//--> //--> //--> //-->
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
Volatility uncertainty, time d...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Volatility
41,065
Volatilität
40,796
Theorie
21,791
Theory
21,291
Optionspreistheorie
14,840
Derivat
13,988
Derivative
13,951
Börsenkurs
11,548
Share price
11,380
Schätzung
10,024
Estimation
9,805
Kapitaleinkommen
7,859
Capital income
7,832
USA
7,142
United States
6,939
ARCH-Modell
6,676
Aktienmarkt
6,673
ARCH model
6,599
Stock market
6,584
Welt
6,104
Unvollkommener Markt
5,999
World
5,996
Incomplete market
5,767
Stochastischer Prozess
5,619
Stochastic process
5,517
Optionsgeschäft
5,144
Wechselkurs
5,029
Option trading
4,935
Exchange rate
4,921
Portfolio-Management
4,555
Portfolio selection
4,527
Finanzmarkt
4,426
Financial market
4,322
Prognoseverfahren
4,254
Forecasting model
4,199
Hedging
3,893
Risk
3,877
Risiko
3,841
Zeitreihenanalyse
3,510
more ...
less ...
Online availability
All
Free
4,468
Undetermined
2,992
Type of publication
All
Article
8,003
Book / Working Paper
6,362
Journal
14
Type of publication (narrower categories)
All
Article in journal
7,395
Aufsatz in Zeitschrift
7,395
Graue Literatur
1,773
Non-commercial literature
1,773
Arbeitspapier
1,605
Working Paper
1,605
Aufsatz im Buch
539
Book section
539
Hochschulschrift
532
Thesis
422
Lehrbuch
181
Textbook
170
Collection of articles of several authors
117
Sammelwerk
117
Collection of articles written by one author
80
Sammlung
80
Bibliografie enthalten
72
Bibliography included
72
Aufsatzsammlung
69
Conference paper
44
Konferenzbeitrag
44
Forschungsbericht
40
Glossar enthalten
30
Glossary included
30
Konferenzschrift
27
Handbook
26
Handbuch
26
Systematic review
21
Übersichtsarbeit
21
Amtsdruckschrift
18
Government document
18
Bibliografie
15
Conference proceedings
15
Reprint
15
Einführung
12
Mehrbändiges Werk
12
Multi-volume publication
12
CD-ROM, DVD
11
Accompanied by computer file
10
Elektronischer Datenträger als Beilage
10
more ...
less ...
Language
All
English
13,797
German
505
French
39
Spanish
19
Italian
14
Undetermined
6
Portuguese
5
Croatian
1
Hungarian
1
Dutch
1
Polish
1
Russian
1
Swedish
1
more ...
less ...
Author
All
Madan, Dilip B.
90
Cui, Zhenyu
73
Fabozzi, Frank J.
68
Joshi, Mark S.
66
Härdle, Wolfgang
64
Carr, Peter
60
Takahashi, Akihiko
59
Schoutens, Wim
57
Chiarella, Carl
53
Stentoft, Lars
53
Elliott, Robert J.
48
Jacobs, Kris
47
Hull, John
39
Benth, Fred Espen
38
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
36
Lee, Cheng F.
34
Schlögl, Erik
34
Jarrow, Robert A.
33
Kim, Young Shin
33
Chesney, Marc
32
Fusai, Gianluca
32
Wang, Xingchun
32
Christoffersen, Peter F.
31
Račev, Svetlozar T.
31
Siu, Tak Kuen
31
Zhang, Jin E.
31
Ewald, Christian-Oliver
30
Platen, Eckhard
30
Barone-Adesi, Giovanni
29
Schwartz, Eduardo S.
29
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Schoenmakers, John
28
Wong, Hoi Ying
28
Wystup, Uwe
28
Yang, Zhaojun
28
Alghalith, Moawia
27
Korn, Ralf
27
Perrakis, Stylianos
27
more ...
less ...
Institution
All
National Bureau of Economic Research
62
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Deutsche Forschungsgemeinschaft
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Institut for Finansiering <Frederiksberg>
4
Johannes Gutenberg-Universität Mainz
4
Springer Fachmedien Wiesbaden
4
Institute of Finance and Accounting <London>
3
International Center for Financial Asset Management and Engineering
3
Karlsruher Institut für Technologie
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
World Bank
3
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Cambridge University Press
2
Centre for Economic Policy Research
2
Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Board of Governors
2
Hochschule für Bankwirtschaft
2
Indien / Central Board of Irrigation and Power
2
Institutt for Foretaksøkonomi <Bergen, Norwegen>
2
International Centre for Trade and Sustainable Development
2
International Energy Agency
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
Finance research letters
117
International journal of financial engineering
116
Computational economics
111
Journal of mathematical finance
107
Risks : open access journal
99
Research paper series / Swiss Finance Institute
86
The North American journal of economics and finance : a journal of financial economics studies
83
Journal of financial economics
81
The European journal of finance
81
Asia-Pacific financial markets
77
Journal of econometrics
69
Energy economics
60
NBER working paper series
60
Journal of financial and quantitative analysis : JFQA
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
The journal of finance : the journal of the American Finance Association
55
SFB 649 discussion paper
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
45
more ...
less ...
Source
All
ECONIS (ZBW)
14,372
RePEc
6
EconStor
1
Showing
1
-
10
of
14,379
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
2
Jumps in option prices and their determinants : real-time evidence from the E-mini S&P 500 options market
Kapetanios, George
;
Konstantinidi, Eirini
;
Neumann, Michael
- In:
Journal of financial markets
46
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012317888
Saved in:
3
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:
4
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:
5
Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10013373347
Saved in:
6
The impact of market maker copetition on market quality : evidence from an options exchange
Aspris, Angelo
;
Frino, Alex
;
Lepone, Andrew
- In:
Australasian accounting business and finance journal : AABF
6
(
2012
)
5
,
pp. 23-46
Persistent link: https://www.econbiz.de/10010244999
Saved in:
7
Non-tradability interval for heterogeneous rational players in the option markets
Shvimer, Yossi
;
Herbon, Avi
- In:
Computational management science
19
(
2022
)
1
,
pp. 133-157
Persistent link: https://www.econbiz.de/10012817300
Saved in:
8
An analytical approximation approach for pricing European options in a two-price economy
Li, Zhe
;
Zhang, Weiguo
;
Zhang, Yue
;
Yi, Zhigao
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012201210
Saved in:
9
Liquidity-free implied volatilities : an approach using conic finance
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012815112
Saved in:
10
The options market reaction to bank loan announcements
Anagnostopoulou, Seraina C.
;
Ferentinou, Aikaterini C.
; …
- In:
Journal of financial services research : JFSR
53
(
2018
)
1
,
pp. 99-139
Persistent link: https://www.econbiz.de/10012023932
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...
//-->