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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Schätzung"
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Search: subject_exact:"Option pricing theory"
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Subject
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Schätzung
Option pricing theory
569
Optionspreistheorie
569
Stochastic process
236
Stochastischer Prozess
236
Volatility
201
Volatilität
201
Theorie
124
Theory
124
Option trading
112
Optionsgeschäft
112
Derivat
108
Derivative
108
Hedging
68
Black-Scholes model
62
Black-Scholes-Modell
62
Yield curve
44
Zinsstruktur
44
CAPM
40
Credit risk
35
Kreditrisiko
35
Monte Carlo simulation
35
Monte-Carlo-Simulation
35
Portfolio selection
34
Portfolio-Management
34
Markov chain
33
Markov-Kette
32
Statistical distribution
32
Statistische Verteilung
32
option pricing
27
Martingal
24
Martingale
24
Risiko
24
Risk
24
Swap
24
Experiment
23
Incomplete market
23
Stochastic volatility
23
Unvollkommener Markt
23
stochastic volatility
23
Estimation
20
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Article
20
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Article in journal
20
Aufsatz in Zeitschrift
20
Conference paper
1
Konferenzbeitrag
1
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English
20
Author
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Kenç, Turalay
2
Alòs, Elisa
1
Andreou, Panayiotis C.
1
Bakshi, Gurdip S.
1
Belomestny, Denis
1
Brigo, Damiano
1
Brody, Dorje C.
1
Cao, Charles Q.
1
Cevik, Emrah Ismail
1
Charalambous, Chris
1
Chen, Cathy Yi-Hsuan
1
Chen, Sonnan
1
Chen, Tzu-ying
1
Chuang, Ming-Che
1
De Marco, Stefano
1
Driffill, John
1
Dumas, Bernard
1
Gu, Yuchi
1
Han, Chuan-Hsiang
1
Hillairet, Caroline
1
Hughston, Lane P.
1
Härdle, Wolfgang
1
Jiao, Ying
1
Joshi, Mark
1
Kenmoe, Romuald N.
1
King, Alan J.
1
Koivu, Matti
1
Krymova, Ekaterina
1
Kuo, I.-doun
1
Li, Bingxin
1
Lin, Shih-kuei
1
Linaras, Charilaos E.
1
Liu, Wei-han
1
Luciano, Elisa
1
Mancino, Maria Elvira
1
Martini, Claude
1
Martzoukos, Spiros A.
1
Meier, David M.
1
Pallavicini, Andrea
1
Papatheodorou, Vasileios
1
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Published in...
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Decisions in economics and finance : DEF ; a journal of applied mathematics
International journal of theoretical and applied finance
Review of quantitative finance and accounting
The journal of futures markets
33
Journal of banking & finance
19
Journal of econometrics
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Journal of financial economics
12
Journal of empirical finance
11
The journal of finance : the journal of the American Finance Association
10
Finance research letters
8
Review of derivatives research
8
Working paper / National Bureau of Economic Research, Inc.
8
Gabler Edition Wissenschaft
7
Quantitative finance
7
SFB 649 discussion paper
7
Working paper
7
Discussion papers of interdisciplinary research project 373
6
International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
NBER working paper series
6
Research paper series / Swiss Finance Institute
6
The European journal of finance
6
The journal of computational finance
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Applied economics
5
Applied financial economics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Department of Economics, University of California San Diego
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion paper / Tinbergen Institute
4
International journal of financial engineering
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Journal of financial econometrics
4
Journal of financial markets
4
Journal of risk and financial management : JRFM
4
Pacific-Basin finance journal
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
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ECONIS (ZBW)
20
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1
Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay
;
Cevik, Emrah Ismail
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
Saved in:
2
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
3
Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan
;
Gu, Yuchi
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
Saved in:
4
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
Saved in:
5
Option-implied filtering : evidence from the GARCH option pricing model
Li, Bingxin
- In:
Review of quantitative finance and accounting
54
(
2020
)
3
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10012233110
Saved in:
6
Volatility and volatility-linked derivatives : estimation,modeling, and pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
Saved in:
7
From volatility smiles to the volatility of volatility
Dumas, Bernard
;
Luciano, Elisa
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 387-406
Persistent link: https://www.econbiz.de/10012127226
Saved in:
8
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
9
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
Saved in:
10
Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.
;
Charalambous, Chris
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
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