//--> //--> //--> //-->
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 pricing of jump propagatio...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Börsenkurs
52,323
Share price
50,797
Volatility
40,791
Volatilität
40,523
Theorie
32,766
Theory
32,126
Kapitaleinkommen
18,212
Capital income
18,170
Stochastischer Prozess
17,155
Stochastic process
16,715
Aktienmarkt
16,402
Stock market
16,218
Schätzung
15,736
Estimation
15,383
Optionspreistheorie
14,777
Option pricing theory
14,319
Derivat
13,932
Derivative
13,898
USA
12,698
United States
12,360
Welt
7,991
World
7,845
Portfolio-Management
7,189
Portfolio selection
7,145
ARCH-Modell
7,057
ARCH model
6,968
Prognoseverfahren
6,852
Forecasting model
6,756
CAPM
6,163
Ankündigungseffekt
5,972
Announcement effect
5,922
Anlageverhalten
5,736
Behavioural finance
5,672
Wechselkurs
5,565
Exchange rate
5,443
Risk
5,254
Risiko
5,229
Zeitreihenanalyse
5,222
Optionsgeschäft
5,104
Finanzmarkt
5,092
more ...
less ...
Online availability
All
Free
41,722
Undetermined
27,120
Type of publication
All
Article
66,350
Book / Working Paper
54,399
Journal
145
Other
52
Database
2
Type of publication (narrower categories)
All
Article in journal
59,832
Aufsatz in Zeitschrift
59,832
Working Paper
17,545
Graue Literatur
17,164
Non-commercial literature
17,164
Arbeitspapier
15,921
Aufsatz im Buch
4,034
Book section
4,034
Hochschulschrift
3,188
Thesis
2,549
Collection of articles of several authors
714
Sammelwerk
714
Collection of articles written by one author
577
Sammlung
577
Lehrbuch
485
Textbook
446
Bibliografie enthalten
403
Bibliography included
403
Conference paper
364
Konferenzbeitrag
364
Aufsatzsammlung
347
Dissertation u.a. Prüfungsschriften
255
Konferenzschrift
253
Article
212
Amtsdruckschrift
177
Government document
177
Conference proceedings
156
Glossar enthalten
146
Glossary included
146
Systematic review
139
Übersichtsarbeit
139
Handbook
132
Handbuch
132
Forschungsbericht
112
Ratgeber
97
research-article
96
Case study
92
Fallstudie
92
Guidebook
74
Statistik
64
more ...
less ...
Language
All
English
112,179
German
4,271
Undetermined
3,168
French
528
Spanish
380
Italian
131
Polish
84
Portuguese
77
Dutch
57
Russian
34
Swedish
34
Norwegian
23
Czech
22
Danish
22
Hungarian
15
Finnish
8
Croatian
8
Romanian
7
Chinese
5
Afrikaans
2
Bulgarian
2
Slovak
2
Turkish
2
Ukrainian
2
Arabic
1
Modern Greek (1453-)
1
Ancient Greek (to 1453)
1
Indonesian
1
Japanese
1
Korean
1
Lithuanian
1
Serbian
1
more ...
less ...
Author
All
McAleer, Michael
440
Caporale, Guglielmo Maria
358
Gupta, Rangan
330
Fabozzi, Frank J.
204
Pierdzioch, Christian
170
Bollerslev, Tim
166
Härdle, Wolfgang
162
Chang, Chia-Lin
161
Gil-Alaña, Luis A.
142
Chiarella, Carl
140
McMillan, David G.
140
Engle, Robert F.
138
Narayan, Paresh Kumar
136
Madan, Dilip B.
135
Diebold, Francis X.
133
Hautsch, Nikolaus
129
Bouri, Elie
124
Koopman, Siem Jan
124
Lux, Thomas
122
Bekaert, Geert
115
Stulz, René M.
115
Allen, David E.
113
Zaremba, Adam
113
Jarrow, Robert A.
112
Tiwari, Aviral Kumar
110
Aizenman, Joshua
108
Hammoudeh, Shawkat
108
Platen, Eckhard
108
Ma, Feng
107
Phillips, Peter C. B.
107
Spagnolo, Nicola
105
Andersen, Torben
104
Campbell, John Y.
104
Ryu, Doojin
101
Wohar, Mark E.
99
Bali, Turan G.
97
Bohl, Martin T.
97
Lien, Da-hsiang Donald
94
Shiller, Robert J.
93
Benth, Fred Espen
91
more ...
less ...
Institution
All
National Bureau of Economic Research
1,211
International Monetary Fund (IMF)
286
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
192
International Monetary Fund
104
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
103
C.E.P.R. Discussion Papers
57
Institut für Schweizerisches Bankwesen <Zürich>
57
Centre for Analytical Finance <Århus>
54
Ekonomiska forskningsinstitutet <Stockholm>
40
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
36
Chambre de commerce et d'industrie de Paris
30
HAL
30
EconWPA
29
Université Paris-Dauphine (Paris IX)
26
Center for Economic Research <Tilburg>
25
Svenska Handelshögskolan <Helsinki>
24
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
23
Federal Reserve Bank of St. Louis
23
OECD
23
Springer Fachmedien Wiesbaden
23
World Bank
23
Agricultural and Applied Economics Association - AAEA
22
Rodney L. White Center for Financial Research
22
Philippinen / National Census and Statistics Office
21
Bangladesch / Parisaṅkhyāna Byuro
20
Basel Committee on Banking Supervision
20
Institute of Finance and Accounting <London>
20
European University Institute / Department of Economics
18
Federal Reserve System / Division of Research and Statistics
18
National Centre of Competence in Research North South <Bern>
18
Reserve Bank of Australia
17
The Wharton Financial Institutions Center
17
CESifo
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
16
Deutsche Forschungsgemeinschaft
15
Federal Reserve System / Board of Governors
15
Internationaler Währungsfonds / Research Department
15
Society for Computational Economics - SCE
15
Cowles Foundation for Research in Economics, Yale University
14
European Association of Agricultural Economists - EAAE
14
more ...
less ...
Published in...
All
Finance research letters
1,290
NBER working paper series
1,183
Journal of banking & finance
1,162
Working paper / National Bureau of Economic Research, Inc.
1,094
The journal of futures markets
1,037
International review of financial analysis
943
NBER Working Paper
940
Energy economics
921
European journal of operational research : EJOR
787
Journal of financial economics
784
The journal of finance : the journal of the American Finance Association
782
International journal of theoretical and applied finance
760
International review of economics & finance : IREF
743
Applied economics
741
Applied economics letters
627
Pacific-Basin finance journal
601
Applied financial economics
600
Economic modelling
600
The North American journal of economics and finance : a journal of financial economics studies
586
Economics letters
557
Journal of financial and quantitative analysis : JFQA
553
The review of financial studies
531
Research in international business and finance
516
Journal of empirical finance
508
Discussion paper / Centre for Economic Policy Research
505
Journal of econometrics
497
Journal of international financial markets, institutions & money
467
Working paper
441
Journal of economic dynamics & control
433
The European journal of finance
429
Review of quantitative finance and accounting
422
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
422
Quantitative finance
400
Finance and stochastics
390
Journal of risk and financial management : JRFM
388
Insurance / Mathematics & economics
376
Journal of international money and finance
373
Mathematical finance : an international journal of mathematics, statistics and financial theory
373
Discussion paper / Tinbergen Institute
354
Management science : journal of the Institute for Operations Research and the Management Sciences
349
more ...
less ...
Source
All
ECONIS (ZBW)
114,948
RePEc
2,667
EconStor
1,861
USB Cologne (EcoSocSci)
987
USB Cologne (business full texts)
211
BASE
122
Other ZBW resources
116
OLC EcoSci
33
ArchiDok
3
more ...
less ...
Showing
1
-
10
of
120,948
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
4
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:
5
Efficiently pricing double barrier derivatives in stochastic
volatility
models
Escobar, Marcos
;
Hieber, Peter
;
Scherer, Matthias
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 191-216
Persistent link: https://www.econbiz.de/10010529630
Saved in:
6
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
Saved in:
7
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
8
Pricing and hedging of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
Saved in:
9
Crooked
volatility
smiles : evidence from leveraged and inverse ETF options
Deng, Geng
;
Dulaney, Tim
;
McCann, Craig
;
Yan, Mike
- In:
Journal of derivatives & hedge funds
19
(
2013
)
4
,
pp. 278-294
Persistent link: https://www.econbiz.de/10010259400
Saved in:
10
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
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...
//-->