//--> //--> //--> //-->
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
Retain my current filters
~accessRights:"restricted"
~subject:"Option pricing theory"
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
Search: "Volatilität"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Volatilität
9,911
Volatility
9,898
Börsenkurs
2,830
Share price
2,830
Estimation
2,688
Schätzung
2,684
Capital income
2,277
Kapitaleinkommen
2,277
ARCH model
2,222
ARCH-Modell
2,222
Theorie
2,020
Theory
2,019
Stock market
1,951
Aktienmarkt
1,947
Welt
1,527
World
1,527
Forecasting model
1,373
Prognoseverfahren
1,373
Stochastic process
1,092
Stochastischer Prozess
1,092
Risk
1,080
Optionspreistheorie
1,065
Risiko
1,062
Zeitreihenanalyse
1,003
Time series analysis
1,002
Oil price
999
Ölpreis
999
Spillover effect
983
Spillover-Effekt
983
Exchange rate
933
Wechselkurs
930
Portfolio selection
788
Portfolio-Management
788
USA
696
United States
696
China
644
Financial market
626
Finanzmarkt
626
Financial crisis
556
more ...
less ...
Online availability
All
Undetermined
Free
1,354
Type of publication
All
Article
1,027
Book / Working Paper
38
Type of publication (narrower categories)
All
Article in journal
999
Aufsatz in Zeitschrift
999
Aufsatz im Buch
27
Book section
27
Graue Literatur
17
Non-commercial literature
17
Arbeitspapier
15
Working Paper
15
Conference paper
13
Konferenzbeitrag
13
Hochschulschrift
3
Lehrbuch
2
Collection of articles of several authors
1
Ratgeber
1
Sammelwerk
1
Textbook
1
Thesis
1
more ...
less ...
Language
All
English
1,061
German
4
Author
All
Cui, Zhenyu
18
Wang, Xingchun
14
Zhang, Jin E.
11
Nguyen, Duy
10
Alòs, Elisa
9
He, Xin-Jiang
9
Carr, Peter
8
Escobar, Marcos
8
Kirkby, J. Lars
8
Lorig, Matthew
8
Radoičić, Radoš
8
Benth, Fred Espen
7
Elliott, Robert J.
7
Gatheral, Jim
7
Kim, Jeong-Hoon
7
Kwok, Yue-Kuen
7
Lin, Shih-kuei
7
Ruan, Xinfeng
7
Fabozzi, Frank J.
6
Farkas, Walter
6
Guyon, Julien
6
Ma, Jingtang
6
Pirjol, Dan
6
SenGupta, Indranil
6
Todorov, Viktor
6
Chen, Jun-Home
5
Funahashi, Hideharu
5
Fusai, Gianluca
5
Godin, Frédéric
5
Gourier, Elise
5
Goutte, Stéphane
5
Kyriakou, Ioannis
5
Le Floc'h, Fabien
5
Li, Chenxu
5
Lian, Yu-Min
5
Madan, Dilip B.
5
Martini, Claude
5
McWalter, Thomas A.
5
Pallavicini, Andrea
5
Seifried, Frank Thomas
5
more ...
less ...
Institution
All
Springer Fachmedien Wiesbaden
1
Published in...
All
Quantitative finance
91
International journal of theoretical and applied finance
54
International journal of financial engineering
42
The journal of computational finance
38
Journal of banking & finance
37
Finance research letters
36
The North American journal of economics and finance : a journal of financial economics studies
32
Computational economics
29
European journal of operational research : EJOR
28
The journal of futures markets
25
Journal of econometrics
23
Finance and stochastics
21
Journal of mathematical finance
21
Applied mathematical finance
20
Journal of economic dynamics & control
20
Review of derivatives research
19
Applied economics
17
International review of economics & finance : IREF
16
Energy economics
14
Annals of finance
13
Decisions in economics and finance : DEF ; a journal of applied mathematics
13
Insurance / Mathematics & economics
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
12
Review of quantitative finance and accounting
12
International journal of theoretical and applied finance : IJTAF
11
Economic modelling
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Mathematics and financial economics
10
The European journal of finance
10
Journal of financial economics
9
Economics letters
8
International review of financial analysis
8
Journal of financial econometrics
8
Journal of financial markets
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
Research paper series / Swiss Finance Institute
8
Annals of financial economics
7
Applied economics letters
7
Journal of empirical finance
7
more ...
less ...
Source
All
ECONIS (ZBW)
1,065
Showing
1
-
10
of
1,065
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
2
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
3
Fractional Brownian motion in option pricing and dynamic delta hedging : experimental simulations
Dufera, Tamirat Temesgen
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014445631
Saved in:
4
Simulation schemes for the Heston model with Poisson conditioning
Choi, Jaehyuk
;
Kwok, Yue-Kuen
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 363-376
Persistent link: https://www.econbiz.de/10014456865
Saved in:
5
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
6
The valuation of real options for risky barrier to entry with hybrid stochastic and local volatility and stochastic investment costs
Kim, Donghyun
;
Shin, Yong Hyun
;
Yoon, Ji-Hun
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491977
Saved in:
7
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
8
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
9
Joint calibration of S&P 500 and VIX options under local stochastic volatility models
Zhou, Zhiqiang
;
Xu, Wei
;
Rubtsov, Alexey
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 273-310
Persistent link: https://www.econbiz.de/10014469009
Saved in:
10
Recovering implied volatility
Kadan, Ohad
;
Liu, Fang
;
Tang, Xiaoxiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 255-282
Persistent link: https://www.econbiz.de/10014469958
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...
//-->