//--> //--> //--> //-->
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:"Forecasting model"
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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting 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
more ...
less ...
Online availability
All
Free
138
Undetermined
125
Type of publication
All
Article
218
Book / Working Paper
188
Type of publication (narrower categories)
All
Article in journal
210
Aufsatz in Zeitschrift
210
Graue Literatur
67
Non-commercial literature
67
Arbeitspapier
65
Working Paper
65
Hochschulschrift
17
Thesis
14
Aufsatz im Buch
8
Aufsatzsammlung
8
Book section
8
Collection of articles written by one author
5
Sammlung
5
Collection of articles of several authors
4
Sammelwerk
4
Konferenzschrift
2
Bibliografie enthalten
1
Bibliography included
1
Conference proceedings
1
Festschrift
1
Forschungsbericht
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
395
German
10
Spanish
1
Author
All
Craig, Ben R.
9
Guidolin, Massimo
9
Bernales, Alejandro
7
Engle, Robert F.
6
Kane, Alex
6
Muzzioli, Silvia
6
Noh, Jaesun
6
Hess, Markus
5
Keller, Joachim G.
5
Cao, Jie
4
Chang, Bo Young
4
Deelstra, Griselda
4
Funke, Michael
4
Han, Bing
4
Jacobs, Kris
4
Keller, Joachim
4
Kräussl, Roman
4
Rayée, Grégory
4
Stork, Philip
4
Tang, Xiaoxiao
4
Taylor, Stephen J.
4
Tsekrekos, Andrianos E.
4
Zhan, Xintong
4
Audrino, Francesco
3
Ballotta, Laura
3
Feunou, Bruno
3
Glasserman, Paul
3
Härdle, Wolfgang
3
Ivanova, Vesela
3
Lin, Tse-Chun
3
Liu, Yanchu
3
Loermann, Julius
3
Lu, Xiaolong
3
Perote, Javier
3
Rahe, Florentin
3
Ritter, Matthias
3
Ruan, Xinfeng
3
Singh, Vipul Kumar
3
Taylor, Stephen
3
Wu, Qi
3
more ...
less ...
Institution
All
Federal Reserve Bank of Cleveland
2
Centre for Analytical Finance <Århus>
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
Hochschule für Bankwirtschaft
1
Leonard N. Stern School of Business / Information Systems Department
1
National Bureau of Economic Research
1
Verlag Dr. Kovač
1
more ...
less ...
Published in...
All
Journal of banking & finance
13
Quantitative finance
9
The journal of futures markets
9
International journal of forecasting
8
Journal of empirical finance
8
International journal of theoretical and applied finance
6
Energy economics
5
Journal of forecasting
5
Journal of financial markets
4
Journal of international financial markets, institutions & money
4
The European journal of finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Working paper
4
Economic modelling
3
European journal of operational research : EJOR
3
Finance research letters
3
International journal of finance & economics : IJFE
3
Journal of financial and quantitative analysis : JFQA
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Review of derivatives research
3
SpringerLink / Bücher
3
Annals of finance
2
Asia-Pacific financial markets
2
Asia-Pacific journal of financial studies
2
Australian journal of management
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper / Deutsche Bundesbank
2
Discussion papers / CEPR
2
Economics letters
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Federal Reserve Bank of Cleveland working paper series
2
Focus series in finance, business and management
2
International journal of economics and finance
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of economic dynamics & control
2
Journal of financial economics
2
Journal of mathematical finance
2
Journal of the Operational Research Society
2
more ...
less ...
Source
All
ECONIS (ZBW)
406
Showing
1
-
10
of
406
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Assessing the quality of volatility estimators via option pricing
Sanfelici, Simona
;
Uboldi, Adamo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
2
,
pp. 103-124
Persistent link: https://www.econbiz.de/10010347332
Saved in:
3
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:
4
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
Saved in:
5
Prognosemodelle und Handelsansätze für Implizite Volatilitäten
Sachtler, Michael
-
2004
Persistent link: https://www.econbiz.de/10002392690
Saved in:
6
Prognosefähigkeit des Black & Scholes Modells : empirische Untersuchung auf Bewertungstendenzen and der Eurex
Gaschik, David
;
Hoffjan, Andreas
;
Siemes, Andreas
- In:
Finanz-Betrieb : FB ; Zeitschrift für …
5
(
2003
)
2
,
pp. 96-103
Persistent link: https://www.econbiz.de/10001731463
Saved in:
7
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests
Bernales, Alejandro
-
2013
We examine whether the dynamics of the implied volatility surface of individual equity options contains exploitable predictability patterns. Predictability in implied volatilities is expected due to the learning behavior of agents in option markets. In particular, we explore the possibility that...
Persistent link: https://www.econbiz.de/10013073319
Saved in:
8
Nonparametric predictive inference for European option pricing based on the binomial tree model
He, Ting
;
Coolen, Frank P. A.
;
Coolen-Maturi, Tahani
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1692-1708
Persistent link: https://www.econbiz.de/10012214368
Saved in:
9
Nowcasting networks
Chataigner, Marc
;
Crépey, Stéphane
;
Pu, Jiang
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012543628
Saved in:
10
Physics-informed convolutional transformer for predicting volatility surface
Kim, Soohan
;
Yun, Seok-Bae
;
Bae, Hyeong-Ohk
;
Lee, Muhyun
; …
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 203-220
Persistent link: https://www.econbiz.de/10014551964
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...
//-->