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~subject:"Volatilität"
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Volatilität
Theorie
620,770
Theory
605,685
USA
44,428
United States
43,253
Volatility
40,251
Schätzung
35,451
Estimation
34,584
Welt
28,663
World
27,971
Geldpolitik
23,296
Deutschland
23,096
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22,539
Germany
21,671
Portfolio-Management
20,820
Portfolio selection
20,610
Risiko
19,443
Risk
19,280
Börsenkurs
18,436
Share price
18,153
Mathematische Optimierung
17,195
Mathematical programming
17,087
Stochastischer Prozess
16,976
Stochastic process
16,534
Prognoseverfahren
16,233
Forecasting model
15,937
Zeitreihenanalyse
14,801
Optionspreistheorie
14,691
Time series analysis
14,379
Option pricing theory
14,233
Wirtschaftswachstum
14,199
Kapitaleinkommen
13,721
Capital income
13,667
Economic growth
13,577
Spieltheorie
12,896
Game theory
12,175
Experiment
11,540
Schätztheorie
11,505
Estimation theory
11,109
Finanzmarkt
11,076
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Free
15,493
Undetermined
10,042
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Article
22,074
Book / Working Paper
17,988
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1
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Article in journal
20,818
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7,524
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7,139
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7,139
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6,882
Aufsatz im Buch
1,179
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1,179
Hochschulschrift
657
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514
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175
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175
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127
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74
Amtsdruckschrift
59
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59
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54
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43
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30
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29
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21
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21
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39,270
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569
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9
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5
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5
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4
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4
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1
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1
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1
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McAleer, Michael
299
Gupta, Rangan
226
Caporale, Guglielmo Maria
178
Bollerslev, Tim
145
Chang, Chia-Lin
113
Diebold, Francis X.
110
Pierdzioch, Christian
106
Bouri, Elie
104
Andersen, Torben
98
Spagnolo, Nicola
98
Aizenman, Joshua
97
Ma, Feng
91
Härdle, Wolfgang
85
Bekaert, Geert
81
Koopman, Siem Jan
80
Hautsch, Nikolaus
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
73
Engle, Robert F.
72
Todorov, Viktor
68
Buch, Claudia M.
67
McMillan, David G.
67
Caporin, Massimiliano
66
Lux, Thomas
66
Asai, Manabu
64
Tiwari, Aviral Kumar
64
Kočenda, Evžen
62
Chiarella, Carl
61
Corbet, Shaen
59
Kang, Sang Hoon
56
Lucey, Brian M.
56
Wohar, Mark E.
56
Caballero, Ricardo J.
55
Gil-Alaña, Luis A.
55
Christoffersen, Peter F.
53
Clements, Adam
52
Mumtaz, Haroon
51
Allen, David E.
50
Belke, Ansgar
50
Christiansen, Charlotte
50
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All
National Bureau of Economic Research
495
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Centre for Analytical Finance <Århus>
19
World Bank
18
International Monetary Fund
17
National Centre of Competence in Research North South <Bern>
17
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
Swiss National Centre of Competence in Research North South <Bern>
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
Instituto Valenciano de Investigaciones Económicas
7
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Finance and Accounting <London>
6
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
5
Massachusetts Institute of Technology / Department of Economics
5
National Centre of Competence in Research - Financial Valuation and Risk Management
5
The Wharton Financial Institutions Center
5
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
4
Center for Economic Research <Tilburg>
4
Econometrisch Instituut <Rotterdam>
4
Europäische Kommission / Generaldirektion Wissenschaft, Forschung und Entwicklung
4
Federal Reserve System / Board of Governors
4
Inter-American Development Bank / Office of the Chief Economist
4
Nuffield College
4
School of Accounting, Economics and Finance <Geelong>
4
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Energy economics
598
Finance research letters
514
NBER working paper series
483
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
NBER Working Paper
416
Applied economics
376
Journal of banking & finance
374
International review of economics & finance : IREF
360
The journal of futures markets
357
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
265
Journal of empirical finance
260
Applied economics letters
257
Research in international business and finance
253
Working paper
248
Economics letters
246
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
237
Journal of international money and finance
224
Journal of risk and financial management : JRFM
197
Discussion paper / Tinbergen Institute
195
Journal of financial economics
184
Quantitative finance
183
CESifo working papers
170
Pacific-Basin finance journal
169
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
147
Journal of economic dynamics & control
147
International journal of finance & economics : IJFE
146
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
125
Research paper series / Swiss Finance Institute
118
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Source
All
ECONIS (ZBW)
39,077
EconStor
680
USB Cologne (business full texts)
152
USB Cologne (EcoSocSci)
129
OLC EcoSci
11
BASE
6
RePEc
5
ArchiDok
3
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Showing
1
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10
of
40,063
Sort
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date (newest first)
date (oldest first)
1
Exotic option pricing in Heston's stochastic
volatility
model
Griebsch, Susanne A.
-
2008
Persistent link: https://www.econbiz.de/10003881039
Saved in:
2
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
Saved in:
3
A simple approach to pricing American options under the Heston stochastic
volatility
model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003985507
Saved in:
4
Exotic derivatives under stochastic
volatility
models with jumps
Mijatovi´c, Aleksandar
;
Pistorius, Martijn
- In:
Advanced mathematical methods for finance
,
(pp. 455-508)
.
2011
Persistent link: https://www.econbiz.de/10008991275
Saved in:
5
Conditional density models for asset pricing
Filipović, Damir
;
Hughston, Lane P.
;
Macrina, Andrea
-
2010
along with the specification of (a) the initial density, and (b) the
volatility
structure of the density. The
volatility
…
Persistent link: https://www.econbiz.de/10008797695
Saved in:
6
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:
7
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
8
Conjoint analysis of option and
volatility
models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
9
Performance of the Heston's stochastic
volatility
model : a study in Indian index options market
Singh, Shivam
;
Dixit, Alok
- In:
Theoretical economics letters
6
(
2016
)
2
,
pp. 151-165
Persistent link: https://www.econbiz.de/10011545451
Saved in:
10
Analytic pricing of
volatility
-equity options within Wishart-based stochastic
volatility
models
Fonseca, José da
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Operations research letters
43
(
2015
)
6
,
pp. 601-607
Persistent link: https://www.econbiz.de/10011416324
Saved in:
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