//--> //--> //--> //-->
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:"Review of quantitative finance and accounting"
~subject:"Hedging"
~subject:"Option trading"
~subject:"Risiko"
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
Hedging
Option trading
Risiko
Option pricing theory
55
Optionspreistheorie
55
Volatility
26
Volatilität
26
Optionsgeschäft
17
Stochastic process
14
Stochastischer Prozess
14
Aktienoption
9
Stock option
9
Black-Scholes model
8
Black-Scholes-Modell
8
CAPM
7
Estimation
7
Schätzung
7
Option pricing
6
Risk
6
Statistical distribution
6
Statistische Verteilung
6
ARCH model
5
ARCH-Modell
5
Markov chain
5
Markov-Kette
5
Theorie
5
Theory
5
USA
5
United States
5
Börsenkurs
4
Capital income
4
Credit risk
4
Interest rate
4
Kapitaleinkommen
4
Kreditrisiko
4
Share price
4
Stochastic volatility
4
Volatility smile
4
Zins
4
Ankündigungseffekt
3
Anlageverhalten
3
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Chen, Ren-Raw
2
Kuo, I.-doun
2
Palmon, Oded
2
Azzaz, Julien
1
Blau, Benjamin
1
Chang, Chuang-chang
1
Chang, Hao-Han
1
Chen, Cathy Yi-Hsuan
1
Chen, Sonnan
1
Chiu, Chun-Yuan
1
Choi, Yoon K.
1
Chu, Quentin C.
1
Chuang, Ming-Che
1
Costabile, Massimo
1
Couch, Robert B.
1
Dai, Tian-Shyr
1
Dothan, Michael U.
1
Dotsis, George
1
Du, Brian
1
Gu, Jenny
1
Gu, Yuchi
1
Han, Seung Hun
1
Hilliard, Jitka
1
Ho, Hsiao-Wei
1
Huang, Henry Hongren
1
Jones, Jeffrey S.
1
Koussis, Nicos
1
Li, Wei
1
Lin, Hsuan-Chu
1
Lin, Hsuan-chu
1
Lin, Shih-kuei
1
Lin, Yun-Yung
1
Liu, Liang-Chih
1
Liu, Pu
1
Lo, Chia Chun
1
Loisel, Stéphane
1
Lu, Chia-Chi
1
Makrominas, Michalis
1
Markellos, Raphaēl N.
1
Massabó, Ivar
1
more ...
less ...
Published in...
All
Review of quantitative finance and accounting
International journal of theoretical and applied finance
145
The journal of futures markets
99
Applied mathematical finance
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Review of derivatives research
70
Quantitative finance
68
The journal of computational finance
67
Journal of banking & finance
65
The journal of derivatives : the official publication of the International Association of Financial Engineers
62
Finance and stochastics
56
Journal of economic dynamics & control
53
Finance research letters
47
Insurance / Mathematics & economics
43
Research paper series / Swiss Finance Institute
41
European journal of operational research : EJOR
39
The North American journal of economics and finance : a journal of financial economics studies
39
International journal of financial engineering
38
Journal of mathematical finance
33
Risks : open access journal
33
Computational economics
32
The European journal of finance
25
International review of economics & finance : IREF
24
Swiss Finance Institute Research Paper
24
Journal of financial economics
23
Journal of risk and financial management : JRFM
21
Applied economics
20
Asia-Pacific financial markets
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Annals of finance
19
Economic modelling
19
Energy economics
17
NBER working paper series
17
The journal of derivatives : JOD
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
International review of financial analysis
15
Mathematics and financial economics
15
Journal of econometrics
13
Journal of risk
13
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A reduced-form model for lease contract valuation with embedded options
Chang, Chuang-chang
;
Ho, Hsiao-Wei
;
Huang, Henry Hongren
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 841-864
Persistent link: https://www.econbiz.de/10014503183
Saved in:
2
Option implied riskiness and risk-taking incentives of executive compensation
Lu, Chia-Chi
;
Shen, Hsin-han
;
Shih, Pai-Ta
;
Tsai, Wei‐Che
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1143-1160
Persistent link: https://www.econbiz.de/10014291781
Saved in:
3
Analytical pricing formulae for vulnerable vanilla and barrier options
Liu, Liang-Chih
;
Chiu, Chun-Yuan
;
Wang, Chuan-Ju
;
Dai, …
- In:
Review of quantitative finance and accounting
58
(
2022
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012796126
Saved in:
4
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
5
The nonlinear relation between financing decisions and option compensation
Choi, Yoon K.
;
Han, Seung Hun
;
Mun, Seongjae
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1343-1356
Persistent link: https://www.econbiz.de/10012549797
Saved in:
6
Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan
;
Gu, Yuchi
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
Saved in:
7
Relative option liquidity and price efficiency
Du, Brian
- In:
Review of quantitative finance and accounting
52
(
2019
)
4
,
pp. 1119-1135
Persistent link: https://www.econbiz.de/10012172939
Saved in:
8
Retrieving risk neutral moments and expected quadratic variation from option prices
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 955-1002
Persistent link: https://www.econbiz.de/10011796976
Saved in:
9
Explaining the volatility smile : non-parametric versus parametric option models
Lin, Hsuan-Chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
46
(
2016
)
4
,
pp. 907-935
Persistent link: https://www.econbiz.de/10011595494
Saved in:
10
Some characteristics of an equity security next-year impairment
Azzaz, Julien
;
Loisel, Stéphane
;
Thérond, Pierre-E.
- In:
Review of quantitative finance and accounting
45
(
2015
)
1
,
pp. 111-135
Persistent link: https://www.econbiz.de/10011333134
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->