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Statistische Verteilung
Option pricing theory
2,863
Optionspreistheorie
2,861
Volatilität
1,062
Volatility
1,061
Stochastic process
1,019
Stochastischer Prozess
1,019
Option trading
817
Optionsgeschäft
817
Derivat
625
Derivative
625
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300
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300
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279
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276
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256
CAPM
224
Yield curve
205
Zinsstruktur
205
Risk
199
Risiko
197
Monte-Carlo-Simulation
195
Monte Carlo simulation
194
Option pricing
192
Estimation
177
Statistical distribution
177
Schätzung
173
Real options analysis
172
Realoptionsansatz
172
Experiment
171
Credit risk
158
Kreditrisiko
158
Capital income
142
Kapitaleinkommen
142
Börsenkurs
136
Share price
136
Stochastic volatility
135
Risikoprämie
133
Risk premium
133
Markov chain
119
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177
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172
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5
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Article in journal
169
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169
Graue Literatur
4
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4
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3
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3
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Cui, Zhenyu
4
Kim, Young Shin
4
Madan, Dilip B.
4
Perote, Javier
4
Wang, King
4
Fabozzi, Frank J.
3
Kim, Sol
3
Račev, Svetlozar T.
3
Aguilar, Jean-Philippe
2
Arismendi Zambrano, Juan Carlos
2
Asmussen, Søren
2
Cai, Ning
2
Chen, Ren-Raw
2
Chen, Son-nan
2
Drimus, Gabriel
2
Farkas, Walter
2
Gagnon, Marie-Hélène
2
Gambarelli, Luca
2
Hanke, Michael
2
Itkin, Andrey
2
Jacobs, Kris
2
Lee, Geul
2
Monteiro, Ana M.
2
Mora-Valencia, Andrés
2
Mukupa, George M.
2
Muzzioli, Silvia
2
Necula, Ciprian
2
Nguyen, Duy
2
Offen, Elias R.
2
Oosterlee, Cornelis Willebrordus
2
Power, Gabriel J.
2
Prokopczuk, Marcel
2
Shirvani, Abootaleb
2
Toupin, Dominique
2
Wang, Yongjin
2
Weissensteiner, Alex
2
Xu, Guangli
2
Zhang, Jin E.
2
Zhuo, Xiaoyang
2
Ñíguez, Trino-Manuel
2
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International journal of theoretical and applied finance
14
Quantitative finance
12
Journal of econometrics
10
Computational economics
9
Applied mathematical finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Journal of banking & finance
6
Review of derivatives research
6
International journal of financial engineering
5
Journal of mathematical finance
5
Review of quantitative finance and accounting
5
European journal of operational research : EJOR
4
Finance research letters
4
Journal of economic dynamics & control
4
The journal of futures markets
4
Insurance / Mathematics & economics
3
International review of economics & finance : IREF
3
Mathematics and financial economics
3
The journal of computational finance
3
Applied economics
2
Asia-Pacific journal of financial studies
2
Computational Management Science : CMS
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Economic modelling
2
Economics letters
2
Finance and stochastics
2
International journal of theoretical and applied finance : IJTAF
2
Journal of international financial markets, institutions & money
2
Journal of risk
2
Journal of the Operational Research Society
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of derivatives : JOD
2
Advances in mathematical economics
1
Advances of OR in commodities and financial modeling
1
Asia-Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / ICMA Centre, Henley Business School, University of Reading
1
Econometric reviews
1
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ECONIS (ZBW)
177
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1
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
2
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
3
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
4
Log-normal stochastic volatility model with quadratic drift
Sepp, Artur
;
Rakhmonov, Parviz
- In:
International journal of theoretical and applied …
26
(
2023
)
8
,
pp. 1-63
Persistent link: https://www.econbiz.de/10014500285
Saved in:
5
Option pricing with overnight and intraday volatility
Liang, Fang
;
Du, Lingshan
;
Huang, Zhuo
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1576-1614
Persistent link: https://www.econbiz.de/10014432919
Saved in:
6
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
7
An option-based approach to measuring disclosure asymmetry
Smith, Kevin
- In:
The accounting review : a publication of the American …
98
(
2023
)
4
,
pp. 373-403
Persistent link: https://www.econbiz.de/10014340501
Saved in:
8
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
9
Can real options explain the skewness of stock returns?
Ho, Tuan
;
Kim, Kirak
;
Li, Yang
;
Xu, Fangming
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248283
Saved in:
10
Closed-form option pricing for exponential Lévy models : a residue approach
Aguilar, Jean-Philippe
;
Kirkby, Justin Lars
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 251-278
Persistent link: https://www.econbiz.de/10014232627
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