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
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
The impact of overnight period...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Optionspreistheorie
14,803
Option pricing theory
14,344
Zeit
5,140
Theorie
4,968
Time
4,927
Theory
4,791
Volatilität
4,044
Volatility
3,977
Stochastischer Prozess
3,281
Stochastic process
3,229
Optionsgeschäft
2,897
Option trading
2,880
Derivat
2,414
Derivative
2,411
USA
1,396
United States
1,354
Portfolio-Management
1,334
Portfolio selection
1,321
Schätzung
1,315
Estimation
1,273
Hedging
1,258
Black-Scholes-Modell
1,112
CAPM
1,090
Black-Scholes model
1,059
Zinsstruktur
958
Börsenkurs
953
Yield curve
946
Share price
932
Kapitaleinkommen
847
Capital income
846
Risiko
763
Risk
762
Realoptionsansatz
699
Real options analysis
698
Monte-Carlo-Simulation
629
Monte Carlo simulation
623
Experiment
600
Kreditrisiko
599
Credit risk
588
Statistische Verteilung
581
more ...
less ...
Online availability
All
Free
6,593
Undetermined
4,193
Type of publication
All
Article
10,973
Book / Working Paper
9,561
Journal
29
Other
2
Type of publication (narrower categories)
All
Article in journal
9,804
Aufsatz in Zeitschrift
9,804
Working Paper
2,834
Graue Literatur
2,796
Non-commercial literature
2,796
Arbeitspapier
2,538
Aufsatz im Buch
759
Book section
759
Hochschulschrift
744
Thesis
574
Lehrbuch
185
Textbook
173
Collection of articles of several authors
160
Sammelwerk
160
Collection of articles written by one author
122
Sammlung
122
Bibliografie enthalten
114
Bibliography included
114
Aufsatzsammlung
112
Dissertation u.a. Prüfungsschriften
107
Conference paper
59
Konferenzbeitrag
59
research-article
59
Konferenzschrift
46
Forschungsbericht
45
Glossar enthalten
33
Glossary included
33
Amtsdruckschrift
28
Case study
28
Fallstudie
28
Government document
28
Handbook
28
Handbuch
28
Conference proceedings
25
Systematic review
25
Übersichtsarbeit
25
Reprint
22
Bibliografie
16
Ratgeber
16
Mehrbändiges Werk
14
more ...
less ...
Language
All
English
19,054
German
1,050
Undetermined
348
French
56
Italian
23
Spanish
23
Portuguese
7
Polish
6
Russian
5
Swedish
4
Hungarian
3
Dutch
3
Bulgarian
1
Czech
1
Danish
1
Croatian
1
Japanese
1
Lithuanian
1
Ukrainian
1
more ...
less ...
Author
All
Madan, Dilip B.
90
Cui, Zhenyu
73
Fabozzi, Frank J.
72
Härdle, Wolfgang
71
Joshi, Mark S.
66
Carr, Peter
60
Takahashi, Akihiko
59
Schoutens, Wim
57
Chiarella, Carl
54
Stentoft, Lars
52
Elliott, Robert J.
51
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
Lee, Cheng F.
35
Schlögl, Erik
35
Belomestny, Denis
34
Chesney, Marc
34
Kim, Young Shin
33
Račev, Svetlozar T.
33
Fusai, Gianluca
32
Hamermesh, Daniel S.
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
Schwartz, Eduardo S.
30
Engle, Robert F.
29
Glasserman, Paul
29
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Perrakis, Stylianos
28
more ...
less ...
Institution
All
National Bureau of Economic Research
151
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
17
Institut für Schweizerisches Bankwesen <Zürich>
14
Institute of Economics, Russian Academy of Sciences (RAS)
14
Center for Economic Research <Tilburg>
11
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Springer Fachmedien Wiesbaden
7
Deutsche Forschungsgemeinschaft
6
Verlag Dr. Kovač
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
EconWPA
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Institut for Finansiering <Frederiksberg>
4
Johannes Gutenberg-Universität Mainz
4
World Bank
4
eSocialSciences
4
Centre for Economic Policy Research
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Econometrisch Instituut <Rotterdam>
3
Institute of Finance and Accounting <London>
3
International Center for Financial Asset Management and Engineering
3
Karlsruher Institut für Technologie
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
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 Economic Performance, LSE
2
Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Deutschland / Bundesministerium des Innern
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
469
The journal of futures markets
265
Mathematical finance : an international journal of mathematics, statistics and financial theory
260
The journal of computational finance
254
Applied mathematical finance
244
Journal of banking & finance
225
Finance and stochastics
220
The journal of derivatives : the official publication of the International Association of Financial Engineers
206
Quantitative finance
201
Review of derivatives research
170
European journal of operational research : EJOR
153
Working paper / National Bureau of Economic Research, Inc.
150
NBER working paper series
148
Insurance / Mathematics & economics
143
Journal of economic dynamics & control
140
Finance research letters
127
NBER Working Paper
119
International journal of financial engineering
117
Computational economics
109
Journal of mathematical finance
107
Risks : open access journal
101
The review of financial studies
97
Journal of financial economics
96
The North American journal of economics and finance : a journal of financial economics studies
90
Research paper series / Swiss Finance Institute
88
The European journal of finance
88
Journal of econometrics
79
Asia-Pacific financial markets
78
Journal of financial and quantitative analysis : JFQA
75
Discussion paper / Centre for Economic Policy Research
74
Management science : journal of the Institute for Operations Research and the Management Sciences
72
The journal of finance : the journal of the American Finance Association
69
Energy economics
68
Working paper
66
The journal of real estate finance and economics
64
Review of quantitative finance and accounting
62
Applied financial economics
61
International review of economics & finance : IREF
61
Economic modelling
60
Applied economics
59
more ...
less ...
Source
All
ECONIS (ZBW)
19,495
USB Cologne (EcoSocSci)
339
EconStor
323
RePEc
221
Other ZBW resources
95
USB Cologne (business full texts)
71
BASE
14
OLC EcoSci
7
more ...
less ...
Showing
1
-
10
of
20,565
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An empirical examination of the timing of land conversions in the presence of farmland preservation programs
Towe, Charles A.
;
Nickerson, Cynthia J.
;
Bockstael, Nancy E.
- In:
American journal of agricultural economics
90
(
2008
)
3
,
pp. 613-626
Persistent link: https://www.econbiz.de/10003727752
Saved in:
2
Spark spread options when commodity prices are represented as
time
changed processes
Luciano, Elisa
- In:
Risk management in commodity markets : from shipping to …
,
(pp. 129-151)
.
2008
Persistent link: https://www.econbiz.de/10003787696
Saved in:
3
The impact of overnight periods on option pricing
Boes, Mark-Jan
;
Drost, Feike C.
;
Werker, Bas J. M.
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
2
,
pp. 517-533
Persistent link: https://www.econbiz.de/10003484188
Saved in:
4
Uncertainty, zoning and land development
Cunningham, Christopher R.
-
2005
Persistent link: https://www.econbiz.de/10003384474
Saved in:
5
Margin trading through hyper timeline
Ng, Siu-Ah
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 801-815
Persistent link: https://www.econbiz.de/10003564644
Saved in:
6
A new prepayment model (with default): an occupation-
time
derivative approach
Sharp, Nicholas J.
;
Johnson, Paul V.
;
Newton, David P.
; …
- In:
The journal of real estate finance and economics
39
(
2009
)
2
,
pp. 118-145
Persistent link: https://www.econbiz.de/10003873975
Saved in:
7
Option theory does not refute
time
diversification
Redhead, Keith
;
Shutes, Karl
- In:
The journal of investing
19
(
2010
)
3
,
pp. 65-71
Persistent link: https://www.econbiz.de/10009308466
Saved in:
8
On the
time
value of Parisian ruin in (dual) renewal risk processes with exponential jumps
Wong, Jeff T. Y.
;
Cheung, Eric C. K.
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 280-290
Persistent link: https://www.econbiz.de/10011428675
Saved in:
9
Risk contribution is exposure times volatility times correlation : decomposing risk using the x-sigma-rho formula
Menchero, Jose
;
Davis, Benjamin
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
2
,
pp. 97-106
Persistent link: https://www.econbiz.de/10009273909
Saved in:
10
A closed-form exact solution for pricing variance swaps with stochastic volatility
Zhu, Song-ping
;
Lian, Guang-hua
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 233-256
Persistent link: https://www.econbiz.de/10008935680
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...
