paper
393
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Article in journal
476
Aufsatz in Zeitschrift
476
Graue Literatur
171
Non-commercial literature
171
Arbeitspapier
150
Working Paper
150
Hochschulschrift
90
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75
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24
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24
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16
Bibliography included
16
Collection of articles written by one author
8
Sammlung
8
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3
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3
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2
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Conference paper
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Government document
1
Konferenzbeitrag
1
Mikroform
1
Nachschlagewerk
1
Reference book
1
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1
Übersichtsarbeit
1
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Language
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English
829
German
63
French
3
Spanish
1
Author
All
Engle, Robert F.
20
Härdle, Wolfgang
15
Rosenberg, Joshua V.
15
Todorov, Viktor
14
Jacobs, Kris
9
Korn, Olaf
9
Craig, Ben R.
8
Bollerslev, Tim
7
Bühler, Wolfgang
7
Dumas, Bernard
7
Fleming, Jeff
7
Madan, Dilip B.
7
Kane, Alex
6
Noh, Jaesun
6
Schlag, Christian
6
Whaley, Robert E.
6
Andersen, Torben
5
Bakshi, Gurdip S.
5
Ivanova, Vesela
5
Marabel Romo, Jacinto
5
Nandi, Saikat
5
Pierdzioch, Christian
5
Rieken, Sascha
5
Wu, Tao L.
5
Barone-Adesi, Giovanni
4
Bates, David S.
4
Benzoni, Luca
4
Christoffersen, Peter F.
4
Corsi, Fulvio
4
Fusari, Nicola
4
Heston, Steven L.
4
Härdle, Wolfgang K.
4
Keller, Joachim
4
Keller, Joachim G.
4
Lehnert, Thorsten
4
Lo, Andrew W.
4
Martin, Gael M.
4
Mittnik, Stefan
4
Orłowski, Piotr
4
Schmitt, Christian
4
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National Bureau of Economic Research
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Federal Reserve Bank of Cleveland
2
Verlag Dr. Kovač
2
Centre for Analytical Finance <Århus>
1
Centre for Economic Policy Research
1
Chambre de commerce et d'industrie de Paris
1
ESCP-EAP European School of Management
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Eric Cuvillier <Firma>
1
Federal Reserve Bank of St. Louis
1
Forschungsstelle für Internationales Management
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Goethe-Universität Frankfurt am Main
1
Shaker Verlag
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
École des Hautes Études Commerciales <Lausanne>
1
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Published in...
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The journal of futures markets
36
Journal of banking & finance
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Journal of econometrics
17
The journal of finance : the journal of the American Finance Association
13
Journal of financial economics
12
International journal of theoretical and applied finance
11
Journal of empirical finance
11
Finance research letters
10
Working paper / National Bureau of Economic Research, Inc.
9
International review of financial analysis
8
Quantitative finance
8
Review of derivatives research
8
Review of quantitative finance and accounting
8
Applied financial economics
7
Gabler Edition Wissenschaft
7
International review of economics & finance : IREF
7
SFB 649 discussion paper
7
The European journal of finance
7
Working paper
7
Discussion papers of interdisciplinary research project 373
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
NBER working paper series
6
Research paper series / Swiss Finance Institute
6
The journal of computational finance
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Applied economics
5
Journal of financial econometrics
5
Journal of financial markets
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Department of Economics, University of California San Diego
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion paper / Tinbergen Institute
4
Gabler-Edition Wissenschaft
4
International journal of financial engineering
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Journal of risk and financial management : JRFM
4
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Source
All
ECONIS (ZBW)
894
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1
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10
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894
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date (oldest first)
1
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
2
Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959376
Saved in:
3
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan
-
1994
Persistent link: https://www.econbiz.de/10000959539
Saved in:
4
Verhaltenspsychologische Erklärungsmöglichkeiten für asymmetrische Volatilität am deutschen Kapitalmarkt
Maack, Diether
-
2012
Persistent link: https://www.econbiz.de/10009554493
Saved in:
5
A model of stock option prices
Yang, Zhongjin
;
Yang, Cassidy
- In:
International journal of financial markets and derivatives
2
(
2011
)
4
,
pp. 288-297
Persistent link: https://www.econbiz.de/10009528840
Saved in:
6
Performance of Black-Scholes model with TSRV estimates
Singh, Shivam
;
Vipul
- In:
Managerial finance
41
(
2015
)
8
,
pp. 857-870
Persistent link: https://www.econbiz.de/10011336586
Saved in:
7
Realizing smiles : options pricing with relized volatility
Corsi, Fulvio
;
Fusari, Nicola
;
La Vecchia, Davide
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
Saved in:
8
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:
9
The Black-Scholes currency option pricing model : evidence for unbiasedness from three currencies against the US dollar
Azar, Samih Antoine
;
Tortian, Annie
- In:
International journal of economics and finance
5
(
2013
)
8
,
pp. 54-64
Persistent link: https://www.econbiz.de/10009787194
Saved in:
10
On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
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