//--> //--> //--> //-->
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:"Optionspreistheorie"
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
Time-to-expiry seasonalities i...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Großbritannien
136,367
United Kingdom
96,144
Volatility
40,917
Volatilität
40,649
Theorie
21,140
Theory
20,766
USA
17,026
United States
15,568
Deutschland
14,185
Schätzung
14,175
Derivat
13,959
Derivative
13,925
Estimation
13,695
Germany
11,847
Börsenkurs
11,661
Share price
11,464
Frankreich
8,535
Kapitaleinkommen
8,514
Capital income
8,484
Welt
8,354
World
8,215
EU-Staaten
7,627
EU countries
7,487
Aktienmarkt
6,860
France
6,779
Stock market
6,765
ARCH-Modell
6,614
ARCH model
6,540
Option pricing theory
5,726
Wechselkurs
5,568
Exchange rate
5,445
Prognoseverfahren
4,940
Forecasting model
4,870
Geldpolitik
4,819
Zeitreihenanalyse
4,796
Time series analysis
4,692
Japan
4,640
Stochastischer Prozess
4,339
Vergleich
4,295
more ...
less ...
Online availability
All
Free
1,967
Undetermined
1,542
Type of publication
All
Article
3,205
Book / Working Paper
2,604
Journal
6
Type of publication (narrower categories)
All
Article in journal
3,029
Aufsatz in Zeitschrift
3,029
Graue Literatur
615
Non-commercial literature
615
Working Paper
592
Arbeitspapier
558
Hochschulschrift
189
Aufsatz im Buch
158
Book section
158
Thesis
139
Lehrbuch
103
Textbook
94
Collection of articles of several authors
33
Sammelwerk
33
Collection of articles written by one author
29
Sammlung
29
Aufsatzsammlung
23
Conference paper
23
Konferenzbeitrag
23
Bibliografie enthalten
22
Bibliography included
22
Glossar enthalten
21
Glossary included
21
Forschungsbericht
12
Dissertation u.a. Prüfungsschriften
9
Bibliografie
8
CD-ROM, DVD
7
Handbook
7
Handbuch
7
Accompanied by computer file
6
Elektronischer Datenträger als Beilage
6
Amtsdruckschrift
5
Government document
5
Mehrbändiges Werk
5
Multi-volume publication
5
Ratgeber
5
Konferenzschrift
4
Aufgabensammlung
3
Rezension
3
Systematic review
3
more ...
less ...
Language
All
English
5,617
German
180
French
10
Spanish
3
Undetermined
3
Italian
2
Croatian
1
Hungarian
1
Swedish
1
more ...
less ...
Author
All
Cui, Zhenyu
48
Härdle, Wolfgang
38
Carr, Peter
35
Hull, John
32
Chiarella, Carl
30
Schoutens, Wim
29
Madan, Dilip B.
28
Takahashi, Akihiko
27
Wang, Xingchun
27
Fabozzi, Frank J.
26
Jacquier, Antoine (Jack)
25
Jacobs, Kris
24
Benth, Fred Espen
23
Gatheral, Jim
22
Joshi, Mark S.
22
Zhang, Jin E.
22
Fengler, Matthias R.
21
Lorig, Matthew
21
Nguyen, Duy
21
Alòs, Elisa
20
Elliott, Robert J.
19
Guyon, Julien
19
Branger, Nicole
18
Christoffersen, Peter F.
18
Escobar, Marcos
18
Oosterlee, Cornelis W.
18
Prokopczuk, Marcel
18
Ewald, Christian-Oliver
17
Hess, Markus
17
Schlag, Christian
17
Schlögl, Erik
17
Filipović, Damir
16
Grzelak, Lech A.
16
Wong, Hoi Ying
16
Fouque, Jean-Pierre
15
Grasselli, Martino
15
Jiang, George J.
15
Kyriakou, Ioannis
15
Le Floc'h, Fabien
15
Platen, Eckhard
15
more ...
less ...
Institution
All
National Bureau of Economic Research
18
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Centre for Analytical Finance <Århus>
7
Institut für Schweizerisches Bankwesen <Zürich>
6
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Centre of Financial Studies
2
Eberhard Karls Universität Tübingen
2
Institute of Finance and Accounting <London>
2
International Association of Financial Engineers
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Pearson Studium
2
Springer Fachmedien Wiesbaden
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Central Electricity Generating Board
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Deutsche Forschungsgemeinschaft
1
Econometrisch Instituut <Rotterdam>
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 Chicago
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Hochschule für Bankwirtschaft
1
Institute for Fiscal Studies
1
International Center for Financial Asset Management and Engineering
1
International Center for Financial Asset Management and Engineering <Genève>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Judge Institute of Management Studies
1
Karlsruher Institut für Technologie
1
Københavns Universitet / Økonomisk Institut
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
230
Quantitative finance
132
Applied mathematical finance
120
The journal of futures markets
104
Journal of banking & finance
93
The journal of computational finance
92
Review of derivatives research
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
European journal of operational research : EJOR
61
Journal of mathematical finance
61
International journal of financial engineering
60
Finance research letters
58
Finance and stochastics
56
The journal of derivatives : the official publication of the International Association of Financial Engineers
54
Computational economics
50
Journal of economic dynamics & control
50
The North American journal of economics and finance : a journal of financial economics studies
50
Risks : open access journal
47
Journal of econometrics
43
Insurance / Mathematics & economics
38
Research paper series / Swiss Finance Institute
36
The European journal of finance
36
Annals of finance
35
Energy economics
35
Journal of financial economics
31
Review of quantitative finance and accounting
29
International review of economics & finance : IREF
27
Journal of risk and financial management : JRFM
26
Applied economics
24
Asia-Pacific financial markets
24
International review of financial analysis
24
Economic modelling
23
Journal of empirical finance
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
The journal of derivatives : JOD
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
SFB 649 discussion paper
21
The journal of finance : the journal of the American Finance Association
21
Applied economics letters
19
more ...
less ...
Source
All
ECONIS (ZBW)
5,743
EconStor
34
USB Cologne (EcoSocSci)
21
USB Cologne (business full texts)
15
OLC EcoSci
2
Showing
1
-
10
of
5,815
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Unspanned stochastic
volatility
in affine models : evidence from eurodollar futures and options
Bikbov, Ruslan
;
Chernov, Mikhail
- In:
Management science : journal of the Institute for …
55
(
2009
)
8
,
pp. 1292-1305
Persistent link: https://www.econbiz.de/10003885380
Saved in:
2
Essays in asset pricing and macroeconomics
Bikbov, Ruslan
-
2006
Persistent link: https://www.econbiz.de/10009273658
Saved in:
3
Informational content of
volatility
forecasts in Eurodollar markets
Kim, Kwanho
- In:
Global business and finance review
21
(
2016
)
2
,
pp. 86-99
Persistent link: https://www.econbiz.de/10011607982
Saved in:
4
Variance bounds test of
volatility
expectations in eurodollar futures options markets
Kim, Kwanho
;
Poonvoralak, Wantanee
- In:
Global business and finance review
24
(
2019
)
2
,
pp. 20-32
Persistent link: https://www.econbiz.de/10012121276
Saved in:
5
Pricing and hedging European energy derivatives : a case study of WTI oil options
Hsu, Chih-chen
;
Lin, Shih-kuei
;
Chen, Ting-fu
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
3
,
pp. 317-355
Persistent link: https://www.econbiz.de/10010408044
Saved in:
6
Pricing and hedging American fixed-income derivatives with implied
volatility
structures in the two-factor Heath-Jarrow-Morton model
Zeto, Samuel Yau Man
- In:
The journal of futures markets
22
(
2002
)
9
,
pp. 839-875
Persistent link: https://www.econbiz.de/10001696688
Saved in:
7
An integrated approach to the hedging and pricing of Eurodollar derivatives
Jarrow, Robert A.
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
2
,
pp. 271-299
Persistent link: https://www.econbiz.de/10001227995
Saved in:
8
Pricing Eurodollar futures options with the Heath-Jarrow-Morton model
Cakici, Nusret
;
Zhu, Jintao
- In:
The journal of futures markets
21
(
2001
)
7
,
pp. 655-680
Persistent link: https://www.econbiz.de/10001588271
Saved in:
9
Eurodollar futures pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
Saved in:
10
Implementation of the BDT model with different
volatility
estimators : applications to Eurodollar futures options
Bali, Turan G.
;
Karagozoglu, Ahmet K.
- In:
The journal of fixed income
8
(
1999
)
4
,
pp. 24-34
Persistent link: https://www.econbiz.de/10001432399
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...
//-->