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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Volatilität"
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Search: "Option pricing theory"
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Volatilität
Option pricing theory
214
Optionspreistheorie
214
Stochastic process
88
Stochastischer Prozess
88
Volatility
78
Option trading
63
Optionsgeschäft
63
Derivat
49
Derivative
49
Finance
36
Option pricing
27
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Black-Scholes model
21
Black-Scholes-Modell
21
Portfolio selection
20
Portfolio-Management
20
Credit risk
16
Hedging
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Kreditrisiko
16
Real options analysis
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Realoptionsansatz
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Markov chain
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Markov-Kette
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ARCH model
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ARCH-Modell
14
Simulation
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Experiment
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Statistical distribution
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Statistische Verteilung
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Stochastic volatility
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Swap
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Risikomanagement
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Risk management
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Pricing
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Risiko
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Risk
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78
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English
78
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Labuschagne, Coenraad C. A.
3
Ma, Jingtang
3
Ballotta, Laura
2
Cao, Yi
2
Cui, Zhenyu
2
Date, Paresh
2
Islyaev, Suren
2
Kirkby, J. Lars
2
Kyriakou, Ioannis
2
Li, Shaoyu
2
Li, Shenghong
2
Lin, Shih-kuei
2
Liu, Xiaoquan
2
McAleer, Michael
2
Nguyen, Duy
2
Rayée, Grégory
2
Shiraya, Kenichiro
2
Wang, Xingchun
2
Wong, Hoi Ying
2
Badescu, Alexandru
1
Ballestra, Luca Vincenzo
1
Bandi, Chaithanya
1
Bao, Qunfang
1
Bao, Ying
1
Baño Rollin, Sebastian del
1
Bertsimas, Dimitris
1
Bian, Zhicun
1
Bianconi, Marcelo
1
Boetticher, Sven T. von
1
Borovkova, Svetlana
1
Campani, Carlos Heitor
1
Chan, Tat Lung (Ron)
1
Chang, Chia-Chang
1
Chang, Chia-Lin
1
Chao, Wei-Hsiung
1
Chen, Carl R.
1
Chen, Dengsheng
1
Chen, Naiwei
1
Chen, Ting-Fu
1
Cheng, Hung-Wen
1
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European journal of operational research : EJOR
The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
156
Quantitative finance
100
Journal of banking & finance
75
Applied mathematical finance
72
The journal of futures markets
71
The journal of computational finance
64
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
49
International journal of financial engineering
47
Finance research letters
43
Finance and stochastics
40
Journal of econometrics
39
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Computational economics
35
Journal of economic dynamics & control
35
Journal of mathematical finance
35
Risks : open access journal
28
Research paper series / Swiss Finance Institute
27
Insurance / Mathematics & economics
26
Journal of financial economics
26
Review of quantitative finance and accounting
26
Annals of finance
24
International review of economics & finance : IREF
22
The European journal of finance
22
Applied economics
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Energy economics
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Journal of empirical finance
18
Journal of risk and financial management : JRFM
18
Asia-Pacific financial markets
16
Economic modelling
16
International review of financial analysis
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Journal of financial and quantitative analysis : JFQA
15
Asia-Pacific journal of financial studies
14
Discussion paper / Tinbergen Institute
14
Mathematics and financial economics
14
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ECONIS (ZBW)
78
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1
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
2
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:
3
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:
4
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
5
Robust optimal reinsurance-investment for αmaxmin mean-variance utility under Heston's SV model
Chen, Dengsheng
;
He, Yong
;
Li, Ziqiang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014484002
Saved in:
6
Psychological barriers and option pricing in a local volatility model
Li, Dan
;
Liu, Lixin
;
Xu, Guangli
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
Saved in:
7
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
Saved in:
8
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
9
Smiles & smirks : volatility and leverage by jumps
Ballotta, Laura
;
Rayée, Grégory
- In:
European journal of operational research : EJOR
298
(
2022
)
3
,
pp. 1145-1161
Persistent link: https://www.econbiz.de/10013206930
Saved in:
10
Jump dynamics, spillover effect and option valuation
Pan, Zhiyuan
;
Shuai, Jiangyu
;
Liang, Zhilei
;
Sun, Xianchao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
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