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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Statistische Verteilung"
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Search: subject:"Option"
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Statistische Verteilung
Option pricing theory
410
Optionspreistheorie
410
Theorie
212
Theory
212
Option trading
155
Optionsgeschäft
155
Volatility
109
Volatilität
109
Stochastic process
84
Stochastischer Prozess
84
Black-Scholes model
59
Black-Scholes-Modell
59
Derivat
56
Derivative
56
USA
51
United States
51
Hedging
49
Yield curve
48
Zinsstruktur
48
Portfolio selection
37
Portfolio-Management
37
Interest rate derivative
35
Zinsderivat
35
Credit risk
33
Kreditrisiko
33
CAPM
31
Credit derivative
28
Kreditderivat
28
Aktienoption
27
Estimation
27
Schätzung
27
Stock option
27
Swap
27
Statistical distribution
25
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Risikoprämie
20
Risk premium
20
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English
25
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Tian, Yisong Sam
2
Babbs, Simon H.
1
Branger, Nicole
1
Brown, Gregory
1
Dai, Tian-shyr
1
Eriksson, Anders
1
Fabozzi, Frank J.
1
Ghysels, Eric
1
Giamouridis, Daniel
1
Hamza, Kais
1
Hu, Yuan
1
Ida, Yuuki
1
Jondeau, Eric
1
Kaeck, Andreas
1
Kinoshita, Tsuyoshi
1
Klebaner, Fima C.
1
Landsman, Zinoviy
1
Lau, Ka Yung
1
Lin, Shu-hui
1
Lindquist, W. Brent
1
Ludwig, Markus
1
Lyuu, Yuh-dauh
1
Mahayni, Antje
1
Mixon, Scott
1
Mohrschladt, Hannes
1
Muroi, Yoshifumi
1
Navas, Javier F.
1
Orosi, Greg
1
Pan, Ging-ginq
1
Poon, Ser-Huang
1
Račev, Svetlozar T.
1
Rockinger, Michael
1
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1
Schneider, Judith Christiane
1
Shirvani, Abootaleb
1
Shiu, Yung-ming
1
Suda, Shintaro
1
Tamvakis, Michael
1
Tan, Ying-oon
1
Taylor, Stephen
1
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Asia-Pacific financial markets
Journal of economic dynamics & control
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
27
The journal of futures markets
17
Journal of econometrics
16
Review of derivatives research
15
Quantitative finance
13
Applied mathematical finance
10
Computational economics
10
Journal of banking & finance
10
The journal of computational finance
9
Journal of mathematical finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
International journal of financial engineering
7
Review of quantitative finance and accounting
7
SFB 649 discussion paper
7
Economic modelling
6
European journal of operational research : EJOR
6
Insurance / Mathematics & economics
6
Finance research letters
5
Risks : open access journal
5
International review of economics & finance : IREF
4
International review of financial analysis
4
Mathematics and financial economics
4
Research paper series / Swiss Finance Institute
4
Working papers / Rutgers University, Department of Economics
4
Asia-Pacific journal of financial studies
3
Bundesbank Series 1 Discussion Paper
3
CREATES research paper
3
Discussion paper / Deutsche Bundesbank
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / Tinbergen Institute
3
Economics letters
3
Federal Reserve Bank of Cleveland working paper series
3
Finance and stochastics
3
Journal of empirical finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial economics
3
Journal of international financial markets, institutions & money
3
Journal of risk
3
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ECONIS (ZBW)
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1
Market complete
option
valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Hermite expansion of transition densities and European
option
prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
3
Option
-implied skewness : Insights from ITM-options
Mohrschladt, Hannes
;
Schneider, Judith Christiane
- In:
Journal of economic dynamics & control
131
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012818193
Saved in:
4
Option
pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
Schlögl, Erik
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 611-632
Persistent link: https://www.econbiz.de/10009710479
Saved in:
5
Computation of Greeks using binomial trees in a jump-diffusion model
Suda, Shintaro
;
Muroi, Yoshifumi
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 93-110
Persistent link: https://www.econbiz.de/10011474273
Saved in:
6
Estimating
option
-implied risk-neutral densities : a novel parametric approach
Orosi, Greg
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10011399802
Saved in:
7
Asymmetry in the jump-size distribution of the S&P 500 : evidence from equity and
option
markets
Kaeck, Andreas
- In:
Journal of economic dynamics & control
37
(
2013
)
9
,
pp. 1872-1888
Persistent link: https://www.econbiz.de/10009786062
Saved in:
8
Impact of net buying pressure on changes in implied volatility : before and after the onset of the subprime crisis
Shiu, Yung-ming
;
Pan, Ging-ginq
;
Lin, Shu-hui
;
Wu, Tu-cheng
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 54-66
Persistent link: https://www.econbiz.de/10003985513
Saved in:
9
Hyperbolic symmetrization of heston type diffusion
Ida, Yuuki
;
Kinoshita, Tsuyoshi
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 355-364
Persistent link: https://www.econbiz.de/10012309668
Saved in:
10
Option
pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
Saved in:
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