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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Aktienoption"
~subject:"Volatilität"
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Search: "Option pricing theory"
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Aktienoption
Volatilität
Option pricing theory
83
Optionspreistheorie
83
Volatility
38
Option trading
36
Optionsgeschäft
36
Stochastic process
32
Stochastischer Prozess
32
Derivat
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Derivative
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Black-Scholes model
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Black-Scholes-Modell
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Credit risk
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Kreditrisiko
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Option pricing
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Esscher transform
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Portfolio selection
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Portfolio-Management
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Statistical distribution
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Statistische Verteilung
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GARCH
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Yield curve
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Futures
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Labuschagne, Coenraad C. A.
3
Wang, Xingchun
3
Li, Shaoyu
2
Lin, Shih-kuei
2
Ma, Jingtang
2
McAleer, Michael
2
Bao, Ying
1
Bian, Zhicun
1
Bianconi, Marcelo
1
Boetticher, Sven T. von
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
Chiu, Hsin-Yu
1
Chuang, Wen-i
1
Cummins, Mark
1
Deng, Dongya
1
Fan, Jiacheng
1
Feng, Yaqin
1
Gong, Xiaoli
1
Guo, Shuxin
1
Göncü, Ahmet
1
Hammoudeh, Shawkat
1
He, Xin-Jiang
1
He, Yong
1
Hong, Hui
1
Huang, Henry He
1
Huang, Hung-Hsi
1
Huang, Teng-ching
1
Itkin, Andrey
1
Jimenez-Martin, Juan-Angel
1
Jing, Bo
1
Karahan, Mehmet Oğuz
1
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The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
159
Quantitative finance
101
The journal of futures markets
81
Journal of banking & finance
79
Applied mathematical finance
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
The journal of computational finance
65
Review of derivatives research
52
International journal of financial engineering
48
Finance research letters
47
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
European journal of operational research : EJOR
41
Finance and stochastics
40
Journal of econometrics
39
Journal of economic dynamics & control
37
Journal of financial economics
37
Computational economics
35
Journal of mathematical finance
35
Review of quantitative finance and accounting
34
Research paper series / Swiss Finance Institute
30
Risks : open access journal
28
Insurance / Mathematics & economics
27
Annals of finance
24
International review of economics & finance : IREF
23
The European journal of finance
23
Applied economics
22
Journal of empirical finance
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
Asia-Pacific financial markets
18
Journal of risk and financial management : JRFM
18
International review of financial analysis
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
The journal of finance : the journal of the American Finance Association
17
Economic modelling
16
Journal of financial and quantitative analysis : JFQA
16
Asia-Pacific journal of financial studies
15
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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
Saved in:
5
Arbitrage-free conditions for implied volatility surface by Delta
Wang, Ximei
;
Zhao, Yanlong
;
Bao, Ying
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 819-834
Persistent link: https://www.econbiz.de/10012120342
Saved in:
6
The values and incentive effects of options on the maximum or the minimum of the stock prices and market index
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012667343
Saved in:
7
Consistent pricing of VIX options with the Hawkes jump-diffusion model
Jing, Bo
;
Li, Shenghong
;
Ma, Yong
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821987
Saved in:
8
Valuation of options on the maximum of two prices with default risk under GARCH models
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012822187
Saved in:
9
A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model
Li, Shaoyu
;
Zhang, Yuanyuan
;
Zhu, Chunhui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013188207
Saved in:
10
Impact of volatility jumps in a mean-reverting model : derivative pricing and empirical evidence
Chiu, Hsin-Yu
;
Chen, Ting-Fu
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012656907
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