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
~type_genre:"Reprint"
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
Stochastic Volatility : Option...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
29
Theory
29
Optionspreistheorie
16
Option pricing theory
15
Black-Scholes model
11
Black-Scholes-Modell
11
Volatility
9
Volatilität
9
Stochastic process
8
Stochastischer Prozess
8
Börsenkurs
3
Kapitalanlage
3
Option trading
3
Optionsgeschäft
3
Share price
3
USA
3
United States
3
Aktienoption
2
Bayes-Statistik
2
Bayesian inference
2
Bubbles
2
Capital income
2
Commodity derivative
2
Derivat
2
Derivative
2
Financial investment
2
Forecasting model
2
Interest rate
2
Kapitaleinkommen
2
Markov chain
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Optionsanleihe
2
Prognoseverfahren
2
Real options analysis
2
Realoptionsansatz
2
Rohstoffderivat
2
Simulation
2
Spekulationsblase
2
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
20
Book / Working Paper
15
Type of publication (narrower categories)
All
Reprint
Article in journal
33,222
Aufsatz in Zeitschrift
33,222
Working Paper
11,528
Graue Literatur
10,640
Non-commercial literature
10,640
Arbeitspapier
10,193
Aufsatz im Buch
2,198
Book section
2,198
Hochschulschrift
1,477
Thesis
1,177
Collection of articles of several authors
336
Sammelwerk
336
Lehrbuch
294
Collection of articles written by one author
289
Sammlung
289
Textbook
270
Conference paper
215
Konferenzbeitrag
215
Article
213
Aufsatzsammlung
190
Bibliografie enthalten
153
Bibliography included
153
Dissertation u.a. Prüfungsschriften
151
Konferenzschrift
121
research-article
88
Amtsdruckschrift
82
Government document
82
Forschungsbericht
80
Systematic review
70
Übersichtsarbeit
70
Conference proceedings
58
Case study
42
Fallstudie
42
Handbook
39
Handbuch
39
Glossar enthalten
38
Glossary included
38
Rezension
28
Bibliografie
22
more ...
less ...
Language
All
English
34
Polish
1
Author
All
Kōnstantinidēs, Giōrgos
3
Malliaris, Anastasios G.
3
Merton, Robert C.
3
Black, Fischer
2
Schwartz, Eduardo S.
2
Barnett, William A.
1
Batchelor, Roy A.
1
Boyle, Phelim P.
1
Breeden, Douglas T.
1
Brennan, Michael J.
1
Carlaw, Kenneth
1
Christoffersen, Peter F.
1
Cox, John Carrington
1
Diebold, Francis X.
1
Dua, Pami
1
Garman, Mark B.
1
Geske, Robert Leonard
1
Gibb, Kenneth
1
Hull, John
1
Jacquier, Eric
1
Kemna, A. G. Z.
1
Kohlhagen, Steven W.
1
Li, Jing
1
Lipsey, Richard George
1
Litzenberger, Robert H.
1
Mandelbrot, Benoît B.
1
Margrabe, William
1
Mariano, Roberto S.
1
Marsh, Alex
1
Mazzucato, Mariana
1
Okołów, Jerzy
1
Polson, Nicholas G.
1
Ross, Stephen A.
1
Rossi, Peter E.
1
Rugman, Alan M.
1
Samuelson, Paul Anthony
1
Schaefer, Stephen M.
1
Scholes, Myron S.
1
Stoll, Hans R.
1
Tancioni, Massimiliano
1
more ...
less ...
Published in...
All
Options : classic approaches to pricing and modelling
16
The international library of critical writings in financial economics
5
An Elgar reference collection
2
Long term economic development : demand, finance, organization, policy and innovation in a Schumpeterian perspective
2
An Elgar research collection
1
Financial economists of the twentieth century
1
Fontes / Towarzystwo Naukowe Toruń
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
SAGE library of economics
1
The international library of critical writings in economics
1
The theory of monetary aggregation
1
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The pricing of options on assets with stochastic volatilities
Hull, John
;
White, Alan
- In:
Options : classic approaches to pricing and modelling
,
(pp. 323-344)
.
1999
Persistent link: https://www.econbiz.de/10001772463
Saved in:
2
Theory of rational option pricing
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 81-133)
.
1999
Persistent link: https://www.econbiz.de/10001772450
Saved in:
3
Prices of state-contingent claims implicit in option prices
Breeden, Douglas T.
;
Litzenberger, Robert H.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 249-279)
.
1999
Persistent link: https://www.econbiz.de/10001772458
Saved in:
4
The valuation of compound options
Geske, Robert Leonard
- In:
Options : classic approaches to pricing and modelling
,
(pp. 293-312)
.
1999
Persistent link: https://www.econbiz.de/10001772460
Saved in:
5
Option pricing when underlying stock returns are discontinuous
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 157-177)
.
1999
Persistent link: https://www.econbiz.de/10001772453
Saved in:
6
The valuation of options for alternative stochastic processes
Cox, John Carrington
;
Ross, Stephen A.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 179-202)
.
1999
Persistent link: https://www.econbiz.de/10001772454
Saved in:
7
Rational theory of warrant pricing
Samuelson, Paul Anthony
- In:
Options : classic approaches to pricing and modelling
,
(pp. 1- 34)
.
1999
Persistent link: https://www.econbiz.de/10001772446
Saved in:
8
Stochastic
volatility
in interest rates and nonlinearity in velocity
Barnett, William A.
;
Xu, Haiyang
- In:
The theory of monetary aggregation
,
(pp. 274-295)
.
2000
Persistent link: https://www.econbiz.de/10001508715
Saved in:
9
The pricing of options and corporate liabilities
Black, Fischer
;
Scholes, Myron S.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 63-80)
.
1999
Persistent link: https://www.econbiz.de/10001772448
Saved in:
10
On the pricing of corporate debt : the risk structure of interest rates
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 135-155)
.
1999
Persistent link: https://www.econbiz.de/10001772451
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
