//--> //--> //--> //-->
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:"Asia-Pacific financial markets"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The review of financial studies"
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:"Option pricing theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
175
Optionspreistheorie
175
Theorie
57
Theory
57
Volatility
47
Volatilität
47
Option trading
42
Optionsgeschäft
42
Stochastic process
36
Stochastischer Prozess
36
USA
33
United States
33
Derivat
26
Derivative
26
Yield curve
18
Zinsstruktur
18
Index futures
15
Index-Futures
15
CAPM
13
Credit risk
13
Kreditrisiko
13
Black-Scholes model
12
Black-Scholes-Modell
12
Risikoprämie
12
Risk premium
12
Estimation
11
Hedging
11
Schätzung
11
ARCH model
9
ARCH-Modell
9
Capital income
9
Kapitaleinkommen
9
Aktienoption
8
Incomplete market
8
Markov chain
8
Markov-Kette
8
Option pricing
8
Portfolio selection
8
Portfolio-Management
8
Stock option
8
more ...
less ...
Online availability
All
Undetermined
53
Type of publication
All
Article
175
Type of publication (narrower categories)
All
Article in journal
174
Aufsatz in Zeitschrift
174
Language
All
English
175
Author
All
Takahashi, Akihiko
9
Christoffersen, Peter F.
4
Jacobs, Kris
4
Fujii, Masaaki
3
Longstaff, Francis A.
3
Muroi, Yoshifumi
3
Shirakawa, Hiroshi
3
Yamada, Yuji
3
Bakshi, Gurdip S.
2
Chen, Jun-Home
2
Detemple, Jérôme B.
2
Driessen, Joost
2
Fujita, Takahiko
2
Heston, Steven L.
2
Hishida, Yuji
2
Kariya, Takeaki
2
Kim, Yong-jin
2
Lian, Yu-Min
2
Lin, Shih-kuei
2
Lin, Yueh-neng
2
Liu, Dehong
2
Lustig, Hanno
2
Madan, Dilip B.
2
Miyahara, Yoshio
2
Nakajima, Katsushi
2
Phillips, Peter C. B.
2
Platen, Eckhard
2
Sato, Seisho
2
Schwartz, Eduardo S.
2
Subrahmanyam, Marti G.
2
Takaoka, Koichiro
2
Tian, Yisong Sam
2
Tzang, Shyh-weir
2
Vanden, Joel M.
2
Wang, Chou-wen
2
Wang, Xingchun
2
Yamada, Toshihiro
2
Yu, Jun
2
Ševčovič, Daniel
2
Adams, Michael B.
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
International review of economics & finance : IREF
The review of financial studies
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
209
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
Finance research letters
116
International journal of financial engineering
116
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
96
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Journal of econometrics
66
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
The journal of finance : the journal of the American Finance Association
55
SFB 649 discussion paper
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
more ...
less ...
Source
All
ECONIS (ZBW)
175
Showing
1
-
10
of
175
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
Saved in:
2
An analytical GARCH valuation model for spread options with default risk
Song, Shiyu
;
Tang, Dan
;
Xu, Guangli
;
Yin, Xunbai
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014239894
Saved in:
3
Does smile help detect the UK's price leadership change after MiFID?
Adams, Michael B.
;
Chen, Jing
;
Guo, Qian
;
Li, Xiaoxi
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 756-769
Persistent link: https://www.econbiz.de/10014364155
Saved in:
4
A hybrid stochastic volatility model in a Lévy market
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 220-235
Persistent link: https://www.econbiz.de/10014424191
Saved in:
5
Implied volatility information of Chinese SSE 50 ETF options
Wu, Lingke
;
Liu, Dehong
;
Yuan, Jianglei
;
Huang, Zhenhuan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 609-624
Persistent link: https://www.econbiz.de/10013545670
Saved in:
6
How arbitrage-free is the Nelson–Siegel model under stochastic volatility?
Takamizawa, Hideyuki
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 205-223
Persistent link: https://www.econbiz.de/10013343384
Saved in:
7
Informed trading in the CDS and OTM put option markets
Hu, May
;
Narayan, Paresh Kumar
;
Park, Jason
;
Verhoeven, …
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 353-367
Persistent link: https://www.econbiz.de/10013343419
Saved in:
8
Theoretical and empirical analysis of options in open market share repurchases of Taiwan companies
Tsai, Pei-ling
;
Hsu, Yuan-Lin
;
Chih, Hsiang-Hsuan
;
Lin, …
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 205-226
Persistent link: https://www.econbiz.de/10013343505
Saved in:
9
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
10
Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->