//--> //--> //--> //-->
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
Valuation of American-style de...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
622,999
Theory
608,098
USA
45,764
United States
44,557
Volatility
40,685
Volatilität
40,415
Schätzung
35,886
Estimation
35,016
Welt
29,527
World
28,832
Deutschland
23,855
Geldpolitik
23,475
Monetary policy
22,715
Germany
22,358
Portfolio-Management
21,328
Portfolio selection
21,118
Risiko
19,825
Risk
19,670
Börsenkurs
19,084
Share price
18,797
Mathematische Optimierung
17,436
Mathematical programming
17,328
Stochastischer Prozess
17,120
Stochastic process
16,680
Prognoseverfahren
16,469
Forecasting model
16,172
Zeitreihenanalyse
14,892
Optionspreistheorie
14,755
Time series analysis
14,470
Option pricing theory
14,297
Wirtschaftswachstum
14,278
Kapitaleinkommen
14,014
Capital income
13,960
Derivat
13,912
Derivative
13,878
Economic growth
13,673
Spieltheorie
12,941
Game theory
12,216
Experiment
11,629
Schätztheorie
11,592
more ...
less ...
Online availability
All
Free
193,310
Undetermined
91,210
Type of publication
All
Book / Working Paper
353,838
Article
324,261
Journal
1,433
Other
155
Database
3
Type of publication (narrower categories)
All
Article in journal
266,891
Aufsatz in Zeitschrift
266,891
Working Paper
133,022
Graue Literatur
130,969
Non-commercial literature
130,969
Arbeitspapier
120,704
Aufsatz im Buch
49,689
Book section
49,689
Hochschulschrift
29,974
Thesis
25,961
Collection of articles of several authors
12,990
Sammelwerk
12,990
Bibliografie enthalten
11,136
Bibliography included
11,136
Lehrbuch
10,011
Textbook
9,088
Aufsatzsammlung
6,855
Konferenzschrift
5,359
Collection of articles written by one author
3,982
Sammlung
3,982
Conference proceedings
3,391
Systematic review
2,737
Übersichtsarbeit
2,737
Rezension
2,350
Conference paper
1,828
Konferenzbeitrag
1,828
Glossar enthalten
1,713
Glossary included
1,713
Case study
1,339
Fallstudie
1,339
Amtsdruckschrift
1,218
Government document
1,218
Festschrift
1,199
Mehrbändiges Werk
1,150
Multi-volume publication
1,150
Reprint
1,120
Handbook
1,070
Handbuch
1,070
Bibliografie
896
Forschungsbericht
861
more ...
less ...
Language
All
English
592,002
German
63,319
French
7,490
Spanish
4,363
Italian
3,952
Undetermined
3,287
Polish
1,793
Russian
1,447
Portuguese
1,057
Dutch
733
Hungarian
282
Danish
226
Czech
218
Swedish
180
Norwegian
160
Croatian
145
Bulgarian
79
Finnish
78
Slovak
67
Romanian
57
Ukrainian
49
Slovenian
48
Serbian
45
Chinese
22
Turkish
17
Macedonian
14
Japanese
12
Modern Greek (1453-)
9
Lithuanian
9
Afrikaans
8
Valencian
7
Estonian
7
Galician
7
Arabic
6
Korean
4
Latin
4
Albanian
3
Georgian
2
Kazakh
2
Belarusian
1
more ...
less ...
Author
All
McAleer, Michael
578
Nijkamp, Peter
529
Acemoglu, Daron
517
Güth, Werner
500
Stiglitz, Joseph E.
454
Aizenman, Joshua
453
Snower, Dennis J.
445
Pestieau, Pierre
442
Gersbach, Hans
441
Pesaran, M. Hashem
429
Stark, Oded
407
Creedy, John
402
Koskela, Erkki
396
Caporale, Guglielmo Maria
390
Fabozzi, Frank J.
377
Härdle, Wolfgang
373
Heckman, James J.
365
Phillips, Peter C. B.
365
Helpman, Elhanan
355
Zenou, Yves
354
Gupta, Rangan
347
Broll, Udo
346
Cremer, Helmuth
336
Frey, Bruno S.
332
Svensson, Lars E. O.
331
Woodford, Michael
327
Kaplow, Louis
321
Konrad, Kai A.
318
Batabyal, Amitrajeet A.
317
Thisse, Jacques-François
317
Franses, Philip Hans
309
Shavell, Steven
308
Tirole, Jean
305
Diebold, Francis X.
304
Chiarella, Carl
302
Lambertini, Luca
298
Artus, Patrick
296
Aghion, Philippe
294
Caballero, Ricardo J.
292
Buiter, Willem H.
285
more ...
less ...
Institution
All
National Bureau of Economic Research
7,482
Edward Elgar Publishing
407
Ekonomiska forskningsinstitutet <Stockholm>
293
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
289
Center for Economic Research <Tilburg>
288
International Monetary Fund (IMF)
287
OECD
272
Springer Fachmedien Wiesbaden
262
European University Institute / Department of Economics
254
International Monetary Fund
236
IGI Global
213
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
193
World Bank
174
Forschungsinstitut zur Zukunft der Arbeit
166
Institut für Weltwirtschaft
145
Internationaler Währungsfonds / Research Department
141
Centre for Economic Policy Research
137
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
112
University of Exeter / Department of Economics
107
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
Social Systems Research Institute
102
Centre for Analytical Finance <Århus>
92
Springer-Verlag GmbH
92
Australian National University / Faculty of Economics and Commerce
86
Deutsche Forschungsgemeinschaft
86
Federal Reserve System / Board of Governors
83
Massachusetts Institute of Technology / Department of Economics
82
Universitetet i Oslo / Økonomisk institutt
79
Columbia University / Department of Economics
77
De Gruyter Oldenbourg
76
Robert Schuman Centre for Advanced Studies
75
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
75
European University Institute / Department of Law
74
Instituto Valenciano de Investigaciones Económicas
74
Erasmus Research Institute of Management
73
University of Warwick / Department of Economics
73
Chambre de commerce et d'industrie de Paris
71
Federal Reserve Bank of St. Louis
71
more ...
less ...
Published in...
All
NBER working paper series
7,254
Working paper / National Bureau of Economic Research, Inc.
6,887
NBER Working Paper
6,596
Economics letters
5,459
European journal of operational research : EJOR
5,223
Discussion paper / Centre for Economic Policy Research
4,673
CESifo working papers
3,736
Working paper
3,005
Journal of economic theory
2,918
Journal of economic dynamics & control
2,574
Discussion paper / Tinbergen Institute
2,518
The American economic review
2,402
Computers & operations research : and their applications to problems of world concern ; an international journal
2,373
Journal of economic behavior & organization : JEBO
2,252
Discussion paper series / IZA
2,242
Europäische Hochschulschriften / 5
2,189
Economic modelling
1,999
International journal of production research
1,977
European economic review : EER
1,950
CESifo Working Paper
1,934
Applied economics
1,905
Games and economic behavior
1,880
Journal of econometrics
1,869
Journal of banking & finance
1,862
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,833
SpringerLink / Bücher
1,832
Discussion paper
1,822
The economic journal : the journal of the Royal Economic Society
1,802
Journal of public economics
1,750
Discussion paper / Center for Economic Research, Tilburg University
1,693
CESifo Working Paper Series
1,658
Energy economics
1,637
Management science : journal of the Institute for Operations Research and the Management Sciences
1,602
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,528
IZA Discussion Paper
1,513
Journal of monetary economics
1,438
Public choice
1,397
International economic review
1,379
Applied economics letters
1,344
Discussion papers / CEPR
1,337
more ...
less ...
Source
All
ECONIS (ZBW)
659,300
EconStor
13,186
RePEc
3,127
USB Cologne (EcoSocSci)
2,734
OLC EcoSci
404
BASE
349
Other ZBW resources
300
USB Cologne (business full texts)
240
ArchiDok
50
more ...
less ...
Showing
41
-
50
of
679,690
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
Uncertain
volatility
models :
theory
and application
Buff, Robert
-
2002
Persistent link: https://www.econbiz.de/10001647305
Saved in:
42
Stochastic implied
volatility
: a factor-based model
Hafner, Reinhold
-
2004
volatility
derivatives. In the first part, the book develops a unifying
theory
for the analysis of contingent claims under both …This book presents a factor-based model of the stochastic evolution of the implied
volatility
surface. The model allows … the real-world measure and the risk-neutral measure in an environment of stochastic implied
volatility
. On the basis of …
Persistent link: https://www.econbiz.de/10002063039
Saved in:
43
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:
44
Computational finance
Stentoft, Lars
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
7/145
,
pp. 1-4
use of computational methods and techniques for modelling financial asset prices, returns, and
volatility
, and on the use …
Persistent link: https://www.econbiz.de/10012309311
Saved in:
45
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:
46
Drawbacks and limitations of Black-Scholes model for options pricing
Janková, Zuzana
- In:
Journal of financial studies & research : JFSR
2018
(
2018
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011977593
Saved in:
47
Interest rate, currency and equity derivatives valuation using the potential approach
Nakamura, Naosuke
;
Yu, Fan
- In:
International review of finance
1
(
2000
)
4
,
pp. 269-294
Persistent link: https://www.econbiz.de/10001666873
Saved in:
48
Einführung in Futures- und Optionsmärkte
Hull, John C.
-
2014
-
3. Aufl.
Das internationale führende Standardwerk richtet sich an Studenten und Graduierte der Betriebswirtschaft und Volkswirtschaft. Auch für viele Praktiker, die anwendbare Kenntnisse über Futures- und Optionsmärkte erlangen wollen, ist das Werk von großem Nutzen.
Persistent link: https://www.econbiz.de/10014509865
Saved in:
49
Derivative
Finanzmarktinstrumente : Eine anwendungsbezogene Einführung in Märkte, Strategien und Bewertung ; mit 90 Tabellen
Rudolph, Bernd
;
Schäfer, Klaus
-
2005
Persistent link: https://www.econbiz.de/10013515090
Saved in:
50
Risikoanalyse kombinierter Optionspositionen
Konjetzky, Helmut
-
1993
Persistent link: https://www.econbiz.de/10013378434
Saved in:
First
Prev
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...
//-->