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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"
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Black-Scholes-Modell
CAPM
Option pricing theory
130
Optionspreistheorie
130
Theorie
86
Theory
86
USA
71
United States
71
Volatility
49
Volatilität
49
Option trading
46
Optionsgeschäft
46
Aktienoption
38
Stock option
38
Stochastic process
32
Stochastischer Prozess
32
Yield curve
29
Zinsstruktur
29
Estimation
27
Schätzung
27
Black-Scholes model
25
Derivat
21
Derivative
21
Credit risk
19
Interest rate derivative
19
Kreditrisiko
19
Zinsderivat
19
Börsenkurs
18
Share price
18
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16
Kreditderivat
16
Capital income
14
Kapitaleinkommen
14
Risikoprämie
13
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13
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12
Index-Futures
12
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12
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Article
48
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45
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45
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2
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1
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English
49
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Ritchken, Peter H.
3
Carr, Peter
2
Driessen, Joost
2
Fujita, Takahiko
2
Kim, Yong-jin
2
Klebaner, Fima C.
2
Lo, Andrew W.
2
Madan, Dilip B.
2
Takahashi, Akihiko
2
Takaoka, Koichiro
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
Chiarella, Carl
1
Crouhy, Michel
1
Cvitanić, Jakša
1
Duffie, Darrell
1
Elliott, Robert J.
1
Fan, Rong
1
Figlewski, Stephen
1
Futami, Hidenori
1
Gay, Gerald D.
1
Grossinho, Maria do Rosário
1
Gupta, Anurag
1
Hamza, Kais
1
Hemler, Michael Lee
1
Hodder, James E.
1
Hull, John
1
Ishimura, Naoyuki
1
Johnson, Brock N.
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
107
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
The journal of futures markets
54
Applied mathematical finance
51
Finance and stochastics
48
Journal of banking & finance
37
Quantitative finance
36
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
The journal of computational finance
35
Journal of mathematical finance
34
Review of derivatives research
34
International journal of financial engineering
32
Computational economics
31
Journal of economic dynamics & control
25
Finance research letters
24
Journal of financial economics
23
The review of financial studies
22
The European journal of finance
20
Risks : open access journal
18
Advances in futures and options research : a research annual
17
The North American journal of economics and finance : a journal of financial economics studies
17
Discussion paper / B
16
Journal of econometrics
16
Research paper series / Swiss Finance Institute
16
Review of quantitative finance and accounting
16
Annals of finance
14
European journal of operational research : EJOR
14
Journal of risk and financial management : JRFM
14
Decisions in economics and finance : DEF ; a journal of applied mathematics
13
Journal of financial and quantitative analysis : JFQA
13
NBER working paper series
13
Working paper / National Bureau of Economic Research, Inc.
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
CoFE discussion papers
11
International review of economics & finance : IREF
11
International review of financial analysis
11
Options : classic approaches to pricing and modelling
11
Applied economics
10
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ECONIS (ZBW)
49
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11
Randomised mixture models for pricing kernels
Macrina, Andrea
;
Parbhoo, Priyanka A.
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 281-315
Persistent link: https://www.econbiz.de/10010511573
Saved in:
12
Comparison of Black-Scholes formula with fractional Black-Scholes formula in the foreign exchange
option
market with changing volatility
Meng, Li
;
Wang, Mei
- In:
Asia-Pacific financial markets
17
(
2010
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10009237122
Saved in:
13
The instantaneous volatility and the implied volatility surface for a generalized black-scholes model
Takaoka, Koichiro
;
Futami, Hidenori
- In:
Asia-Pacific financial markets
17
(
2010
)
4
,
pp. 391-436
Persistent link: https://www.econbiz.de/10009237752
Saved in:
14
The price of correlation risk : evidence from equity options
Driessen, Joost
;
Maenhout, Pascal J.
;
Vilkov, Grigory
- In:
The journal of finance : the journal of the American …
64
(
2009
)
3
,
pp. 1377-1406
Persistent link: https://www.econbiz.de/10003871954
Saved in:
15
The minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model
Momeya, Romuald Hervé
;
Ben Salah, Zied
- In:
Asia-Pacific financial markets
19
(
2012
)
1
,
pp. 63-98
Persistent link: https://www.econbiz.de/10009532269
Saved in:
16
Factor models for
option
pricing
Carr, Peter
;
Madan, Dilip B.
- In:
Asia-Pacific financial markets
19
(
2012
)
4
,
pp. 319-329
Persistent link: https://www.econbiz.de/10009705364
Saved in:
17
[Rezension von: Hull, John, Options, futures, and other derivative securities]
Gay, Gerald D.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 312-316
Persistent link: https://www.econbiz.de/10001344121
Saved in:
18
Implied binomial trees
Rubinstein, Mark
- In:
The journal of finance : the journal of the American …
49
(
1994
)
3
,
pp. 771-818
Persistent link: https://www.econbiz.de/10001171198
Saved in:
19
Hedging in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838
Saved in:
20
Option
pricing under stochastic interest rates : an empirical investigation
Kim, Yong-jin
- In:
Asia-Pacific financial markets
9
(
2002
)
1
,
pp. 23-44
Persistent link: https://www.econbiz.de/10001722346
Saved in:
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