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~subject:"Optionspreistheorie"
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Optionspreistheorie
Volatility
40,701
Volatilität
40,432
Option pricing theory
14,299
Theorie
13,422
Theory
13,060
Börsenkurs
9,664
Share price
9,520
Schätzung
8,962
Estimation
8,770
Kapitaleinkommen
7,285
Capital income
7,258
ARCH-Modell
6,530
ARCH model
6,459
Aktienmarkt
5,876
Stock market
5,812
Stochastischer Prozess
5,358
Stochastic process
5,260
Welt
4,907
World
4,809
USA
4,808
Wechselkurs
4,675
United States
4,664
Exchange rate
4,580
Prognoseverfahren
3,973
Forecasting model
3,919
Optionsgeschäft
3,371
Option trading
3,347
Zeitreihenanalyse
3,308
Derivat
3,298
Derivative
3,290
Time series analysis
3,225
Portfolio-Management
3,144
Portfolio selection
3,116
Risk
3,048
Risiko
3,006
volatility
2,636
CAPM
2,446
Finanzmarkt
2,410
Ölpreis
2,365
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Online availability
All
Free
4,622
Undetermined
2,935
Type of publication
All
Article
7,930
Book / Working Paper
6,807
Journal
20
Type of publication (narrower categories)
All
Article in journal
7,335
Aufsatz in Zeitschrift
7,335
Graue Literatur
1,775
Non-commercial literature
1,775
Working Paper
1,757
Arbeitspapier
1,605
Hochschulschrift
569
Aufsatz im Buch
531
Book section
531
Thesis
450
Lehrbuch
184
Textbook
172
Collection of articles of several authors
121
Sammelwerk
121
Dissertation u.a. Prüfungsschriften
81
Collection of articles written by one author
80
Sammlung
80
Bibliografie enthalten
77
Bibliography included
77
Aufsatzsammlung
73
Conference paper
44
Konferenzbeitrag
44
Forschungsbericht
40
Glossar enthalten
31
Glossary included
31
Konferenzschrift
28
Handbook
27
Handbuch
27
Systematic review
21
Übersichtsarbeit
21
Amtsdruckschrift
18
Government document
18
Reprint
16
Bibliografie
15
Conference proceedings
15
Einführung
12
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12
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12
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11
CD-ROM, DVD
11
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English
14,033
German
635
French
39
Undetermined
20
Spanish
19
Italian
14
Portuguese
5
Croatian
1
Hungarian
1
Dutch
1
Polish
1
Russian
1
Swedish
1
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Author
All
Madan, Dilip B.
90
Cui, Zhenyu
73
Härdle, Wolfgang
71
Fabozzi, Frank J.
67
Joshi, Mark S.
66
Carr, Peter
60
Takahashi, Akihiko
59
Schoutens, Wim
57
Chiarella, Carl
53
Stentoft, Lars
52
Elliott, Robert J.
49
Jacobs, Kris
46
Hull, John
42
Wystup, Uwe
40
Benth, Fred Espen
38
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
36
Jarrow, Robert A.
35
Schlögl, Erik
35
Belomestny, Denis
34
Chesney, Marc
33
Kim, Young Shin
33
Fusai, Gianluca
32
Wang, Xingchun
32
Christoffersen, Peter F.
31
Korn, Ralf
31
Siu, Tak Kuen
31
Zhang, Jin E.
31
Barone-Adesi, Giovanni
30
Ewald, Christian-Oliver
30
Platen, Eckhard
30
Račev, Svetlozar T.
30
Schwartz, Eduardo S.
30
Jacquier, Antoine (Jack)
28
Lee, Cheng F.
28
Nguyen, Duy
28
Perrakis, Stylianos
28
Schoenmakers, John
28
Wilmott, Paul
28
Wong, Hoi Ying
28
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Institution
All
National Bureau of Economic Research
60
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Institut für Schweizerisches Bankwesen <Zürich>
14
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
Centre for Economic Policy Research
3
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 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
Eberhard Karls Universität Tübingen
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
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Published in...
All
International journal of theoretical and applied finance
466
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
240
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
196
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
130
International journal of financial engineering
116
Finance research letters
111
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
96
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
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
46
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Source
All
ECONIS (ZBW)
14,356
USB Cologne (EcoSocSci)
169
EconStor
154
USB Cologne (business full texts)
67
OLC EcoSci
6
BASE
5
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1
Implied and local
volatility
surfaces for South African index and foreign exchange options
Kotzé, Antonie
;
Oosthuizen, Rudolf
;
Pindza, Edson
- In:
Journal of risk and financial management : JRFM
8
(
2015
)
1
,
pp. 43-82
volatility
. Many exotics are priced in a local
volatility
framework. Pricing under local
volatility
has become a field of … that assumes a constant
volatility
. The Johannesburg Stock Exchange (JSE) lists exotic options on its Can-Do platform. Most … exotic options listed on the JSE’s derivative exchanges are valued by local
volatility
models. These models needs a local …
Persistent link: https://www.econbiz.de/10011552872
Saved in:
2
A general closed form option pricing formula
Necula, Ciprian
;
Drimus, Gabriel
;
Farkas, Walter
-
2016
-
This version: 10 March 2016
that the resulting implied
volatility
curves provide an accurate approximation for a wide range of strike prices. Based on …
Persistent link: https://www.econbiz.de/10011506359
Saved in:
3
Quanto pricing beyond Black-Scholes
Fink, Holger Maria
;
Mittnik, Stefan
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
3
,
pp. 1-27
, we propose a new
calibration
procedure, carry out extensive analyses of parameter stability and assess the goodness of …
Persistent link: https://www.econbiz.de/10012520134
Saved in:
4
Replication scheme for the pricing of European options
Funahashi, Hideharu
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012652628
Saved in:
5
Empirical performance of stochastic
volatility
option pricing models
Stilger, Przemyslaw S.
;
Ngoc Quynh Anh Nguyen
;
Tri Minh …
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012654781
Saved in:
6
Collocating
volatility
: a competitive alternative to stochastic local
volatility
models
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012496758
Saved in:
7
Calibration
of local
volatility
model with stochastic interestrates by efficient numerical PDE methods
Hok, Julien
;
Tan, Shih-Hau
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 609-637
Persistent link: https://www.econbiz.de/10012127281
Saved in:
8
Mathematical analysis of financial model on market price with stochastic
volatility
Mondal, Mitun Kumar
;
Alim, Md. Abdul
;
Rahman, Md. Faizur
; …
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 351-365
Persistent link: https://www.econbiz.de/10011673935
Saved in:
9
A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
Saved in:
10
A nonparametric local
volatility
model for swaptions smile
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 35-62
Persistent link: https://www.econbiz.de/10011860899
Saved in:
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