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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of empirical finance"
~subject:"Estimation"
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Search: subject:"Option"
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Estimation
Option pricing theory
714
Optionspreistheorie
714
Stochastic process
305
Stochastischer Prozess
305
Volatility
262
Volatilität
262
Theorie
217
Theory
217
Option trading
177
Optionsgeschäft
177
Derivat
171
Derivative
171
Black-Scholes model
107
Black-Scholes-Modell
107
Hedging
97
Credit risk
93
Kreditrisiko
93
Yield curve
87
Zinsstruktur
87
Credit derivative
62
Kreditderivat
62
Portfolio selection
61
Portfolio-Management
61
Monte Carlo simulation
54
Monte-Carlo-Simulation
54
Markov chain
53
Markov-Kette
52
CAPM
51
Swap
48
Interest rate derivative
47
Zinsderivat
47
Finance
41
Risikoprämie
39
Risk premium
39
Incomplete market
38
Statistical distribution
38
Statistische Verteilung
38
Unvollkommener Markt
38
Schätzung
37
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1
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English
37
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Alfay, Elia
1
Aretz, Kevin
1
Ballestra, Luca Vincenzo
1
Belomestny, Denis
1
Bouchaud, Jean-Philippe
1
Brigo, Damiano
1
Brody, Dorje C.
1
Cao, Yi
1
Caporin, Massimiliano
1
Chalamandaris, George
1
Chen, Tzu-ying
1
Chiang, Min-Hsien
1
Chourdakis, Kyriakos
1
D'Addona, Stefano
1
D'Innocenzo, Enzo
1
De Marco, Stefano
1
Decamps, Marc
1
Dendramis, Yiannis
1
Driffill, John
1
Gabrysch, Janet
1
Gabrysch, Sandra
1
Goovaerts, Marc J.
1
Gospodinov, Nikolaj
1
Guan, Zhengfei
1
Guizzardi, Andrea
1
Hafner, Christian M.
1
Han, Chuan-Hsiang
1
Hauser, Shmuel
1
Herwartz, Helmut
1
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1
Hirukawa, Masayuki
1
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1
Hughston, Lane P.
1
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1
Irresberger, Felix
1
Jiao, Ying
1
Joshi, Mark
1
Kaminska, Iryna
1
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1
Kenç, Turalay
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Asia-Pacific financial markets
European journal of operational research : EJOR
International journal of theoretical and applied finance
Journal of empirical finance
The journal of futures markets
53
Journal of banking & finance
33
Working paper / National Bureau of Economic Research, Inc.
27
The journal of finance : the journal of the American Finance Association
24
Journal of econometrics
22
Journal of financial economics
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
NBER working paper series
18
International review of financial analysis
17
Applied financial economics
14
International review of economics & finance : IREF
14
NBER Working Paper
14
Finance research letters
13
Review of derivatives research
13
SFB 649 discussion paper
13
Discussion paper / Centre for Economic Policy Research
12
Quantitative finance
12
Journal of international financial markets, institutions & money
11
Review of quantitative finance and accounting
11
The European journal of finance
11
Applied economics
10
Journal of financial and quantitative analysis : JFQA
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Research paper series / Swiss Finance Institute
10
The review of financial studies
10
Working paper
10
Journal of financial markets
9
Journal of international money and finance
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Applied economics letters
7
Discussion paper / Deutsche Bundesbank
7
Discussion paper / Tinbergen Institute
7
Gabler Edition Wissenschaft
7
Journal of risk and financial management : JRFM
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of fixed income
7
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
7
CESifo working papers
6
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ECONIS (ZBW)
37
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1
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
2
Option
gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
3
Consumption risks in
option
returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
4
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
Saved in:
5
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
6
Wavelet-based
option
pricing : an empirical study
Liu, Xiaoquan
;
Cao, Yi
;
Ma, Chenghu
;
Shen, Liya
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
Saved in:
7
Out-of-sample equity premium prediction : the role of
option
-implied constraints
Wang, Yunqi
;
Zhou, Ti
- In:
Journal of empirical finance
70
(
2023
),
pp. 199-226
Persistent link: https://www.econbiz.de/10014423642
Saved in:
8
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
9
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:
10
Bond and
option
prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
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