//--> //--> //--> //-->
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:"Applied financial economics"
~isPartOf:"Asia-Pacific financial markets"
~subject:"Volatilität"
~type:"article"
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:"Option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Option pricing theory
116
Optionspreistheorie
116
Volatility
47
Option trading
42
Optionsgeschäft
42
Theorie
41
Theory
41
Stochastic process
34
Stochastischer Prozess
34
Black-Scholes model
24
Black-Scholes-Modell
24
Yield curve
23
Zinsstruktur
23
Derivat
20
Derivative
20
Estimation
17
Schätzung
17
Credit risk
16
Interest rate derivative
16
Kreditrisiko
16
Zinsderivat
16
USA
15
United States
15
Credit derivative
13
Interest rate
13
Kreditderivat
13
Zins
13
Incomplete market
10
Risikoprämie
10
Risk premium
10
Unvollkommener Markt
10
ARCH model
8
ARCH-Modell
8
CAPM
8
Japan
8
Aktienoption
7
Currency option
7
Devisenoption
7
Markov chain
7
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
47
Aufsatz in Zeitschrift
47
Language
All
English
47
Author
All
Takahashi, Akihiko
3
Kanniainen, Juho
2
Klebaner, Fima C.
2
Yamada, Toshihiro
2
Ševčovič, Daniel
2
Abad, Pilar
1
Abramov, Vyacheslav M.
1
Batten, Jonathan A.
1
Bedrossian, Robert
1
Brockman, Paul
1
Calado, João Paulo Tomé
1
Cardinali, Alessandro
1
Chan, Howard Wei-hong
1
Chang, Po-Hsun
1
Chen, Dar-hsin
1
Chen, Shiau-hung
1
Chiarella, Carl
1
Chourdakis, Kyriakos
1
Chowdhury, Mustafa
1
Chung, Tsz-Kin
1
Corredor, Pilar
1
Fabozzi, Frank J.
1
Fornari, Fabio
1
Fouque, Jean-Pierre
1
Fukuta, Yuichi
1
Futami, Hidenori
1
Garcia, Maria Terese Medeiros
1
Grossinho, Maria do Rosário
1
Halme, Tero
1
Hamori, Shigeyuki
1
Hamza, Kais
1
Hansen, Charlotte S.
1
Huang, Hung-hsi
1
Iyer, Srikanth K.
1
Jacquier, Antoine
1
Johnson, Brock N.
1
Kagenishi, Yoshiteru
1
Kawanishi, Yasuhiro
1
Kim, Young Shin
1
Klingler, Sven
1
more ...
less ...
Published in...
All
Applied financial economics
Asia-Pacific financial markets
International journal of theoretical and applied finance
173
The journal of futures markets
126
Journal of banking & finance
109
Quantitative finance
105
Applied mathematical finance
84
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
The journal of computational finance
66
Review of derivatives research
60
Finance research letters
54
The journal of derivatives : the official publication of the International Association of Financial Engineers
51
International journal of financial engineering
47
Journal of econometrics
47
Finance and stochastics
44
The North American journal of economics and finance : a journal of financial economics studies
44
European journal of operational research : EJOR
40
International review of financial analysis
39
Computational economics
37
Journal of mathematical finance
37
Journal of economic dynamics & control
36
Journal of financial economics
34
Review of quantitative finance and accounting
31
International review of economics & finance : IREF
30
Risks : open access journal
29
Applied economics
28
The European journal of finance
28
Energy economics
27
Journal of empirical finance
27
Journal of financial and quantitative analysis : JFQA
27
The journal of finance : the journal of the American Finance Association
27
Insurance / Mathematics & economics
26
Annals of finance
25
The review of financial studies
25
Journal of financial markets
21
Journal of risk and financial management : JRFM
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Economic modelling
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
more ...
less ...
Source
All
ECONIS (ZBW)
47
Showing
1
-
10
of
47
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
2
Understanding delta-hedged
option
returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
3
A new type of barrier options : lizard
option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
4
Implied volatility smiles in the Nikkei 225 options
Fukuta, Yuichi
;
Wenjie Ma
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 789-804
Persistent link: https://www.econbiz.de/10009750979
Saved in:
5
Calibrated GARCH models and exotic options
Kanniainen, Juho
;
Halme, Tero
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 403-414
Persistent link: https://www.econbiz.de/10009718911
Saved in:
6
Empirical study of Nikkei 225 options with the Markov switching GARCH model
Satoyoshi, Kiyotaka
;
Mitsui, Hidetoshi
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10009237749
Saved in:
7
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
8
Testing the predictive ability of corridor implied volatility under GARCH models
Lu, Shan
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 129-168
Persistent link: https://www.econbiz.de/10012308051
Saved in:
9
Analysis of the nonlinear
option
pricing model under variable transaction costs
Ševčovič, Daniel
;
Žitňanská, Magdaléna
- In:
Asia-Pacific financial markets
23
(
2016
)
2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10011619901
Saved in:
10
An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->