//--> //--> //--> //-->
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
Improving the option pricing p...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Risikomanagement
35,188
Risk management
34,124
Theorie
25,288
Theory
24,864
Efficiency
18,298
Effizienz
15,684
Optionspreistheorie
14,814
Option pricing theory
14,355
Volatilität
12,083
Volatility
11,948
ARCH-Modell
10,588
ARCH model
10,407
Hedging
10,227
Risk
8,197
Risiko
8,038
Efficient market hypothesis
7,898
Effizienzmarkthypothese
7,849
Portfolio-Management
7,461
Schätzung
7,416
Portfolio selection
7,408
USA
7,346
Börsenkurs
7,316
Estimation
7,293
Share price
7,223
United States
7,102
Bubbles
5,863
Spekulationsblase
5,647
Derivat
5,362
Derivative
5,351
Welt
5,269
World
5,207
efficiency
5,161
Optionsgeschäft
5,130
Deutschland
5,072
Performance
5,072
Kapitaleinkommen
5,061
Capital income
5,046
Option trading
4,921
Aktienmarkt
4,842
Stock market
4,772
more ...
less ...
Online availability
All
Free
38,819
Undetermined
30,260
Type of publication
All
Article
69,466
Book / Working Paper
52,582
Other
370
Journal
142
Type of publication (narrower categories)
All
Article in journal
52,030
Aufsatz in Zeitschrift
52,030
Graue Literatur
13,509
Non-commercial literature
13,509
Working Paper
13,150
Arbeitspapier
11,447
Aufsatz im Buch
6,633
Book section
6,633
Hochschulschrift
3,974
Thesis
3,171
Collection of articles of several authors
1,905
Sammelwerk
1,905
research-article
1,667
Aufsatzsammlung
971
Article
902
Dissertation u.a. Prüfungsschriften
700
Bibliografie enthalten
690
Bibliography included
690
Konferenzschrift
647
Lehrbuch
583
Textbook
521
Conference paper
485
Konferenzbeitrag
485
Case study
472
Fallstudie
472
Collection of articles written by one author
411
Sammlung
411
Conference proceedings
374
Amtsdruckschrift
317
Government document
317
Handbook
275
Handbuch
275
review-article
236
Ratgeber
188
Glossar enthalten
164
Glossary included
164
Guidebook
152
Forschungsbericht
151
conceptual-paper
146
Systematic review
144
more ...
less ...
Language
All
English
98,084
Undetermined
11,342
German
10,500
Russian
685
French
624
Spanish
469
Italian
197
Polish
186
Portuguese
122
Czech
114
Romanian
62
Dutch
57
Slovak
43
Hungarian
38
Croatian
36
Lithuanian
34
Swedish
28
Bulgarian
20
Ukrainian
19
Indonesian
14
Finnish
11
Danish
10
Norwegian
10
Slovenian
9
Serbian
9
Chinese
8
Albanian
6
Multiple languages
5
Turkish
4
Georgian
3
Bosnian
2
Modern Greek (1453-)
2
Estonian
2
Vietnamese
2
Afrikaans
1
Arabic
1
Kazakh
1
more ...
less ...
Author
All
McAleer, Michael
364
Broll, Udo
261
Caporale, Guglielmo Maria
160
Fabozzi, Frank J.
158
Gupta, Rangan
136
Härdle, Wolfgang
134
Chang, Chia-Lin
130
Sornette, Didier
124
Engle, Robert F.
121
Madan, Dilip B.
120
Gleißner, Werner
102
Jarrow, Robert A.
102
Wahl, Jack E.
101
Lien, Da-hsiang Donald
95
Shiller, Robert J.
87
Carr, Peter
86
Hafner, Christian M.
86
Acharya, Viral V.
84
Alexander, Carol
84
Dionne, Georges
83
Hammoudeh, Shawkat
83
Bouri, Elie
80
Cui, Zhenyu
78
Kit, Pong Wong
77
Martin, Alberto
77
Takahashi, Akihiko
77
Ventura, Jaume
77
Afonso, António
76
Schoutens, Wim
74
Lo, Andrew W.
72
Hasan, Iftekhar
71
Hull, John
71
Schuermann, Til
71
Stentoft, Lars
71
Chiarella, Carl
70
Joshi, Mark S.
69
Hassan, M. Kabir
67
Lee, Cheng F.
67
Ma, Feng
66
Platen, Eckhard
66
more ...
less ...
Institution
All
International Monetary Fund (IMF)
860
National Bureau of Economic Research
610
International Monetary Fund
558
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
532
HAL
218
OECD
163
Federal Reserve Board (Board of Governors of the Federal Reserve System)
135
EconWPA
131
C.E.P.R. Discussion Papers
123
Springer Fachmedien Wiesbaden
105
Université Paris-Dauphine (Paris IX)
103
World Bank
101
International Association for the Study of Insurance Economics
88
World Bank Group
78
European Association of Agricultural Economists - EAAE
74
Institut für Schweizerisches Bankwesen <Zürich>
67
Institute for the Study of Labor (IZA)
56
Agricultural and Applied Economics Association - AAEA
53
Basel Committee on Banking Supervision
52
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
52
Tilburg University, Center for Economic Research
52
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
50
Inter-American Development Bank
48
University of Bonn, Germany
45
Centre for Analytical Finance <Århus>
44
Society for Computational Economics - SCE
42
eSocialSciences
41
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
39
Statistics Canada, Government of Canada
39
Tinbergen Instituut
39
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
37
Ekonomiska forskningsinstitutet <Stockholm>
36
Internationaler Währungsfonds
36
CESifo
35
International Monetary Fund / Monetary and Capital Markets Department
32
Verlag Dr. Kovač
32
London School of Economics (LSE)
31
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
30
Université Paris-Dauphine
30
Erich-Schmidt-Verlag
28
more ...
less ...
Published in...
All
Journal of banking & finance
813
Finance research letters
779
The journal of futures markets
759
Energy economics
628
International journal of theoretical and applied finance
610
NBER working paper series
600
Applied economics
564
Working paper / National Bureau of Economic Research, Inc.
539
IMF Staff Country Reports
535
MPRA Paper
523
European journal of operational research : EJOR
518
International review of financial analysis
507
SpringerLink / Bücher
471
NBER Working Paper
469
International review of economics & finance : IREF
413
Risks : open access journal
404
Economic modelling
382
Insurance / Mathematics & economics
382
Journal of risk and financial management : JRFM
379
Economics letters
352
IMF Working Papers
336
Applied economics letters
333
Research in international business and finance
326
Journal of financial economics
325
The North American journal of economics and finance : a journal of financial economics studies
313
The European journal of finance
309
Applied financial economics
302
Mathematical finance : an international journal of mathematics, statistics and financial theory
302
Quantitative finance
301
Finance and stochastics
298
Working paper
291
International journal of production economics
285
Journal of risk management in financial institutions
284
International journal of production research
283
Journal of economic dynamics & control
282
Applied mathematical finance
280
The journal of derivatives : the official publication of the International Association of Financial Engineers
280
Journal of econometrics
276
Journal of empirical finance
274
The journal of computational finance
269
more ...
less ...
Source
All
ECONIS (ZBW)
100,159
RePEc
12,528
USB Cologne (EcoSocSci)
2,985
EconStor
2,771
Other ZBW resources
2,584
BASE
915
USB Cologne (business full texts)
563
OLC EcoSci
38
ArchiDok
17
more ...
less ...
Showing
1
-
10
of
122,560
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging
efficiency
in the Greek options market before and after the financial crisis of 2008
Shackleton, Mark B.
;
Voukelatos, Nikolaos
- In:
Journal of multinational financial management
23
(
2013
)
1/2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009728527
Saved in:
2
A note on options and
bubbles
under the CEV model : implications for pricing and
hedging
Dias, José Carlos
;
Nunes, Joaõ Pedro Vidal
;
Cruz, Aricson
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10012303226
Saved in:
3
Explicit approximations of multi-asset option prices including Greeks
Börger, Reik H.
- In:
International Journal of Portfolio Analysis and Management
1
(
2014
)
4
,
pp. 314-329
Persistent link: https://www.econbiz.de/10010472815
Saved in:
4
Accurate delta
hedging
of european options using conformable calculus
Olmos, Andrés
;
Muriel, Nelson
- In:
EconoQuantum : Revista de Economía y Negocios
21
(
2024
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10014500556
Saved in:
5
Volatility model applications in China's SSE50 options market
Chi, Yeguang
;
Hao, Wenyan
;
Zhang, Yifei
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
Saved in:
6
Unique option pricing measure with neither dynamic
hedging
nor complete markets
Taleb, Nassim Nicholas
- In:
European financial management : the journal of the …
21
(
2015
)
2
,
pp. 228-235
Persistent link: https://www.econbiz.de/10010516685
Saved in:
7
On the
performance
of the comonotonicity approach for pricing Asian options in some benchmark models from equities and commodities
Chen, Jilong
;
Ewald, Christian
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011697161
Saved in:
8
Gold price risk management through Nova 3 option strategy created by barrier options
Šoltés, Michal
;
Harčariková, Monika
- In:
Investment management and financial innovations
13
(
2016
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10011630674
Saved in:
9
Participating contingent premium options
Rajae, Aboulaich
;
Amina, Dchieche
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011697145
Saved in:
10
New proxy schemes for swing contracts
Koster, Frank
;
Oeltz, Daniel
;
Steffens, Angelina
- In:
The journal of energy markets
16
(
2023
)
4
,
pp. 15-30
Persistent link: https://www.econbiz.de/10014556497
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...
//-->