//--> //--> //-->
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
subject:"Black-Scholes model"
~isPartOf:"Journal of econometrics"
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:"Optionshandel"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes model
Option trading
14
Optionsgeschäft
14
Volatility
10
Volatilität
10
Option pricing theory
9
Optionspreistheorie
9
Stochastic process
8
Stochastischer Prozess
8
Derivat
5
Derivative
5
Theorie
5
Theory
5
Estimation
4
Schätzung
4
Statistical distribution
4
Statistische Verteilung
4
Black-Scholes-Modell
3
Estimation theory
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Options
3
Schätztheorie
3
Stochastic volatility
3
Bias
2
Futures exchange
2
Implied volatility
2
Systematischer Fehler
2
Terminbörse
2
VIX options
2
1988-1995
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Autoregression
1
Bias correction
1
Börsenkurs
1
Capital market returns
1
Characteristic function
1
Closed-form expansion
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Chen, Song Xi
1
Lieberman, Offer
1
Phillips, Peter C. B.
1
Xiu, Dacheng
1
Xu, Zheng
1
Published in...
All
Journal of econometrics
International journal of theoretical and applied finance
22
Applied mathematical finance
11
Review of derivatives research
11
Computational economics
10
International journal of financial engineering
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of computational finance
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
The North American journal of economics and finance : a journal of financial economics studies
9
Quantitative finance
8
Journal of mathematical finance
7
Finance and stochastics
6
Journal of economic dynamics & control
6
Applied economics
5
Journal of banking & finance
5
Journal of derivatives & hedge funds
5
The journal of futures markets
5
Asia-Pacific financial markets
4
Finance research letters
4
International journal of theoretical and applied finance : IJTAF
4
Journal of risk and financial management : JRFM
4
Annals of finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
European journal of operational research : EJOR
3
Journal of emerging market finance
3
Journal of financial economics
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Risks : open access journal
3
The European journal of finance
3
Working paper series / Centre for Practical Quantitative Finance
3
Applied financial economics
2
Cogent economics & finance
2
Discussion paper / B
2
Economic modelling
2
Finanzmarkt und Portfolio-Management
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Investment management and financial innovations
2
Journal of risk
2
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
2
On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
Saved in:
3
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->