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~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Schätzung"
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Search: subject:"Option"
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Schätzung
Option pricing theory
421
Optionspreistheorie
421
Theorie
256
Theory
256
Option trading
129
Optionsgeschäft
129
Stochastic process
109
Stochastischer Prozess
109
Volatility
95
Volatilität
95
Hedging
62
Black-Scholes model
57
Black-Scholes-Modell
57
Derivat
50
Derivative
50
USA
50
United States
50
Yield curve
49
Zinsstruktur
49
Interest rate derivative
40
Zinsderivat
40
Martingal
35
Martingale
35
Portfolio selection
35
Portfolio-Management
35
CAPM
31
Swap
28
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Credit derivative
24
Kreditderivat
24
Estimation
22
Aktienoption
19
Credit risk
19
Kreditrisiko
19
Stock option
19
Transaction costs
18
Transaktionskosten
18
Statistical distribution
17
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English
21
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Rosenberg, Joshua V.
3
Engle, Robert F.
2
Abken, Peter A.
1
Alòs, Elisa
1
Ammann, Manuel
1
Boyer, Brian H.
1
Chambers, Donald Robert
1
Chang, Charles
1
Cheng, Hung-Wen
1
Feng, Shu
1
Fuh, Cheng-Der
1
Gesser, Vincent
1
Gibson, Michael S.
1
Giot, Pierre
1
Lacey, Nelson J.
1
Lehnert, Thorsten
1
Li, Feng
1
Li, Kai
1
Ludwig, Markus
1
Martin, Peter G.
1
Moraleda Novo, Juan Manuel
1
Orosi, Greg
1
Overdahl, James A.
1
Pelsser, Antoon André Jean
1
Poncet, Patrice
1
Pope, Peter F.
1
Popova, Ivilina
1
Pu, Xiaoling
1
Ritchken, Peter H.
1
Seiz, Ralf
1
Shiraya, Kenichiro
1
Yadav, Pradeep
1
Zhang, Yi
1
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Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
53
Journal of banking & finance
32
Working paper / National Bureau of Economic Research, Inc.
27
The journal of finance : the journal of the American Finance Association
24
Journal of econometrics
22
Journal of financial economics
22
NBER working paper series
18
International review of financial analysis
17
Journal of empirical finance
17
Applied financial economics
14
International review of economics & finance : IREF
14
NBER Working Paper
14
Finance research letters
13
International journal of theoretical and applied finance
13
Review of derivatives research
13
SFB 649 discussion paper
13
Discussion paper / Centre for Economic Policy Research
12
Journal of international financial markets, institutions & money
11
Quantitative finance
11
Review of quantitative finance and accounting
11
The European journal of finance
11
Applied economics
10
Journal of financial and quantitative analysis : JFQA
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Research paper series / Swiss Finance Institute
10
The review of financial studies
10
Working paper
10
Journal of financial markets
9
Journal of international money and finance
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Applied economics letters
7
Discussion paper / Deutsche Bundesbank
7
Discussion paper / Tinbergen Institute
7
Gabler Edition Wissenschaft
7
Journal of risk and financial management : JRFM
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of fixed income
7
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
7
CESifo working papers
6
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ECONIS (ZBW)
21
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1
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:
2
Estimating the Hurst parameter from short term volatility swaps : a Malliavin calculus approach
Alòs, Elisa
;
Shiraya, Kenichiro
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 423-447
Persistent link: https://www.econbiz.de/10012023744
Saved in:
3
An empirical examination of the relation between the
option
-implied volatility smile and heterogeneous beliefs
Feng, Shu
;
Pu, Xiaoling
;
Zhang, Yi
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011965383
Saved in:
4
Ensuring more is better : on the simultaneous application of stock and options data to estimate the GARCH options pricing model
Chang, Charles
;
Cheng, Hung-Wen
;
Fuh, Cheng-Der
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 7-25
Persistent link: https://www.econbiz.de/10011968669
Saved in:
5
Implied volatility indexes and daily value at risk models
Giot, Pierre
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 54-64
Persistent link: https://www.econbiz.de/10003010792
Saved in:
6
Implied volatility functions : a reprise
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 51-64
Persistent link: https://www.econbiz.de/10001497758
Saved in:
7
On bounding
option
prices in Paretian stable markets
Popova, Ivilina
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 32-43
Persistent link: https://www.econbiz.de/10001246678
Saved in:
8
Robust estimation of shape-constrained state price density surfaces
Ludwig, Markus
- In:
The journal of derivatives : the official publication …
22
(
2015
)
3
,
pp. 56-72
Persistent link: https://www.econbiz.de/10011399679
Saved in:
9
An empirical evaluation of value at risk by scenario simulation
Abken, Peter A.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
4
,
pp. 12-29
Persistent link: https://www.econbiz.de/10001500033
Saved in:
10
Volatility patterns : theory and some evidence from the dollar-mark
option
market
Gesser, Vincent
- In:
The journal of derivatives : the official publication …
5
(
1997
)
2
,
pp. 46-61
Persistent link: https://www.econbiz.de/10001232635
Saved in:
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