//--> //--> //--> //-->
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
~subject:"Black-Scholes model"
~subject:"Zinsstruktur"
~type_genre:"Collection of articles of several authors"
~type_genre:"Non-commercial literature"
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
Black-Scholes model
Zinsstruktur
Optionspreistheorie
1,873
Option pricing theory
1,863
Theorie
883
Theory
883
Volatilität
436
Volatility
434
Stochastic process
347
Stochastischer Prozess
347
Optionsgeschäft
241
Option trading
238
Derivat
218
Derivative
218
Portfolio selection
181
Portfolio-Management
181
Hedging
167
Estimation
166
Schätzung
166
USA
154
United States
152
CAPM
138
Yield curve
135
Börsenkurs
108
Share price
108
Black-Scholes-Modell
105
Risiko
105
Risk
105
Risikoprämie
83
Risk premium
82
Credit risk
80
Interest rate derivative
80
Kreditrisiko
80
Statistical distribution
80
Statistische Verteilung
80
Zinsderivat
80
Real options analysis
79
Realoptionsansatz
79
Estimation theory
75
Schätztheorie
75
more ...
less ...
Online availability
All
Free
106
Undetermined
13
Type of publication
All
Book / Working Paper
232
Article
1
Type of publication (narrower categories)
All
Collection of articles of several authors
Non-commercial literature
Article in journal
1,076
Aufsatz in Zeitschrift
1,076
Graue Literatur
223
Working Paper
191
Arbeitspapier
190
Hochschulschrift
84
Thesis
68
Aufsatz im Buch
63
Book section
63
Lehrbuch
42
Textbook
39
Collection of articles written by one author
18
Sammlung
18
Bibliografie enthalten
13
Bibliography included
13
Forschungsbericht
13
Conference paper
12
Konferenzbeitrag
12
Sammelwerk
12
Aufsatzsammlung
11
Glossar enthalten
7
Glossary included
7
Handbook
7
Handbuch
7
Systematic review
7
Übersichtsarbeit
7
Bibliografie
5
CD-ROM, DVD
5
Konferenzschrift
5
Reprint
5
Accompanied by computer file
4
Conference proceedings
4
Elektronischer Datenträger als Beilage
4
Amtsdruckschrift
3
Einführung
3
Government document
3
Rezension
2
Biografie
1
more ...
less ...
Language
All
English
228
German
5
Italian
1
Author
All
Joshi, Mark S.
6
Rosenberg, Joshua V.
6
Engle, Robert F.
5
Filipović, Damir
5
Garcia, René
5
Renault, Eric
5
Schlögl, Erik
5
Wystup, Uwe
5
Barone-Adesi, Giovanni
4
Chiarella, Carl
4
Luger, Richard
4
Schoenmakers, John
4
Schönbucher, Philipp J.
4
Belomestny, Denis
3
Ehrhardt, Matthias
3
Fengler, Matthias R.
3
Houweling, Patrick
3
Härdle, Wolfgang
3
Sala, Carlo
3
Subrahmanyam, Marti G.
3
Vorst, Ton
3
Wilhelm, Jochen
3
Almeida, Caio
2
Beveridge, Christopher
2
Beyna, Ingo
2
Björk, Tomas
2
Christiansen, Charlotte
2
Culp, Christopher L.
2
Dert, Cees
2
Fanelli, Viviana
2
Farkas, Walter
2
Frey, Rüdiger
2
Guidolin, Massimo
2
Heston, Steven L.
2
Hölzermann, Julian
2
Jacobs, Kris
2
Jong, Frank de
2
Kohlmann, Michael
2
Landén, Camilla
2
Leitner, Johannes
2
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Center for Economic Research <Tilburg>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
ESCP-EAP European School of Management
1
Eberhard Karls Universität Tübingen
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Hochschule für Bankwirtschaft
1
Institut for Finansiering <Frederiksberg>
1
International Workshop on Finance <2011, Kyōto>
1
Svenska Handelshögskolan <Helsinki>
1
Technische Hochschule Mittelhessen
1
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
1
University of Cambridge / Department of Applied Economics
1
more ...
less ...
Published in...
All
Research paper series / Swiss Finance Institute
12
Discussion paper / B
6
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Finance and economics discussion series
5
Working paper
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
5
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Tinbergen Institute
4
Staff reports / Federal Reserve Bank of New York
4
Série de trabalhos para discussão
4
Working paper series / Centre for Practical Quantitative Finance
4
Bonn Econ Discussion Papers / BGSE
3
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
3
CoFE discussion papers
3
Mathematical finance
3
SFB 649 discussion paper
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne
3
Working paper / National Bureau of Economic Research, Inc.
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Working papers
3
CREATES research paper
2
Cahier / Département de Sciences Économiques, Université de Montréal
2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
Discussion papers of interdisciplinary research project 373
2
IES working paper
2
Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag ...
2
Queen's Economics Department working paper
2
SSE EFI working paper series in economics and finance
2
Swiss Finance Institute Research Paper
2
Technical working paper / National Bureau of Economic Research
2
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
2
26th Australasian Finance and Banking Conference 2013
1
AFA 2010 Atlanta Meetings Paper
1
AFI
1
Acta Universitatis Oeconomicae Helsingiensis / A
1
An Elgar reference collection
1
more ...
less ...
Source
All
ECONIS (ZBW)
233
Showing
1
-
10
of
233
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Self-pricing options
Edelman, David
-
2023
Persistent link: https://www.econbiz.de/10014477093
Saved in:
2
The pricing kernel in options
Heston, Steven L.
;
Jacobs, Kris
;
Kim, Hyung Joo
-
2023
Persistent link: https://www.econbiz.de/10014385050
Saved in:
3
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
-
2023
Persistent link: https://www.econbiz.de/10013502696
Saved in:
4
How QE changes the nature of sovereign risk
Broeders, Dirk
;
Haan, Leo de
;
End, Jan-Willem van den
-
2022
Persistent link: https://www.econbiz.de/10012807588
Saved in:
5
Endogenous option pricing
Gamba, Andrea
;
Saretto, Alessio
-
2022
Persistent link: https://www.econbiz.de/10013170529
Saved in:
6
Pricing the exotic: path-dependent american options with stochastic barriers
Rojas-Bernal, Alejandro
;
Villamizar-Villegas, Mauricio
; …
-
2021
Persistent link: https://www.econbiz.de/10012804267
Saved in:
7
Approximation method using black-scholes formula for barrier option pricing under Lévy models
Li, Yuan
;
Miyachi, Kaimon
;
Shiraya, Kenichiro
; …
-
2021
-
This version : June 7, 2021
Persistent link: https://www.econbiz.de/10012807890
Saved in:
8
Variance Gamma process in the option pricing model
Drahokoupil, Jakub
-
2021
Persistent link: https://www.econbiz.de/10012493120
Saved in:
9
Pricing Kernels inferred from Bitcoin options
Winkel, Julian
-
2021
Persistent link: https://www.econbiz.de/10013257965
Saved in:
10
Efficient solutions for pricing and hedging interest rate Asian options
Silva, Allan Jonathan da
;
Baczynski, Jack
;
Vicente, …
-
2020
Persistent link: https://www.econbiz.de/10012171315
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->