//--> //--> //--> //-->
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
Stochastic Volatility : Option...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
40,800
Volatilität
40,531
Theorie
21,094
Theory
20,574
Stochastischer Prozess
17,162
Stochastic process
16,722
Optionspreistheorie
14,780
Option pricing theory
14,322
Börsenkurs
9,962
Share price
9,800
Schätzung
9,653
Estimation
9,423
Kapitaleinkommen
7,487
Capital income
7,456
ARCH-Modell
6,634
ARCH model
6,560
Aktienmarkt
5,994
Stock market
5,928
USA
5,213
United States
5,044
Welt
5,036
World
4,936
Wechselkurs
4,764
Exchange rate
4,664
Prognoseverfahren
4,307
Forecasting model
4,238
Portfolio-Management
4,208
Portfolio selection
4,172
Zeitreihenanalyse
4,134
Time series analysis
4,022
Risk
3,655
Risiko
3,622
Derivat
3,426
Derivative
3,418
Optionsgeschäft
3,402
Option trading
3,378
CAPM
2,736
volatility
2,639
Finanzmarkt
2,560
Financial market
2,495
more ...
less ...
Online availability
All
Free
25,815
Undetermined
16,596
Type of publication
All
Article
37,483
Book / Working Paper
31,208
Other
52
Journal
29
Type of publication (narrower categories)
All
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
Reprint
35
Rezension
28
Bibliografie
22
more ...
less ...
Language
All
English
63,827
Undetermined
2,969
German
1,511
Spanish
166
French
154
Portuguese
52
Italian
36
Polish
26
Czech
16
Russian
14
Romanian
7
Dutch
6
Korean
5
Swedish
4
Turkish
3
Chinese
3
Croatian
2
Hungarian
2
Danish
1
Finnish
1
Ancient Greek (to 1453)
1
Japanese
1
Norwegian
1
Slovak
1
Serbian
1
more ...
less ...
Author
All
McAleer, Michael
429
Gupta, Rangan
247
Caporale, Guglielmo Maria
209
Bollerslev, Tim
154
Chang, Chia-Lin
154
Härdle, Wolfgang
144
Diebold, Francis X.
126
Madan, Dilip B.
122
Koopman, Siem Jan
120
Pierdzioch, Christian
118
Bouri, Elie
114
Chiarella, Carl
113
Fabozzi, Frank J.
113
Aizenman, Joshua
103
Andersen, Torben
101
Spagnolo, Nicola
101
Engle, Robert F.
97
Phillips, Peter C. B.
95
Ma, Feng
94
Lux, Thomas
91
Platen, Eckhard
89
Hautsch, Nikolaus
84
Cui, Zhenyu
83
Hammoudeh, Shawkat
83
Bekaert, Geert
81
Gil-Alaña, Luis A.
81
Todorov, Viktor
78
Takahashi, Akihiko
77
Bahmani-Oskooee, Mohsen
76
Caporin, Massimiliano
76
Carr, Peter
76
Christoffersen, Peter F.
75
Benth, Fred Espen
72
Tiwari, Aviral Kumar
72
Buch, Claudia M.
71
Kočenda, Evžen
71
Prokopczuk, Marcel
70
Schoutens, Wim
70
Asai, Manabu
69
Hafner, Christian M.
69
more ...
less ...
Institution
All
National Bureau of Economic Research
592
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
264
EconWPA
231
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
88
C.E.P.R. Discussion Papers
69
International Monetary Fund (IMF)
63
Institut für Schweizerisches Bankwesen <Zürich>
57
Centre for Analytical Finance <Århus>
48
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
37
Université Paris-Dauphine (Paris IX)
33
HAL
30
Institute for the Study of Labor (IZA)
24
School of Economics and Management, University of Aarhus
24
Ekonomiska forskningsinstitutet <Stockholm>
23
Agricultural and Applied Economics Association - AAEA
22
World Bank
21
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
20
International Monetary Fund
20
National Bureau of Economic Research (NBER)
19
Society for Computational Economics - SCE
19
Svenska Handelshögskolan <Helsinki>
19
National Centre of Competence in Research North South <Bern>
18
Chambre de commerce et d'industrie de Paris
17
Reserve Bank of Australia
17
Springer Fachmedien Wiesbaden
17
CESifo
16
Federal Reserve Bank of St. Louis
16
Tinbergen Instituut
16
Center for Economic Research <Tilburg>
15
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
15
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
15
Cowles Foundation for Research in Economics, Yale University
15
Department of Economics and Finance, College of Business and Economics
15
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
15
European Association of Agricultural Economists - EAAE
14
European University Institute / Department of Economics
14
Inter-American Development Bank
13
London School of Economics (LSE)
13
Tilburg University, Center for Economic Research
13
Department of Economics, Oxford University
12
more ...
less ...
Published in...
All
European journal of operational research : EJOR
746
Energy economics
727
Finance research letters
690
International journal of theoretical and applied finance
669
NBER working paper series
573
The journal of futures markets
562
Working paper / National Bureau of Economic Research, Inc.
546
Journal of banking & finance
536
NBER Working Paper
490
International review of financial analysis
464
Journal of econometrics
462
Applied economics
428
Economic modelling
425
International review of economics & finance : IREF
408
The North American journal of economics and finance : a journal of financial economics studies
380
Insurance / Mathematics & economics
362
Finance and stochastics
354
Mathematical finance : an international journal of mathematics, statistics and financial theory
353
Journal of economic dynamics & control
335
Quantitative finance
334
Economics letters
328
Working paper
320
Applied mathematical finance
312
Applied economics letters
311
Economics Bulletin
311
Applied financial economics
301
Journal of empirical finance
301
The journal of computational finance
290
Discussion paper / Tinbergen Institute
289
Discussion paper / Centre for Economic Policy Research
284
Research in international business and finance
280
The journal of derivatives : the official publication of the International Association of Financial Engineers
271
MPRA Paper
260
Econometrics
253
Journal of risk and financial management : JRFM
251
Journal of international financial markets, institutions & money
249
Journal of international money and finance
249
Journal of financial economics
246
Risks : open access journal
242
The European journal of finance
235
more ...
less ...
Source
All
ECONIS (ZBW)
62,699
RePEc
3,625
EconStor
1,569
USB Cologne (EcoSocSci)
409
USB Cologne (business full texts)
218
BASE
122
Other ZBW resources
104
OLC EcoSci
22
ArchiDok
4
more ...
less ...
Showing
41
-
50
of
68,772
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
Robust option pricing
Bandi, Chaithanya
;
Bertsimas, Dimitris
- In:
European journal of operational research : EJOR
239
(
2014
)
3
,
pp. 842-853
Persistent link: https://www.econbiz.de/10010411468
Saved in:
42
Using Richardson extrapolation techniques to price American options with alternative stochastic processes
Chang, Chuang-chang
;
Lin, Jun-biao
;
Tsai, Wei-che
; …
- In:
Review of quantitative finance and accounting
39
(
2012
)
3
,
pp. 383-406
Persistent link: https://www.econbiz.de/10009673702
Saved in:
43
Option pricing via maximization over uncertainty and correction of
volatility
smile
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 507-524
Persistent link: https://www.econbiz.de/10009269369
Saved in:
44
Comparison of Black-Scholes formula with fractional Black-Scholes formula in the foreign exchange option market with changing
volatility
Meng, Li
;
Wang, Mei
- In:
Asia-Pacific financial markets
17
(
2010
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10009237122
Saved in:
45
Uncertain parameters, an empirical stochastic
volatility
model and confidence limits
Oztukel, Asli
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582829
Saved in:
46
Option pricing with mean reversion and stochastic
volatility
Wong, Hoi Ying
;
Lo, Yu Wai
- In:
European journal of operational research : EJOR
197
(
2009
)
1
,
pp. 179-187
Persistent link: https://www.econbiz.de/10003828865
Saved in:
47
Optionsbewertung unter Berücksichtigung stochastischer Volatilität
Tallau, Christian
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
38
(
2009
)
1
,
pp. 14-19
Persistent link: https://www.econbiz.de/10003798963
Saved in:
48
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
Saved in:
49
Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
Saved in:
50
An analytical approximation for European option prices under stochastic interest rates
Funahashi, Hideharu
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011403778
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...
//-->