//--> //--> //-->
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
~accessRights:"restricted"
~person:"Ruan, Xinfeng"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
9
Optionspreistheorie
9
Volatility
7
Volatilität
7
Option trading
4
Optionsgeschäft
4
CAPM
2
COVID-19
2
Capital income
2
Coronavirus
2
Crude oil
2
Estimation
2
Forecasting model
2
Kapitaleinkommen
2
Lévy process
2
Oil market
2
Option returns
2
Options market
2
Prognoseverfahren
2
Risiko
2
Risk
2
Schätzung
2
Stochastic process
2
Stochastic volatility
2
Stochastischer Prozess
2
Swap
2
Ölmarkt
2
Aktienoption
1
Allgemeines Gleichgewicht
1
Anlageverhalten
1
Asset pricing
1
Behavioural finance
1
Black-Scholes model
1
Black-Scholes-Modell
1
Börsenkurs
1
Capital market returns
1
Cross-section
1
Derivat
1
Derivative
1
Equilibrium
1
more ...
less ...
Online availability
All
Undetermined
Free
5
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Ruan, Xinfeng
Wang, Xingchun
29
Cui, Zhenyu
28
Fabozzi, Frank J.
21
Madan, Dilip B.
19
He, Xin-Jiang
15
Lee, Hangsuck
14
Kirkby, J. Lars
13
Benth, Fred Espen
12
Nguyen, Duy
12
Zhang, Jin E.
12
Elliott, Robert J.
11
Kim, Young Shin
11
Kwok, Yue-Kuen
11
Li, Lingfei
11
Račev, Svetlozar T.
11
Takahashi, Akihiko
11
Wang, King
11
Xu, Wei
11
Bayer, Christian
10
Carr, Peter
10
Escobar, Marcos
10
Fusai, Gianluca
10
Leippold, Markus
10
Lin, Shih-kuei
10
Lorig, Matthew
10
Ryu, Doojin
10
Siu, Tak Kuen
10
Zhu, Song-Ping
10
Alòs, Elisa
9
Godin, Frédéric
9
Hess, Markus
9
Lee, Cheng F.
9
Oosterlee, Cornelis Willebrordus
9
Schoutens, Wim
9
Tunaru, Radu
9
Yang, Zhaojun
9
Glau, Kathrin
8
Hainaut, Donatien
8
Kim, Jeong-Hoon
8
more ...
less ...
Published in...
All
Applied economics
1
Computational economics
1
Economic modelling
1
Economics letters
1
Energy economics
1
Finance research letters
1
Journal of commodity markets
1
Journal of financial markets
1
Mathematics and financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
2
Carr and Wu's (2020) framework in the oil ETF option market
Jia, Xiaolan
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477744
Saved in:
3
The price of COVID-19-induced uncertainty in the options market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Economics letters
211
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
Saved in:
4
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
5
Volatility-of-volatility and the cross-section of option returns
Ruan, Xinfeng
- In:
Journal of financial markets
48
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012631805
Saved in:
6
Asset pricing in a pure exchange economy with heterogeneous investors
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 605-634
Persistent link: https://www.econbiz.de/10012321851
Saved in:
7
Pricing swaps on discrete realized higher moments under the lévy process
Zhu, Wenli
;
Ruan, Xinfeng
- In:
Computational economics
53
(
2019
)
2
,
pp. 507-532
Persistent link: https://www.econbiz.de/10012134734
Saved in:
8
Risk-neutral moments in the crude oil market
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Energy economics
72
(
2018
),
pp. 583-600
Persistent link: https://www.econbiz.de/10011972460
Saved in:
9
Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums
Ruan, Xinfeng
;
Zhu, Wenli
;
Huang, Jiexiang
;
Zhang, Jin E.
- In:
Economic modelling
54
(
2016
),
pp. 326-338
Persistent link: https://www.econbiz.de/10011642179
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->