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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Capital income"
~subject:"Kreditrisiko"
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Search: "Option pricing theory"
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Capital income
Kreditrisiko
Option pricing theory
100
Optionspreistheorie
100
Theorie
33
Theory
33
Volatility
31
Volatilität
31
USA
20
United States
20
Derivat
17
Derivative
17
Option trading
17
Optionsgeschäft
17
Estimation
10
Portfolio selection
10
Portfolio-Management
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Schätzung
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Credit risk
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Kapitaleinkommen
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Stochastic process
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Stochastischer Prozess
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Implied volatility
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Yield curve
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Zinsstruktur
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Börsenkurs
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Commodity derivative
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Swap
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Credit derivative
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Forecasting model
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Index futures
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Index-Futures
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English
17
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Chateau, Jean-Pierre D.
2
Feunou, Bruno
2
Stasinakis, Charalampos
2
Xu, Yaofei
2
Yan, Cheng
2
Bougias, Alexandros
1
Byström, Hans N. E.
1
Christoffersen, Peter F.
1
Cremers, Martijn
1
Dufresne, D.
1
Episcopos, Athanasios
1
Fan, Zhenzhen
1
Feng, Shu
1
Friesen, Geoffrey C.
1
González-Urteaga, Ana
1
Hu, Guanglian
1
Jacobs, Kris
1
Kwon, Oh Kang
1
Leledakis, George N.
1
Liu, Yuguo
1
Meddahi, Nour
1
Muga, Luis
1
Okou, Cédric
1
Realdon, Marco
1
Rubinstein, Mark
1
Santamaría Aquilué, Rafael
1
Shi, Yukun
1
Shi, Yunkun
1
Skinner, Frank S.
1
Townend, Timothy G.
1
Vasquez, Aurelio
1
Weinbaum, David
1
Xiao, Xiao
1
Zhang, Xuan
1
Zhang, Yi
1
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International review of financial analysis
Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
32
Journal of banking & finance
29
Review of derivatives research
19
Journal of financial economics
18
Quantitative finance
16
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of futures markets
14
Applied mathematical finance
13
Insurance / Mathematics & economics
13
The journal of computational finance
12
Finance research letters
11
International journal of financial engineering
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Research paper series / Swiss Finance Institute
10
Asia-Pacific financial markets
9
Journal of economic dynamics & control
9
Journal of empirical finance
9
The European journal of finance
9
Applied economics letters
8
Journal of mathematical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Review of quantitative finance and accounting
8
The review of financial studies
8
Finance and stochastics
7
Journal of financial markets
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The journal of finance : the journal of the American Finance Association
7
European journal of operational research : EJOR
6
Journal of risk and financial management : JRFM
6
International review of economics & finance : IREF
5
Journal of econometrics
5
The journal of fixed income
5
Annals of financial economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Review of finance : journal of the European Finance Association
4
Scandinavian actuarial journal
4
Serie documentos de trabajo
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
17
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1
The pricing of volatility and jump risks in the cross-section of index option returns
Hu, Guanglian
;
Liu, Yuguo
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
6
,
pp. 2385-2411
Persistent link: https://www.econbiz.de/10013367097
Saved in:
2
Moment risk premia and stock return predictability
Fan, Zhenzhen
;
Xiao, Xiao
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
1
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012805776
Saved in:
3
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
4
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
5
The role of asset payouts in the estimation of default barriers
Bougias, Alexandros
;
Episcopos, Athanasios
;
Leledakis, …
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013396237
Saved in:
6
Good volatility, bad volatility, and option pricing
Feunou, Bruno
;
Okou, Cédric
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 695-727
Persistent link: https://www.econbiz.de/10012138931
Saved in:
7
Equity volatility term structures and the cross section of option returns
Vasquez, Aurelio
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2727-2754
Persistent link: https://www.econbiz.de/10011929375
Saved in:
8
The relationship between the option-implied volatility smile, stock returns and heterogeneous beliefs
Feng, Shu
;
Zhang, Yi
;
Friesen, Geoffrey C.
- In:
International review of financial analysis
41
(
2015
),
pp. 62-73
Persistent link: https://www.econbiz.de/10011508586
Saved in:
9
Momentum and default risk : some results using the jump component
González-Urteaga, Ana
;
Muga, Luis
;
Santamaría …
- In:
International review of financial analysis
40
(
2015
),
pp. 185-193
Persistent link: https://www.econbiz.de/10011475738
Saved in:
10
The economic value of realized volatility : using high-frequency returns for option valuation
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 663-697
Persistent link: https://www.econbiz.de/10010487742
Saved in:
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