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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Review of derivatives research"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
612
Theory
612
Portfolio selection
102
Portfolio-Management
102
CAPM
97
USA
94
United States
94
Option pricing theory
92
Volatility
64
Volatilität
64
Capital income
63
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63
Börsenkurs
62
Share price
62
Derivat
60
Derivative
60
Yield curve
54
Zinsstruktur
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Stochastic process
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Stochastischer Prozess
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Estimation
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Schätzung
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Risiko
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Risk
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Anlageverhalten
29
Behavioural finance
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Hedging
28
Capital structure
25
Kapitalstruktur
25
Option trading
25
Optionsgeschäft
25
Credit risk
22
Kreditrisiko
22
Risikoprämie
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Risk premium
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Aktienmarkt
19
Estimation theory
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Schätztheorie
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English
92
Author
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Chiarella, Carl
8
Chen, Ren-Raw
3
Jarrow, Robert A.
3
Kang, Boda
3
Ott, Steven Henry
3
Ritchken, Peter H.
3
Schwartz, Eduardo S.
3
Assefa, Samson
2
Cheang, Gerald H. L.
2
Childs, Paul D.
2
Chung, San-lin
2
Das, Sanjiv R.
2
Ingersoll, Jonathan E.
2
Lando, David
2
Meyer, Gunter H.
2
Miltersen, Kristian R.
2
Schlögl, Erik
2
Yang, Tyler T.
2
Ziogas, Andrew
2
Antonelli, Fabio
1
Attari, Mukarram
1
Bakshi, Gurdip S.
1
Barraquand, Jérôme
1
Benninga, Simon
1
Bizid, Abdelhamid
1
Blenman, Lloyd P.
1
Boyle, Phelim P.
1
Brenner, Menachem
1
Buchen, Peter W.
1
Burnetas, Apostolos N.
1
Busch, Thomas
1
Carr, Peter
1
Chang, Hsieh-chung
1
Chang, Lung-fu
1
Cheang, Gerald
1
Christensen, Peter Ove
1
Chuang, Iyuan
1
Chung, San-Lin
1
Clark, Steven P.
1
Clewlow, Les
1
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Journal of financial and quantitative analysis : JFQA
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Review of derivatives research
Mathematical finance : an international journal of mathematics, statistics and financial theory
185
Finance and stochastics
106
International journal of theoretical and applied finance
103
The journal of derivatives : the official publication of the International Association of Financial Engineers
90
The journal of futures markets
69
The journal of computational finance
67
Applied mathematical finance
60
Journal of banking & finance
46
The journal of finance : the journal of the American Finance Association
39
Journal of economic dynamics & control
38
The journal of real estate finance and economics
38
The review of financial studies
35
Working paper series / Centre for Practical Quantitative Finance
29
Gabler Edition Wissenschaft
28
Advances in futures and options research : a research annual
27
Journal of financial economics
27
SFB 649 discussion paper
27
Working paper / National Bureau of Economic Research, Inc.
23
SpringerLink / Bücher
21
Discussion paper / B
20
Finance : revue de l'Association Française de Finance
20
The journal of fixed income
19
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
The European journal of finance
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Europäische Hochschulschriften / 5
17
Decisions in economics and finance : DEF ; a journal of applied mathematics
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Asia-Pacific financial markets
15
Lecture notes in economics and mathematical systems : LNEMS
15
Springer finance
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
14
The journal of risk and insurance : the journal of the American Risk and Insurance Association
14
Journal of econometrics
13
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
13
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ECONIS (ZBW)
92
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1
Pricing American options under regime switching using method of lines
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777915
Saved in:
2
Investigating time-efficient methods to price compound options in the Heston Model
Chiarella, Carl
;
Griebsch, Susanne
;
Kang, Boda
-
2013
Persistent link: https://www.econbiz.de/10009744645
Saved in:
3
Two stochastic volatility processes : American option pricing
Chiarella, Carl
;
Ziveyi, Jonathan
-
2011
Persistent link: https://www.econbiz.de/10009564619
Saved in:
4
Option valuation in multivariate SABR models
Kienitz, Jörg
;
Wittke, Manuel
-
2010
Persistent link: https://www.econbiz.de/10008662187
Saved in:
5
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
6
The representation of American options prices under stochastic volatility and jump-diffusion dynamics
Cheang, Gerald
;
Chiarella, Carl
;
Ziogas, Andrew
-
2009
Persistent link: https://www.econbiz.de/10009233319
Saved in:
7
Hedge portfolios in markets with price discontinuities
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003856801
Saved in:
8
The evaluation of American option prices under stochastic volatility and jump-diffusion dynamics using the method of lines
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
-
2008
Persistent link: https://www.econbiz.de/10003856817
Saved in:
9
Quadratic hedging of basis risk
Hulley, Hardy
;
McWalter, Thomas A.
-
2008
Persistent link: https://www.econbiz.de/10003857124
Saved in:
10
Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003857157
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