//--> //--> //--> //-->
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"
~subject:"Share price"
~subject:"Monte Carlo simulation"
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
Share price
Monte Carlo simulation
Option pricing theory
2,864
Optionspreistheorie
2,862
Volatilität
1,062
Volatility
1,061
Stochastic process
1,019
Stochastischer Prozess
1,019
Option trading
817
Optionsgeschäft
817
Derivat
625
Derivative
625
Portfolio selection
300
Portfolio-Management
300
Black-Scholes-Modell
279
Black-Scholes model
276
Hedging
256
CAPM
224
Yield curve
205
Zinsstruktur
205
Risk
200
Risiko
198
Monte-Carlo-Simulation
195
Option pricing
192
Estimation
177
Statistical distribution
177
Statistische Verteilung
177
Schätzung
173
Real options analysis
172
Realoptionsansatz
172
Experiment
171
Credit risk
158
Kreditrisiko
158
Capital income
142
Kapitaleinkommen
142
Börsenkurs
136
Stochastic volatility
135
Risikoprämie
133
Risk premium
133
Markov chain
119
more ...
less ...
Online availability
All
Undetermined
Free
339
Type of publication
All
Article
308
Book / Working Paper
18
Type of publication (narrower categories)
All
Article in journal
306
Aufsatz in Zeitschrift
306
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
323
German
3
Author
All
Wang, Xiaoqun
7
Bayer, Christian
5
Ryu, Doojin
5
Zhu, Dan
4
Fabozzi, Frank J.
3
He, Zhijian
3
Joshi, Mark S.
3
Kelly, Bryan T.
3
Lin, Shih-kuei
3
Oosterlee, Cornelis Willebrordus
3
Pástor, Ľuboš
3
Schoutens, Wim
3
Schweizer, Nikolaus
3
Shiraya, Kenichiro
3
Stentoft, Lars
3
Takahashi, Akihiko
3
Tempone, Raúl
3
Wang, Xingchun
3
Yang, Heejin
3
Barone-Adesi, Giovanni
2
Ben Hammouda, Chiheb
2
Bender, Christian
2
Bormetti, Giacomo
2
Briani, Maya
2
Cao, Jie
2
Caramellino, Lucia
2
Corsi, Fulvio
2
Dang, Duy Minh
2
Dassios, Angelos
2
De Spiegeleer, Jan
2
Dempsey, Michael
2
El-Khatib, Youssef
2
Ezepue, Patrick Oseloka
2
Funahashi, Hideharu
2
Goutte, Stéphane
2
Gruber, Peter H.
2
Hainaut, Donatien
2
Härdle, Wolfgang
2
Jackson, Kenneth R.
2
Jacobs, Kris
2
more ...
less ...
Published in...
All
Quantitative finance
28
The journal of computational finance
24
Finance research letters
15
International journal of theoretical and applied finance
13
European journal of operational research : EJOR
12
Computational economics
11
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of futures markets
9
Energy economics
8
International journal of financial engineering
8
Journal of mathematical finance
7
Applied mathematical finance
6
Journal of banking & finance
5
Journal of econometrics
5
Mathematics of operations research
5
Research paper series / Swiss Finance Institute
5
Applied economics
4
International review of financial analysis
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Operations research letters
4
SpringerLink / Bücher
4
Finance and stochastics
3
International review of economics & finance : IREF
3
Journal of international financial markets, institutions & money
3
Review of quantitative finance and accounting
3
Swiss Finance Institute Research Paper
3
The journal of computational finance : JFC
3
Applied economics letters
2
Asia-Pacific financial markets
2
Asia-Pacific journal of financial studies
2
Discussion paper / Centre for Economic Policy Research
2
Economics letters
2
Global finance journal
2
Insurance / Mathematics & economics
2
International journal of economics and finance
2
International journal of theoretical and applied finance : IJTAF
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
more ...
less ...
Source
All
ECONIS (ZBW)
326
Showing
1
-
10
of
326
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
2
Price monotonicity violations during stock market crashes : evidence from the SSE 50 ETF options market
Luo, Xingguo
;
Ryu, Doojin
;
Tao, Libin
;
Ye, Chuxin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10014475508
Saved in:
3
Regulated Ornstein-Uhlenbeck process in pandemic-time asset pricing of stocks and derivatives
Sani, Sulaiman
;
Mhone, Peter Y.
;
Mhlongo, Mfundo
; …
- In:
Operations research forum
5
(
2024
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014517567
Saved in:
4
Traders' heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets
Nappo, Giovanna
;
Marchetti, Fabio Massimo
;
Vagnani, Gianluca
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472484
Saved in:
5
Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Bishwal, Jaya Prakasah Narayan
- In:
Algorithmic finance
10
(
2023
)
1/2
,
pp. 53-66
Persistent link: https://www.econbiz.de/10014474576
Saved in:
6
Role of OTC options in stock price efficiency : evidence from the Chinese market
Zhou, Yaping
;
Diao, Xundi
;
Lv, Dayong
- In:
Accounting and finance
63
(
2023
)
4
,
pp. 4629-4655
Persistent link: https://www.econbiz.de/10014477159
Saved in:
7
Shot-noise cojumps : exact simulation and option pricing
Qu, Yan
;
Dassios, Angelos
;
Zhao, Hongbiao
- In:
Journal of the Operational Research Society
74
(
2023
)
3
,
pp. 647-665
Persistent link: https://www.econbiz.de/10014331928
Saved in:
8
Investment certificates pricing using a Quasi-Monte Carlo framework : case-studies based on the Italian market
Bottasso, Anna
;
Fusaro, Michelangelo
;
Giribone, Pier …
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014444661
Saved in:
9
The term structure of short selling costs
Weitzner, Gregory
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
6
,
pp. 2125-2161
Persistent link: https://www.econbiz.de/10014445766
Saved in:
10
Jump-diffusion volatility models for variance swaps : an empirical performance analysis
Jin, Xing
;
Hong, Yi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014457699
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...
//-->