//--> //--> //--> //-->
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
~type:"article"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
7,833
Optionspreistheorie
7,827
Volatility
2,168
Volatilität
2,168
Stochastic process
1,966
Stochastischer Prozess
1,966
Theorie
1,942
Theory
1,942
Option trading
1,704
Optionsgeschäft
1,704
Derivat
1,276
Derivative
1,276
Hedging
677
Black-Scholes model
644
Black-Scholes-Modell
644
Portfolio selection
555
Portfolio-Management
555
CAPM
506
Yield curve
505
Zinsstruktur
505
USA
475
United States
474
Estimation
459
Schätzung
453
Monte Carlo simulation
435
Monte-Carlo-Simulation
435
Real options analysis
385
Realoptionsansatz
385
Risk
377
Risiko
374
Credit risk
350
Kreditrisiko
350
Statistical distribution
343
Statistische Verteilung
343
Option pricing
264
Capital income
262
Kapitaleinkommen
262
Experiment
261
Börsenkurs
256
Share price
256
more ...
less ...
Online availability
All
Undetermined
2,636
Free
451
Type of publication
All
Article
Book / Working Paper
6,571
Journal
14
Type of publication (narrower categories)
All
Article in journal
7,214
Aufsatz in Zeitschrift
7,214
Aufsatz im Buch
524
Book section
524
Conference paper
41
Konferenzbeitrag
41
Systematic review
10
Übersichtsarbeit
10
Reprint
9
Mehrbändiges Werk
6
Multi-volume publication
6
Rezension
6
Collection of articles of several authors
4
Sammelwerk
4
Bibliografie enthalten
2
Bibliography included
2
Book review
2
Festschrift
2
Bibliografie
1
Bibliography
1
Conference proceedings
1
Konferenzschrift
1
Statistics
1
Statistik
1
more ...
less ...
Language
All
English
7,622
German
154
French
26
Spanish
16
Undetermined
11
Portuguese
5
Croatian
1
Hungarian
1
Italian
1
Dutch
1
Russian
1
Swedish
1
more ...
less ...
Author
All
Fabozzi, Frank J.
52
Madan, Dilip B.
51
Carr, Peter
46
Elliott, Robert J.
39
Kwok, Yue-Kuen
34
Cui, Zhenyu
32
Takahashi, Akihiko
32
Wang, Xingchun
31
Siu, Tak Kuen
30
Schoutens, Wim
27
Benth, Fred Espen
26
Jarrow, Robert A.
26
Zhang, Jin E.
26
Kim, Young Shin
23
Račev, Svetlozar T.
23
Escobar, Marcos
21
Schwartz, Eduardo S.
21
Stentoft, Lars
21
Wong, Hoi Ying
21
Levendorskij, Sergej Z.
20
Wu, Liuren
20
Chiarella, Carl
19
Glasserman, Paul
19
Joshi, Mark S.
19
Zanette, Antonino
19
Eberlein, Ernst
18
Fusai, Gianluca
18
He, Xin-Jiang
17
Härdle, Wolfgang
17
Chen, Ren-Raw
16
Chen, Son-nan
16
Jacobs, Kris
16
Lin, Shih-kuei
16
Ryu, Doojin
16
Trigeorgis, Lenos
16
Zhu, Song-Ping
16
Brigo, Damiano
15
Christoffersen, Peter F.
15
Chung, San-lin
15
Câmara, António
15
more ...
less ...
Institution
All
International Centre for Trade and Sustainable Development
2
Weltwirtschaftsforum
2
EOE
1
Published in...
All
International journal of theoretical and applied finance
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
254
The journal of futures markets
252
The journal of computational finance
247
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
190
Review of derivatives research
169
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
131
Journal of economic dynamics & control
127
International journal of financial engineering
113
Journal of mathematical finance
107
Finance research letters
103
Computational economics
102
Risks : open access journal
93
The North American journal of economics and finance : a journal of financial economics studies
83
Journal of financial economics
79
Asia-Pacific financial markets
77
The European journal of finance
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
57
Energy economics
56
Review of quantitative finance and accounting
55
The journal of finance : the journal of the American Finance Association
52
Annals of finance
50
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Economic modelling
48
International review of economics & finance : IREF
47
Decisions in economics and finance : DEF ; a journal of applied mathematics
46
Management science : journal of the Institute for Operations Research and the Management Sciences
45
Mathematics and financial economics
44
Applied economics
42
International review of financial analysis
42
Applied financial economics
39
Journal of empirical finance
39
more ...
less ...
Source
All
ECONIS (ZBW)
7,828
RePEc
11
Showing
1
-
10
of
7,839
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Arbitrage pricing theory for idiosyncratic variance factors
Renaut, Eric
;
Heijden, Thijs van der
;
Werker, Bas J. M.
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1403-1442
Persistent link: https://www.econbiz.de/10014444683
Saved in:
2
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
3
Valuation of corporate debt and equity in uncertain markets
Matenda, Frank Ranganai
;
Chirima, Justin
;
Sibanda, Mabutho
- In:
International journal of economics and financial issues …
13
(
2023
)
1
,
pp. 7-12
Persistent link: https://www.econbiz.de/10014228289
Saved in:
4
Learning the random variables in Monte Carlo simulations with stochastic gradient descent : machine learning for parametric PDEs and financial derivative pricing
Becker, Sebastian
;
Jentzen, Arnulf
;
Müller, Marvin S.
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 90-150
Persistent link: https://www.econbiz.de/10014471160
Saved in:
5
Term structure modeling with overnight rates beyond stochastic continuity
Fontana, Claudio
;
Grbac, Zorana
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 151-189
Persistent link: https://www.econbiz.de/10014471210
Saved in:
6
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
7
Leveraging prices from credit and equity option markets for portfolio risk management
Bégin, Jean-François
;
Boudreault, Mathieu
; …
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 122-147
Persistent link: https://www.econbiz.de/10014475433
Saved in:
8
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
9
Irreversible investment under predictable growth : why land stays vacant when housing demand is booming
Lange, Rutger-Jan
;
Teulings, Coen N.
- In:
Journal of economic theory : JET
215
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014460304
Saved in:
10
Approximate option pricing under a two-factor Heston-Kou stochastic volatility model
El-Khatib, Youssef
;
Makumbe, Zororo S.
;
Vives, Josep
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014393433
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...
//-->