//--> //--> //--> //-->
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
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Journal of financial economics"
~subject:"Capital income"
~subject:"Kreditrisiko"
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: "Option pricing theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Kreditrisiko
Option pricing theory
137
Optionspreistheorie
137
Theorie
54
Theory
54
Volatility
41
Volatilität
41
USA
31
United States
31
Option trading
28
Optionsgeschäft
28
Kapitaleinkommen
24
Stochastic process
18
Stochastischer Prozess
18
Estimation
16
Schätzung
16
Aktienoption
15
CAPM
15
Stock option
15
Risikoprämie
14
Risk premium
14
Derivat
12
Derivative
12
Yield curve
12
Zinsstruktur
12
Führungskräfte
9
Managers
9
Anlageverhalten
8
Behavioural finance
8
Börsenkurs
7
Portfolio selection
7
Portfolio-Management
7
Share price
7
Option pricing
6
Risiko
6
Risk
6
Forecasting model
5
Index futures
5
Index-Futures
5
Interest rate derivative
5
more ...
less ...
Online availability
All
Undetermined
14
Free
1
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Christoffersen, Peter F.
2
Feunou, Bruno
2
Jacobs, Kris
2
Ornthanalai, Chayawat
2
Todorov, Viktor
2
Ai, Hengjie
1
Andersen, Torben
1
Bai, Jennie
1
Bakshi, Gurdip S.
1
Bandi, F. M.
1
Bollerslev, Tim
1
Byun, Suk Joon
1
Büchner, Matthias
1
Cremers, Martijn
1
Crosby, John
1
Durham, Garland
1
Engle, Robert F.
1
Fan, Zhenzhen
1
Fullwood, Jonathan
1
Fusari, Nicola
1
Gao, Xiaohui
1
Geweke, John
1
Ghosh, Pulak
1
Goldstein, Robert S.
1
Goyal, Amit
1
Hansen, Jorge W.
1
Hu, Guanglian
1
James, Jessica
1
Kelly, Bryan T.
1
Kiku, Dana
1
Kim, Da-Hea
1
Li, Gang
1
Liu, Yan
1
Liu, Yuguo
1
Marsh, Ian
1
Meddahi, Nour
1
Muravyev, Dmitriy
1
Ni, Xuechuan Charles
1
Okou, Cédric
1
Ramachandran, Lakshmi Shankar
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
Journal of financial economics
International journal of theoretical and applied finance
32
Journal of banking & finance
29
Review of derivatives research
19
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
International review of financial analysis
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
4
Swiss Finance Institute Research Paper
4
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
Relevance
Date (newest first)
Date (oldest first)
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
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
3
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
4
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:
5
A factor model for option returns
Büchner, Matthias
;
Kelly, Bryan T.
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1140-1161
Persistent link: https://www.econbiz.de/10013402153
Saved in:
6
Index option returns and generalized entropy bounds
Liu, Yan
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 1015-1036
Persistent link: https://www.econbiz.de/10012693881
Saved in:
7
Mispricing, short-sale constraints, and the cross-section of option returns
Ramachandran, Lakshmi Shankar
;
Tayal, Jitendra
- In:
Journal of financial economics
141
(
2021
)
1
,
pp. 297-321
Persistent link: https://www.econbiz.de/10012872635
Saved in:
8
Volatility and the cross-section of returns on FX options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
9
Why do option returns change sign from day to night?
Muravyev, Dmitriy
;
Ni, Xuechuan Charles
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012545424
Saved in:
10
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->