//--> //--> //--> //-->
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 trading"
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
Information-based model with n...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option trading
CAPM
18,903
Theorie
16,942
Theory
16,745
Optionspreistheorie
14,731
Option pricing theory
14,273
Markov chain
7,824
Markov-Kette
7,537
Volatilität
6,614
Volatility
6,540
Kapitaleinkommen
5,909
Capital income
5,895
Schätzung
5,394
Estimation
5,341
Portfolio-Management
5,052
Portfolio selection
5,028
Börsenkurs
4,626
Share price
4,595
Stochastischer Prozess
4,323
Stochastic process
4,269
Risikoprämie
3,512
Risk premium
3,496
Rohstoffpreis
3,419
Commodity price
3,250
USA
3,052
United States
3,000
Optionsgeschäft
2,911
Derivat
2,883
Derivative
2,881
Risk
2,837
Risiko
2,827
Welt
2,401
World
2,343
Aktienmarkt
2,112
Stock market
2,071
Prognoseverfahren
1,854
Forecasting model
1,838
Zinsstruktur
1,753
Yield curve
1,739
Hedging
1,652
more ...
less ...
Online availability
All
Free
923
Undetermined
839
Type of publication
All
Article
1,755
Book / Working Paper
1,136
Journal
1
Type of publication (narrower categories)
All
Article in journal
1,661
Aufsatz in Zeitschrift
1,661
Graue Literatur
242
Non-commercial literature
242
Arbeitspapier
231
Working Paper
231
Aufsatz im Buch
79
Book section
79
Hochschulschrift
62
Thesis
42
Lehrbuch
28
Textbook
27
Glossar enthalten
18
Glossary included
18
Collection of articles of several authors
14
Sammelwerk
14
Handbook
12
Handbuch
12
Bibliografie enthalten
9
Bibliography included
9
Collection of articles written by one author
9
Sammlung
9
Aufsatzsammlung
7
Conference paper
6
Konferenzbeitrag
6
Accompanied by computer file
4
Elektronischer Datenträger als Beilage
4
Forschungsbericht
3
Guidebook
3
Ratgeber
3
Reprint
3
Amtsdruckschrift
2
Bibliografie
2
CD-ROM, DVD
2
Government document
2
Mehrbändiges Werk
2
Multi-volume publication
2
Rezension
2
Aufgabensammlung
1
Diskette
1
more ...
less ...
Language
All
English
2,824
German
59
French
5
Italian
3
Spanish
1
Author
All
Hull, John
25
Cui, Zhenyu
21
Wang, Xingchun
20
Madan, Dilip B.
18
Joshi, Mark S.
17
Stentoft, Lars
17
Lee, Hangsuck
16
Carr, Peter
14
Fusai, Gianluca
13
Zhang, Jin E.
13
Orosi, Greg
12
Guirguis, Michel
11
Jacobs, Kris
11
Schoutens, Wim
11
Alghalith, Moawia
10
Ewald, Christian-Oliver
10
Fabozzi, Frank J.
10
Kräussl, Roman
10
Levendorskii, Sergei
10
Perrakis, Stylianos
10
Ryu, Doojin
10
Zanette, Antonino
10
Chen, An
9
Escobar, Marcos
9
Kwok, Yue-Kuen
9
Kyriakou, Ioannis
9
Lee, Minha
9
Li, Lingfei
9
Stork, Philip
9
Takahashi, Akihiko
9
Zhu, Song-Ping
9
Alexander, Carol
8
Bayraktar, Erhan
8
Bernales, Alejandro
8
Bernard, Carole
8
Broeders, Dirk
8
Cai, Ning
8
Constantinides, George M.
8
He, Xin-Jiang
8
Hobson, David G.
8
more ...
less ...
Institution
All
National Bureau of Economic Research
8
Center for Economic Research <Tilburg>
5
Centre for Analytical Finance <Århus>
4
Christian-Albrechts-Universität zu Kiel
3
Institut for Finansiering <Frederiksberg>
2
International Centre for Trade and Sustainable Development
2
Judge Institute of Management Studies
2
Weltwirtschaftsforum
2
Australian National University / Faculty of Economics and Commerce
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Chambre de commerce et d'industrie de Paris
1
Deutsche Forschungsgemeinschaft
1
EOE
1
Eberhard Karls Universität Tübingen
1
Energy, Mines and Resources, Canada
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
Federal Reserve Bank of Chicago
1
FernUniversität in Hagen
1
Institute for Fiscal Studies
1
Investors Intelligence
1
Johannes Gutenberg-Universität Mainz
1
Karlsruher Institut für Technologie
1
New York Institute of Finance
1
Pearson Studium
1
Practising Law Institute
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
USA / Subcommittee on Civil Service, Post Office, and General Services
1
United States / Securities and Exchange Commission / Division of Trading and Exchanges
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of York / Department of Economics and Related Studies
1
Universität Konstanz
1
Wiley-VCH
1
more ...
less ...
Published in...
All
The journal of futures markets
87
International journal of theoretical and applied finance
84
Review of derivatives research
59
The journal of computational finance
58
Applied mathematical finance
51
Quantitative finance
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
Journal of banking & finance
45
Finance research letters
44
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
36
Finance and stochastics
32
International journal of financial engineering
32
Computational economics
28
European journal of operational research : EJOR
27
Journal of mathematical finance
26
Journal of financial economics
22
Research paper series / Swiss Finance Institute
22
International review of economics & finance : IREF
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Asia-Pacific financial markets
18
Risks : open access journal
18
Review of quantitative finance and accounting
17
The European journal of finance
17
Economic modelling
16
The journal of derivatives : JOD
16
Insurance / Mathematics & economics
15
Applied economics
14
Swiss Finance Institute Research Paper
14
Annals of finance
13
Journal of risk and financial management : JRFM
13
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
International review of financial analysis
12
Journal of financial markets
11
Energy economics
10
Journal of derivatives & hedge funds
10
Journal of risk
10
Operations research letters
10
Theoretical economics letters
10
more ...
less ...
Source
All
ECONIS (ZBW)
2,892
Showing
1
-
10
of
2,892
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
2
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
3
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
Saved in:
4
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
5
Pricing and hedging barrier options under a Markov-modulated double exponential jump diffusion-CIR model
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 330-346
Persistent link: https://www.econbiz.de/10012033703
Saved in:
6
Flexible-forward pricing through Leisen-Reimer trees : implementation and performance comparison with traditional Markov chains
Giribone, Pier Giuseppe
;
Ligato, Simone
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011577108
Saved in:
7
Saddlepoint approximations to option price in a regime-switching model
Zhang, Mengzhe
;
Chan, Leunglung
- In:
Annals of finance
12
(
2016
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10011555421
Saved in:
8
An explicit analytic formula for pricing barrier options with regime switching
Chan, Leunglung
;
Zhu, Song-Ping
- In:
Mathematics and financial economics
9
(
2015
)
1
,
pp. 29-37
Persistent link: https://www.econbiz.de/10010500699
Saved in:
9
Valuation of quanto options in a Markovian regime-switching market : a Markov-modulated Gaussian HJM model
Chen, Son-nan
;
Chiang, Mi-hsiu
;
Hsu, Pao-peng
;
Li, Chang-yi
- In:
Finance research letters
11
(
2014
)
2
,
pp. 161-172
Persistent link: https://www.econbiz.de/10010441191
Saved in:
10
Pricing S&P500 barrier put option of American type under Heston-CIR model with regime-switching
Mehrdoust, Farshid
;
Noorani, Idin
- In:
International journal of financial engineering
6
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012167493
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...
//-->