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:"Theorie"
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
A role for preferred stock in...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
Theory
18
Börsenkurs
10
Share price
10
USA
9
United States
9
CAPM
7
Derivat
5
Derivative
5
Interest rate derivative
5
Option pricing theory
5
Optionspreistheorie
5
Zinsderivat
5
Financial market
4
Finanzmarkt
4
Volatility
4
Volatilität
4
Yield curve
4
Zinsstruktur
4
Estimation
3
Interest rate
3
International sovereign debt
3
Internationale Staatsschulden
3
Schätzung
3
Zins
3
Currency derivative
2
Developing countries
2
Entwicklungsländer
2
Hedging
2
Information value
2
Informationswert
2
Portfolio selection
2
Portfolio-Management
2
Regulation
2
Regulierung
2
Risikoprämie
2
Risk premium
2
Währungsderivat
2
1912-1984
1
1947-1983
1
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Article
16
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Arbeitspapier
2
Working Paper
2
Language
All
English
18
Author
All
Scott, Louis O.
16
Chen, Ren-Raw
5
Blay, Kenneth
2
Cavaglia, Stefano
2
Scott, Louis
2
Chesney, Marc
1
Follain, James R.
1
Gupta, Tarun
1
Hixon, Scott
1
Yang, Tyler
1
more ...
less ...
Published in...
All
IMF working papers
2
Journal of financial and quantitative analysis : JFQA
2
The journal of real estate finance and economics
2
Advances in futures and options research : a research annual
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Special issue on public policy and real-estate finance
1
Staff papers / International Monetary Fund
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of fixed income
1
The journal of futures markets
1
The journal of portfolio management : JPM
1
The quarterly review of economics and business : journal of the Midwest Economics Association
1
The review of economics and statistics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Random-variance option pricing : empirical tests of the model and delta-sigma hedging
Scott, Louis O.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 113-135
Persistent link: https://www.econbiz.de/10001123293
Saved in:
2
Stock price changes with random volatility and jumps : some empirical evidence
Scott, Louis O.
- In:
The quarterly review of economics and business : …
29
(
1989
)
1
,
pp. 21-32
Persistent link: https://www.econbiz.de/10001099846
Saved in:
3
Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates : applications of Fourier inversion methods
Scott, Louis O.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 413-426
Persistent link: https://www.econbiz.de/10001232775
Saved in:
4
Stock prices and market fundamentals in a consumption-based capital-asset-pricing model
Scott, Louis O.
- In:
Advances in quantitative analysis of finance and …
1
(
1991
),
pp. 45-69
Persistent link: https://www.econbiz.de/10001112445
Saved in:
5
The information content of prices in derivative security markets
Scott, Louis O.
- In:
Staff papers / International Monetary Fund
39
(
1992
)
3
,
pp. 596-625
Persistent link: https://www.econbiz.de/10001131429
Saved in:
6
Estimating the marginal rate of substitution in the intertemporal capital asset pricing model
Scott, Louis O.
- In:
The review of economics and statistics
71
(
1989
)
3
,
pp. 365-375
Persistent link: https://www.econbiz.de/10001074942
Saved in:
7
Option pricing when the variance changes randomly : theory, estimation, and an application
Scott, Louis O.
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
4
,
pp. 419-438
Persistent link: https://www.econbiz.de/10001043904
Saved in:
8
Multi-factor Cox-Ingersoll-Ross models of the term structure : estimates and tests from a Kalman filter model
Chen, Ren-Raw
;
Scott, Louis O.
- In:
The journal of real estate finance and economics
27
(
2003
)
2
,
pp. 143-172
Persistent link: https://www.econbiz.de/10001788887
Saved in:
9
Interest rate options in multifactor Cox-Ingersoll-Ross models of the term structure
Chen, Ren-Raw
- In:
The journal of derivatives : the official publication …
3
(
1995
)
2
,
pp. 53-72
Persistent link: https://www.econbiz.de/10001223183
Saved in:
10
Maximum likelihood estimation for a multifactor equilibrium model of the term structure of interest rates
Chen, Ren-Raw
- In:
The journal of fixed income
3
(
1993
)
3
,
pp. 14-31
Persistent link: https://www.econbiz.de/10001157476
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
