//--> //--> //--> //-->
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
Magnitude and sign scaling in...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Volatility
40,701
Volatilität
39,610
Theorie
9,870
Theory
9,851
Börsenkurs
9,259
Share price
9,236
Schätzung
8,502
Estimation
8,469
Capital income
7,038
Kapitaleinkommen
7,038
ARCH-Modell
6,335
ARCH model
6,327
Aktienmarkt
5,784
Stock market
5,771
Welt
4,761
World
4,743
Exchange rate
4,559
Wechselkurs
4,548
USA
4,118
United States
4,097
Option pricing theory
3,810
Stochastischer Prozess
3,797
Stochastic process
3,790
Prognoseverfahren
3,758
Forecasting model
3,748
Zeitreihenanalyse
3,212
Time series analysis
3,200
volatility
2,636
Risk
2,568
Risiko
2,502
Oil price
2,353
Ölpreis
2,349
Spillover-Effekt
2,288
Spillover effect
2,285
Finanzmarkt
2,158
Financial market
2,153
Portfolio-Management
2,144
Portfolio selection
2,143
Business cycle
1,862
more ...
less ...
Online availability
All
Free
1,365
Undetermined
1,101
Type of publication
All
Article
2,220
Book / Working Paper
1,602
Type of publication (narrower categories)
All
Article in journal
2,126
Aufsatz in Zeitschrift
2,126
Graue Literatur
429
Non-commercial literature
429
Working Paper
394
Arbeitspapier
392
Hochschulschrift
97
Aufsatz im Buch
91
Book section
91
Thesis
70
Collection of articles written by one author
16
Sammlung
16
Collection of articles of several authors
15
Conference paper
15
Konferenzbeitrag
15
Sammelwerk
15
Forschungsbericht
11
Bibliografie enthalten
7
Bibliography included
7
Lehrbuch
7
Textbook
6
Amtsdruckschrift
4
Aufsatzsammlung
4
Government document
4
Dissertation u.a. Prüfungsschriften
3
Accompanied by computer file
2
Bibliografie
2
Elektronischer Datenträger als Beilage
2
Konferenzschrift
2
Systematic review
2
Übersichtsarbeit
2
CD-ROM, DVD
1
Handbook
1
Handbuch
1
Ratgeber
1
more ...
less ...
Language
All
English
3,768
German
53
French
2
Spanish
1
Undetermined
1
Author
All
Cui, Zhenyu
44
Carr, Peter
26
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Jacobs, Kris
24
Gatheral, Jim
22
Härdle, Wolfgang
21
Nguyen, Duy
21
Lorig, Matthew
20
Takahashi, Akihiko
20
Zhang, Jin E.
20
Alòs, Elisa
19
Guyon, Julien
19
Christoffersen, Peter F.
18
Fengler, Matthias R.
18
Wang, Xingchun
16
Benth, Fred Espen
15
Escobar, Marcos
15
Grasselli, Martino
15
Elliott, Robert J.
14
Forde, Martin
14
Fouque, Jean-Pierre
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Oosterlee, Cornelis W.
14
Schoutens, Wim
14
Skiadopoulos, George
14
Wu, Liuren
14
Ewald, Christian-Oliver
13
Grzelak, Lech A.
13
Madan, Dilip B.
13
Todorov, Viktor
13
Wong, Hoi Ying
13
Zheng, Wendong
13
Fabozzi, Frank J.
12
Heston, Steven L.
12
Kwok, Yue-Kuen
12
Lian, Guanghua
12
Ortega, Juan-Pablo
12
more ...
less ...
Institution
All
National Bureau of Economic Research
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
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 of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Ulm
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
Wharton School / Finance Department
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
156
Quantitative finance
104
The journal of futures markets
78
Journal of banking & finance
74
Applied mathematical finance
72
The journal of computational finance
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
49
International journal of financial engineering
47
Finance research letters
45
European journal of operational research : EJOR
42
Finance and stochastics
40
Journal of econometrics
39
Computational economics
38
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of mathematical finance
36
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Journal of economic dynamics & control
35
Risks : open access journal
30
Research paper series / Swiss Finance Institute
27
Insurance / Mathematics & economics
26
Journal of financial economics
26
Review of quantitative finance and accounting
26
Annals of finance
25
International review of economics & finance : IREF
23
The European journal of finance
23
Applied economics
21
Energy economics
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Journal of empirical finance
19
Journal of risk and financial management : JRFM
18
Economic modelling
17
Asia-Pacific financial markets
16
International review of financial analysis
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Journal of financial and quantitative analysis : JFQA
15
The journal of finance : the journal of the American Finance Association
15
Asia-Pacific journal of financial studies
14
Discussion paper / Tinbergen Institute
14
more ...
less ...
Source
All
ECONIS (ZBW)
3,815
USB Cologne (EcoSocSci)
5
EconStor
2
Showing
1
-
10
of
3,822
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analytically pricing variance and
volatility
swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
2
Applying the barycentric Jacobi spectral method to price options with transaction costs in a fractional Black-Scholes framework
Nteumagné, B. F.
;
Pindza, E.
;
Maré, E.
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 35-46
Persistent link: https://www.econbiz.de/10010422895
Saved in:
3
Modeling and valuation of energy structures : analylsis., econometrics, and numerics
Mahoney, Daniel
-
2016
Persistent link: https://www.econbiz.de/10011399615
Saved in:
4
Commodity spread option pricing and the economic fundamentals of crack spreads
Kolpakov, Ilya
-
2014
Persistent link: https://www.econbiz.de/10010516044
Saved in:
5
Impacts of derivative markets on spot market
volatility
and their persistence
Fong, Lik
;
Han, Chulwoo
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
Saved in:
6
Volatility
forecasting using financial statement information
Sridharan, Suhas A.
- In:
The accounting review : a publication of the American …
90
(
2015
)
5
,
pp. 2079-2106
Persistent link: https://www.econbiz.de/10011375882
Saved in:
7
At least-squares approach for estimating the
volatility
implied by option premia : overcoming smiles and frowns
Kensinger, John W.
- In:
Research in finance
31
(
2015
),
pp. 173-185
Persistent link: https://www.econbiz.de/10011347423
Saved in:
8
Option smiling when investors' estimates of asset
volatility
disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
9
Are real options "real"? : isolating uncertainty from risk in real options analysis
So, Leh-Chyan
- In:
Annals of financial economics
9
(
2014
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010489151
Saved in:
10
Volatility
analysis of Shanghai composite index and financial crises
Sheraz, Muhammad
;
Breda, Vasile
-
2016
Persistent link: https://www.econbiz.de/10013164574
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...
//-->