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isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Journal of mathematical finance"
~subject:"Börsenkurs"
~subject:"Risikoprämie"
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Search: subject_exact:"Optionspreistheorie"
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Börsenkurs
Risikoprämie
Option pricing theory
160
Optionspreistheorie
160
Stochastic process
52
Stochastischer Prozess
52
Volatility
49
Volatilität
49
Theorie
40
Theory
40
Derivat
36
Derivative
36
Option trading
30
Optionsgeschäft
30
CAPM
26
Black-Scholes model
21
Black-Scholes-Modell
21
USA
21
United States
21
Option Pricing
15
Portfolio selection
15
Portfolio-Management
15
Yield curve
13
Zinsstruktur
13
Estimation
12
Schätzung
12
Index futures
11
Index-Futures
11
Statistical distribution
10
Statistische Verteilung
10
Risiko
9
Risk
9
Credit risk
8
Experiment
8
Interest rate
8
Kreditrisiko
8
Share price
8
Simulation
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8
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7
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Ezepue, Patrick Oseloka
2
Mukupa, George M.
2
Offen, Elias R.
2
Urama, Thomas Chinwe
2
Atta-Mensah, Joseph
1
Bollerslev, Tim
1
Bunch, David S.
1
Cooper, Ilan
1
Johnson, Herbert
1
Kelly, Bryan T.
1
Kunda, Douglas
1
Lungu, E. M.
1
Lungu, Edward M.
1
Offen, E. R.
1
Omar, Mahmoud A. Taib
1
Pástor, Ľuboš
1
Stoll, Hans R.
1
Todorov, Viktor
1
Vassalou, Maria
1
Veronesi, Pietro
1
Xing, Yuhang
1
Zhang, Liangliang
1
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American Finance Association
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The journal of finance : the journal of the American Finance Association
Journal of mathematical finance
Journal of banking & finance
31
Research paper series / Swiss Finance Institute
17
The journal of futures markets
17
Finance research letters
15
International journal of theoretical and applied finance
15
Journal of financial economics
15
Quantitative finance
12
Journal of empirical finance
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Journal of economic dynamics & control
8
Review of derivatives research
8
The review of financial studies
8
CREATES research paper
7
Journal of econometrics
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The European journal of finance
7
Applied mathematical finance
6
Asia-Pacific journal of financial studies
6
European journal of operational research : EJOR
6
International journal of financial engineering
6
International review of economics & finance : IREF
6
Journal of financial markets
6
Journal of risk and financial management : JRFM
6
Review of quantitative finance and accounting
6
Swiss Finance Institute Research Paper
6
Annals of finance
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial econometrics
5
NBER working paper series
5
SFB 649 Discussion Paper
5
SFB 649 discussion paper
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
4
Discussion paper / Centre for Economic Policy Research
4
Energy economics
4
Gabler Edition Wissenschaft
4
International review of financial analysis
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ECONIS (ZBW)
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1
A general framework of derivatives pricing
Zhang, Liangliang
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 255-266
Persistent link: https://www.econbiz.de/10012545688
Saved in:
2
Systematic stock market characterisation and development : perspectives from random matrix theory, option pricing, genetics, and global economics
Ezepue, Patrick Oseloka
;
Urama, Thomas Chinwe
;
Omar, …
- In:
Journal of mathematical finance
9
(
2019
)
2
,
pp. 105-151
Persistent link: https://www.econbiz.de/10012116709
Saved in:
3
Stochastic Ito-Calculus and numerical approximations for asset price forecasting in the Nigerian stock market
Urama, Thomas Chinwe
;
Ezepue, Patrick Oseloka
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 640-667
Persistent link: https://www.econbiz.de/10012016532
Saved in:
4
Equilibrium equity premium in a semi martingale market when jump amplitudes follow a binomial distribution
Mukupa, George M.
;
Offen, Elias R.
- In:
Journal of mathematical finance
8
(
2018
)
3
,
pp. 599-612
Persistent link: https://www.econbiz.de/10011968727
Saved in:
5
A comparative study of equilibrium equity premium under discrete distributions of jump amplitudes
Mukupa, George M.
;
Offen, Elias R.
;
Kunda, Douglas
; …
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 232-246
Persistent link: https://www.econbiz.de/10011543918
Saved in:
6
The price of political uncertainty : theory and evidence from the option market
Kelly, Bryan T.
;
Pástor, Ľuboš
;
Veronesi, Pietro
- In:
The journal of finance : the journal of the American …
71
(
2016
)
5
,
pp. 2417-2480
Persistent link: https://www.econbiz.de/10011562365
Saved in:
7
Pricing a European option in a black-scholes quanto market when stock price is a semimartingale
Offen, E. R.
;
Lungu, E. M.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 286-303
Persistent link: https://www.econbiz.de/10011438535
Saved in:
8
The role of collateral in credit markets
Atta-Mensah, Joseph
- In:
Journal of mathematical finance
5
(
2015
)
4
,
pp. 315-327
Persistent link: https://www.econbiz.de/10011438563
Saved in:
9
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
10
Asset pricing implications of nonconvex adjustment costs and irreversibility of investment
Cooper, Ilan
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 139-170
Persistent link: https://www.econbiz.de/10003302316
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