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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Black-Scholes-Modell"
~subject:"CAPM"
~subject:"Zinsstruktur"
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Search: subject:"Option"
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Black-Scholes-Modell
CAPM
Zinsstruktur
Option pricing theory
132
Optionspreistheorie
132
Theorie
87
Theory
87
USA
71
United States
71
Volatility
50
Volatilität
50
Option trading
46
Optionsgeschäft
46
Aktienoption
38
Stock option
38
Stochastic process
32
Stochastischer Prozess
32
Yield curve
29
Estimation
28
Schätzung
28
Black-Scholes model
25
Derivat
21
Derivative
21
Credit risk
19
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19
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19
Zinsderivat
19
Börsenkurs
18
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18
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16
Kreditderivat
16
Capital income
15
Kapitaleinkommen
15
Risikoprämie
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Risk premium
14
Index futures
13
Index-Futures
13
Portfolio selection
12
Portfolio-Management
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Article
70
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English
71
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Takahashi, Akihiko
4
Fujita, Takahiko
3
Ritchken, Peter H.
3
Carr, Peter
2
Chiarella, Carl
2
Collin-Dufresne, Pierre
2
Driessen, Joost
2
Johannes, Michael
2
Kariya, Takeaki
2
Kim, Yong-jin
2
Klebaner, Fima C.
2
Lo, Andrew W.
2
Madan, Dilip B.
2
Singleton, Kenneth J.
2
Sundaresan, Suresh M.
2
Takaoka, Koichiro
2
Tanokura, Yoko
2
Yamamura, Yoshiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Andersen, Torben
1
Asiimwe, Pious
1
Aït-Sahalia, Yacine
1
Batten, Jonathan A.
1
Ben Salah, Zied
1
Benninga, Simon
1
Benzoni, Luca
1
Blume, Marshall E.
1
Boenawan, Kiekie
1
Bongaerts, Dion
1
Briys, Eric
1
Bühler, Wolfgang
1
Chung, Tsz-kin
1
Crouhy, Michel
1
Cvitanić, Jakša
1
Duffie, Darrell
1
Elliott, Robert J.
1
Fan, Rong
1
Figlewski, Stephen
1
Filipović, Damir
1
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American Finance Association
1
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Asia-Pacific financial markets
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
154
Mathematical finance : an international journal of mathematics, statistics and financial theory
95
The journal of futures markets
83
Journal of banking & finance
80
Applied mathematical finance
74
Finance and stochastics
68
The journal of computational finance
60
The journal of derivatives : the official publication of the International Association of Financial Engineers
58
Review of derivatives research
54
Quantitative finance
53
International journal of financial engineering
43
Journal of mathematical finance
43
The journal of fixed income
40
Finance research letters
38
The review of financial studies
37
Journal of financial economics
35
Computational economics
34
The European journal of finance
32
Journal of economic dynamics & control
31
Risks : open access journal
31
Research paper series / Swiss Finance Institute
28
International review of financial analysis
27
The North American journal of economics and finance : a journal of financial economics studies
25
Journal of financial and quantitative analysis : JFQA
22
Advances in futures and options research : a research annual
21
Discussion paper / B
21
International review of economics & finance : IREF
21
Journal of empirical finance
21
Journal of risk and financial management : JRFM
21
Annals of finance
20
European journal of operational research : EJOR
20
Journal of econometrics
20
Review of quantitative finance and accounting
20
Working paper / National Bureau of Economic Research, Inc.
20
NBER working paper series
18
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Applied economics
16
Working paper
16
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ECONIS (ZBW)
71
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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
Modeling conditional factor risk premia implied by index
option
returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2289-2338
Persistent link: https://www.econbiz.de/10014535668
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
A theory of equivalent expectation measures for contingent claim returns
Nawalkha, Sanjay K.
;
Zhuo, Xiaoyang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
5
,
pp. 2853-2906
Persistent link: https://www.econbiz.de/10013396297
Saved in:
5
Term structure models during the global financial crisis: a parsimonious text mining approach
Nishimura, Kiyohiko G.
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 297-337
Persistent link: https://www.econbiz.de/10012309663
Saved in:
6
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:
7
On the price of risk under a regime switching CGMY process
Asiimwe, Pious
;
Mahera, Charles Wilson
;
Menoukeu-Pamen, …
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 305-335
Persistent link: https://www.econbiz.de/10011619970
Saved in:
8
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:
9
Derivative pricing 60 years before black-scholes : evidence from the Johannesburg Stock Exchange
Moore, Lyndon
;
Juh, Steve
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 3069-3098
Persistent link: https://www.econbiz.de/10003398551
Saved in:
10
Information-based model with noisy anticipation and its application in finance
Thoednithi, Kirati
- In:
Asia-Pacific financial markets
25
(
2018
)
3
,
pp. 159-177
Persistent link: https://www.econbiz.de/10012033004
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