//--> //--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Black-Scholes model"
~subject:"Volatilität"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes model
Volatilität
Option pricing theory
83
Optionspreistheorie
83
Volatility
38
Option trading
36
Optionsgeschäft
36
Stochastic process
32
Stochastischer Prozess
32
Derivat
19
Derivative
19
Black-Scholes-Modell
13
ARCH model
11
ARCH-Modell
11
Credit risk
10
Kreditrisiko
10
Option pricing
10
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Stochastic volatility
8
Esscher transform
7
Portfolio selection
7
Portfolio-Management
7
Statistical distribution
7
Statistische Verteilung
7
GARCH
6
Hedging
6
Swap
6
Barrier option
5
Experiment
5
Risikomanagement
5
Risk management
5
Yield curve
5
Zinsstruktur
5
Aktienoption
4
Capital income
4
Forecasting model
4
Futures
4
Implied volatility
4
Kapitaleinkommen
4
more ...
less ...
Online availability
All
Undetermined
41
Type of publication
All
Article
47
Type of publication (narrower categories)
All
Article in journal
47
Aufsatz in Zeitschrift
47
Language
All
English
47
Author
All
Ko, Bangwon
4
Lee, Hangsuck
4
Labuschagne, Coenraad C. A.
3
Huang, Hung-Hsi
2
Li, Shaoyu
2
Lin, Shih-kuei
2
Lin, Shin-Hung
2
Ma, Jingtang
2
McAleer, Michael
2
Wang, Xingchun
2
Ahn, Soohan
1
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
Hsu, Wei-tze
1
Huang, Henry He
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
175
Quantitative finance
109
Applied mathematical finance
87
The journal of futures markets
85
Journal of banking & finance
80
The journal of computational finance
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Review of derivatives research
59
Computational economics
57
Finance and stochastics
54
International journal of financial engineering
53
Journal of mathematical finance
49
Finance research letters
46
European journal of operational research : EJOR
43
Journal of econometrics
41
Journal of economic dynamics & control
41
The journal of derivatives : the official publication of the International Association of Financial Engineers
41
Risks : open access journal
34
Research paper series / Swiss Finance Institute
30
Review of quantitative finance and accounting
30
Journal of financial economics
28
Insurance / Mathematics & economics
27
The European journal of finance
27
Annals of finance
26
International review of economics & finance : IREF
24
Applied economics
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Decisions in economics and finance : DEF ; a journal of applied mathematics
22
Journal of risk and financial management : JRFM
22
Asia-Pacific financial markets
19
Energy economics
19
Journal of empirical finance
19
Economic modelling
18
International review of financial analysis
18
Discussion paper / Tinbergen Institute
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Journal of financial and quantitative analysis : JFQA
15
Mathematics and financial economics
15
The journal of finance : the journal of the American Finance Association
15
more ...
less ...
Source
All
ECONIS (ZBW)
47
Showing
1
-
10
of
47
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Pricing European continuous-installment currency options with mean-reversion
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
Saved in:
5
Valuing lookback options with barrier
Lee, Hangsuck
;
Kim, Eunchae
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
Saved in:
6
A semi-analytic valuation of two-asset barrier options and autocallable products using Brownian bridge
Lee, Hangsuck
;
Lee, Minha
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013449375
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->