//--> //--> //--> //-->
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:"Option pricing theory"
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
An easy way to extract actual...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Schätztheorie
36,196
Estimation theory
35,569
Derivat
14,009
Derivative
13,972
Theorie
13,505
Theory
13,107
Schätzung
6,146
Estimation
6,065
Zeitreihenanalyse
5,940
Time series analysis
5,864
Regressionsanalyse
4,144
Regression analysis
4,130
Nichtparametrisches Verfahren
3,386
Nonparametric statistics
3,301
USA
3,049
Volatilität
2,989
United States
2,966
Volatility
2,952
Optionspreistheorie
2,793
Prognoseverfahren
2,190
Hedging
2,167
Forecasting model
2,163
Panel
1,868
Portfolio-Management
1,837
Portfolio selection
1,824
Panel study
1,821
Statistischer Test
1,742
Statistical test
1,708
Stochastischer Prozess
1,681
Börsenkurs
1,667
Stochastic process
1,660
Share price
1,645
Statistische Verteilung
1,551
Statistical distribution
1,523
Deutschland
1,472
Kreditrisiko
1,468
Risikomanagement
1,462
Credit risk
1,440
Welt
1,400
more ...
less ...
Online availability
All
Free
822
Undetermined
752
Type of publication
All
Article
1,515
Book / Working Paper
1,235
Journal
4
Type of publication (narrower categories)
All
Article in journal
1,414
Aufsatz in Zeitschrift
1,414
Graue Literatur
275
Non-commercial literature
275
Arbeitspapier
249
Working Paper
249
Hochschulschrift
104
Lehrbuch
95
Aufsatz im Buch
88
Book section
88
Textbook
87
Thesis
77
Collection of articles of several authors
28
Sammelwerk
28
Aufsatzsammlung
26
Glossar enthalten
21
Glossary included
21
Collection of articles written by one author
18
Sammlung
18
Bibliografie enthalten
14
Bibliography included
14
Conference paper
11
Konferenzbeitrag
11
Handbook
8
Handbuch
8
CD-ROM, DVD
7
Bibliografie
6
Mehrbändiges Werk
6
Multi-volume publication
6
Accompanied by computer file
5
Elektronischer Datenträger als Beilage
5
Ratgeber
5
Amtsdruckschrift
3
Government document
3
Konferenzschrift
3
Rezension
3
Aufgabensammlung
2
Case study
2
Conference proceedings
2
Einführung
2
more ...
less ...
Language
All
English
2,617
German
123
French
8
Italian
2
Spanish
2
Croatian
1
Hungarian
1
Swedish
1
more ...
less ...
Author
All
Hull, John
27
Härdle, Wolfgang
23
Madan, Dilip B.
18
Schoutens, Wim
17
Benth, Fred Espen
16
Fabozzi, Frank J.
16
Takahashi, Akihiko
16
Wang, Xingchun
15
Lee, Cheng F.
14
Cui, Zhenyu
13
Escobar, Marcos
13
Joshi, Mark S.
13
Korn, Olaf
13
Prokopczuk, Marcel
13
Schlögl, Erik
13
Carr, Peter
12
Chiarella, Carl
12
Hess, Markus
12
Deutsch, Hans-Peter
11
Gouriéroux, Christian
11
Jarrow, Robert A.
11
Zheng, Wendong
11
Howison, Sam
10
Lo, Andrew W.
10
Nikitopoulos, Christina Sklibosios
10
Stentoft, Lars
10
Elliott, Robert J.
9
Kwok, Yue-Kuen
9
Kyriakou, Ioannis
9
Steiner, Manfred
9
Zhang, Jin E.
9
Branger, Nicole
8
Cheng, Benjamin
8
Härdle, Wolfgang K.
8
Monfort, Alain
8
Orosi, Greg
8
Osipenko, Maria
8
Perrakis, Stylianos
8
Platen, Eckhard
8
Siu, Tak Kuen
8
more ...
less ...
Institution
All
National Bureau of Economic Research
8
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Centre for Analytical Finance <Århus>
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Deutsche Forschungsgemeinschaft
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Springer Fachmedien Wiesbaden
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Birkbeck College / Department of Economics
1
Eberhard Karls Universität Tübingen
1
Ekonomiska forskningsinstitutet <Stockholm>
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 Cleveland
1
Federal Reserve Bank of St. Louis
1
Institute for Fiscal Studies
1
Institute of Finance and Accounting <London>
1
International Association of Financial Engineers
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Judge Institute of Management Studies
1
Københavns Universitet / Økonomisk Institut
1
Leonard N. Stern School of Business / Information Systems Department
1
New York Institute of Finance
1
New York University / Mathematical Finance Seminar
1
New York University Mathematical Finance Seminar
1
Nuffield College
1
Oxford Financial Research Centre
1
Pearson Studium
1
Practising Law Institute
1
Springer-Verlag GmbH
1
Swiss Finance Institute
1
Technische Hochschule Mittelhessen
1
United States / Securities and Exchange Commission / Division of Trading and Exchanges
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Melbourne / Department of Finance
1
Verlag Franz Vahlen
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
111
Applied mathematical finance
63
Quantitative finance
48
Review of derivatives research
47
The journal of computational finance
38
The journal of futures markets
36
European journal of operational research : EJOR
35
Journal of banking & finance
34
Journal of mathematical finance
31
International journal of financial engineering
29
Journal of econometrics
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
Finance and stochastics
27
Risks : open access journal
25
Journal of economic dynamics & control
24
Energy economics
23
Finance research letters
23
Computational economics
21
The journal of derivatives : JOD
21
The European journal of finance
20
The North American journal of economics and finance : a journal of financial economics studies
20
SFB 649 discussion paper
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
International review of financial analysis
16
SpringerLink / Bücher
16
Insurance / Mathematics & economics
15
Journal of risk and financial management : JRFM
15
Applied economics letters
14
Annals of finance
13
International review of economics & finance : IREF
13
Economic modelling
12
Applied economics
11
Asia-Pacific financial markets
11
Journal of financial economics
10
Mathematical finance
10
Mathematical finance : an international journal of mathematics, statistics and financial economics
10
Research paper series / Swiss Finance Institute
10
Wiley finance series
10
Working paper
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
more ...
less ...
Source
All
ECONIS (ZBW)
2,754
Showing
1
-
10
of
2,754
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Degree of approximation results for feedforward networks approximating unknown mappings and their derivatives
Hornik, Kurt
(
contributor
)
-
1993
Persistent link: https://www.econbiz.de/10000864048
Saved in:
2
Kernel estimators of integrated squared density derivatives in non-smooth cases
Es, A. J. van
;
Hoogstrate, André J.
-
1993
Persistent link: https://www.econbiz.de/10000874692
Saved in:
3
Essays on asset allocation with derivatives and model estimation
Breuer, Beate
-
2009
Persistent link: https://www.econbiz.de/10003823672
Saved in:
4
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728
Saved in:
5
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462516
Saved in:
6
Comparing some alternative Lévy base correlation models for pricing and hedging CDO tranches
Masol, Viktoriya
;
Schoutens, Wim
-
2008
Persistent link: https://www.econbiz.de/10003709746
Saved in:
7
Bond pricing and two unconditionally implied parameters inferred from option prices
Dokučaev, Nikolaj G.
- In:
Applied financial economics letters
3
(
2007
)
2
,
pp. 109-113
Persistent link: https://www.econbiz.de/10003540276
Saved in:
8
Estimating trends in weather series : consequences for pricing derivatives
Jewson, Stephen
(
contributor
);
Penzer, Jeremy
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003559115
Saved in:
9
Asymptotic formulas for the derivates of probability functions and their Monte Carlo estimations
Garnier, Josselin
;
Omrane, Abdennebi
;
Rouchdy, Youssef
- In:
European journal of operational research : EJOR
198
(
2009
)
3
,
pp. 848-858
Persistent link: https://www.econbiz.de/10003857819
Saved in:
10
A new stochastic
derivative
estimator for discontinuous payoff functions with application to financial derivatives
Wang, Yongqiang
;
Fu, Michael
;
Marcus, Steven I.
- In:
Operations research
60
(
2012
)
2
,
pp. 447-460
Persistent link: https://www.econbiz.de/10009554759
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...
//-->