//--> //--> //-->
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
isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Börsenkurs"
~subject:"Interest rate"
~subject:"Risikoprämie"
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: subject_exact:"Optionspreistheorie"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Interest rate
Risikoprämie
Option pricing theory
53
Optionspreistheorie
53
Theorie
39
Theory
39
USA
20
United States
20
Volatility
14
Volatilität
14
CAPM
10
Estimation
10
Index futures
10
Index-Futures
10
Schätzung
10
Yield curve
7
Zinsstruktur
7
Derivat
6
Derivative
6
Aktienoption
5
Capital income
5
Kapitaleinkommen
5
Risiko
5
Risk
5
Stochastic process
5
Stochastischer Prozess
5
Stock option
5
Option trading
4
Optionsgeschäft
4
Share price
4
Commodity derivative
3
Erwartungsbildung
3
Expectation formation
3
Interest rate derivative
3
Portfolio selection
3
Portfolio-Management
3
Risk premium
3
Rohstoffderivat
3
Swap
3
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
8
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Konferenzschrift
1
Language
All
English
9
Author
All
Bakshi, Gurdip S.
1
Boenawan, Kiekie
1
Bollerslev, Tim
1
Bunch, David S.
1
Cao, Charles Q.
1
Chen, Zhiwu
1
Cooper, Ilan
1
Ho, Teng-suan
1
Johnson, Herbert
1
Kelly, Bryan T.
1
Pástor, Ľuboš
1
Ritchken, Peter H.
1
Stapleton, Richard C.
1
Stoll, Hans R.
1
Subrahmanyam, Marti G.
1
Todorov, Viktor
1
Vassalou, Maria
1
Veronesi, Pietro
1
Xing, Yuhang
1
more ...
less ...
Institution
All
American Finance Association
1
Published in...
All
The journal of finance : the journal of the American Finance Association
Journal of banking & finance
37
International journal of theoretical and applied finance
26
Quantitative finance
22
The journal of futures markets
22
Research paper series / Swiss Finance Institute
19
Finance research letters
18
Insurance / Mathematics & economics
17
Journal of financial economics
16
Review of derivatives research
13
Journal of empirical finance
12
Journal of mathematical finance
12
The journal of computational finance
12
Applied mathematical finance
11
International journal of financial engineering
10
Journal of econometrics
10
Journal of economic dynamics & control
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Review of quantitative finance and accounting
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
International review of economics & finance : IREF
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
European journal of operational research : EJOR
8
Risks : open access journal
8
The European journal of finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of real estate finance and economics
8
The review of financial studies
8
Applied economics
7
Asia-Pacific journal of financial studies
7
CREATES research paper
7
Journal of risk and financial management : JRFM
7
Swiss Finance Institute Research Paper
7
Asia-Pacific financial markets
6
Economic modelling
6
Journal of financial and quantitative analysis : JFQA
6
Journal of financial markets
6
NBER working paper series
6
Annals of finance
5
Applied financial economics
5
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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
Saved in:
4
Default risk in equity returns
Vassalou, Maria
;
Xing, Yuhang
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 831-868
Persistent link: https://www.econbiz.de/10002013826
Saved in:
5
The American put option and its critical stock price
Bunch, David S.
;
Johnson, Herbert
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 2333-2356
Persistent link: https://www.econbiz.de/10001524444
Saved in:
6
Papers and proceedings : Fifty-ninth annual meeting, New York, New York January 4-6, 1999 // American Finance Association. Hans R. Stoll, selection ed.
Stoll, Hans R.
(
contributor
)
-
American Finance Association
-
1999
Persistent link: https://www.econbiz.de/10001395744
Saved in:
7
The valuation of American options with stochastic interest rates : a generalization of the Geske-Johnson technique
Ho, Teng-suan
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10001222419
Saved in:
8
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
Saved in:
9
On arbitrage-free pricing of interest rate contingent claims
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 259-264
Persistent link: https://www.econbiz.de/10001084192
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->