//--> //--> //-->
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:"Option pricing theory"
~isPartOf:"Journal of mathematical finance"
~subject:"Estimation"
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:"Häufigkeitsverteilung"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Estimation
Statistical distribution
27
Statistische Verteilung
27
Theorie
11
Theory
11
Optionspreistheorie
8
Estimation theory
7
Probability theory
7
Schätztheorie
7
Stochastic process
7
Stochastischer Prozess
7
Wahrscheinlichkeitsrechnung
7
Portfolio selection
6
Portfolio-Management
6
Volatility
6
Volatilität
6
Capital income
4
Kapitaleinkommen
4
Risikomaß
4
Risk measure
4
CAPM
3
Forecasting model
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Option trading
3
Optionsgeschäft
3
Prognoseverfahren
3
Schätzung
3
ARCH model
2
ARCH-Modell
2
Actuarial mathematics
2
Bayes-Statistik
2
Bayesian inference
2
Binomial Distribution
2
Börsenkurs
2
Density Estimation
2
Jump Diffusion
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Mukupa, George M.
2
Offen, Elias R.
2
Chateau, Jean-Pierre D.
1
Elabed, Asma Graja
1
Ensor, Katherine Bennett
1
Ginley, Matthew
1
Iwaki, Hideki
1
Kuang, Yuming
1
Kunda, Douglas
1
Lai, Tze Leung
1
Lungu, Edward M.
1
Luo, Lei
1
Masmoudi, Afif
1
Ngom, Waly
1
Sawaki, Katsushige
1
Scott, David W.
1
Suzuki, Atsuo
1
Zhao, Dianli
1
Zhou, Hanghang
1
more ...
less ...
Published in...
All
Journal of mathematical finance
Journal of econometrics
38
International journal of theoretical and applied finance
29
Applied economics
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Quantitative finance
19
The journal of futures markets
19
Insurance / Mathematics & economics
18
Journal of banking & finance
17
International journal of forecasting
16
Computational economics
15
Discussion paper / Tinbergen Institute
15
Economic modelling
14
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Economics letters
13
Finance research letters
13
Review of derivatives research
13
Risks : open access journal
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
International journal of financial engineering
11
International review of economics & finance : IREF
11
Journal of economic dynamics & control
11
Applied mathematical finance
10
Journal of empirical finance
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
SFB 649 discussion paper
10
The European journal of finance
10
Applied economics letters
9
European journal of operational research : EJOR
9
The journal of computational finance
9
Working paper
9
Econometric reviews
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International review of financial analysis
8
Journal of international financial markets, institutions & money
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Research paper series / Swiss Finance Institute
8
Review of quantitative finance and accounting
8
CESifo working papers
7
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
4
State price density estimation and nonparametric pricing of basket options
Kuang, Yuming
;
Lai, Tze Leung
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 448-456
Persistent link: https://www.econbiz.de/10011440200
Saved in:
5
Simulation of leveraged ETF volatility using nonparametric density estimation
Ginley, Matthew
;
Scott, David W.
;
Ensor, Katherine Bennett
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 457-479
Persistent link: https://www.econbiz.de/10011440276
Saved in:
6
Conditional law of the hitting time for a Lévy process in incomplete observation
Ngom, Waly
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 505-524
Persistent link: https://www.econbiz.de/10011440708
Saved in:
7
Game Russian options for double exponential jump diffusion processes
Suzuki, Atsuo
;
Sawaki, Katsushige
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 47-54
Persistent link: https://www.econbiz.de/10010422891
Saved in:
8
Valuing European put options under skewness and increasing [excess] kurtosis
Chateau, Jean-Pierre D.
- In:
Journal of mathematical finance
4
(
2014
)
3
,
pp. 160-177
Persistent link: https://www.econbiz.de/10010400109
Saved in:
9
Bayesian estimation of non-Gaussian stochastic volatility models
Elabed, Asma Graja
;
Masmoudi, Afif
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 95-103
Persistent link: https://www.econbiz.de/10010380909
Saved in:
10
An empirical study of option prices under the hybrid Brownian motion model
Iwaki, Hideki
;
Luo, Lei
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 329-334
Persistent link: https://www.econbiz.de/10010239548
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->