//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Option pricing theory"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"PRICING"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Volatilität
Optionspreistheorie
737
Stochastic process
354
Stochastischer Prozess
354
Volatility
313
Theorie
264
Theory
264
CAPM
213
Derivat
180
Derivative
180
Option trading
159
Optionsgeschäft
159
Portfolio selection
120
Portfolio-Management
120
Hedging
111
Black-Scholes model
109
Black-Scholes-Modell
109
Yield curve
74
Zinsstruktur
74
Capital income
73
Kapitaleinkommen
73
Börsenkurs
65
Share price
65
Monte Carlo simulation
64
Monte-Carlo-Simulation
64
Estimation
56
Schätzung
55
Risiko
53
Risk
53
Experiment
51
Credit risk
50
Kreditrisiko
50
Markov chain
49
Markov-Kette
48
Statistical distribution
44
Statistische Verteilung
44
Stochastic volatility
41
Option pricing
40
Risikoprämie
39
more ...
less ...
Online availability
All
Undetermined
358
Free
21
Type of publication
All
Article
769
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
772
Aufsatz in Zeitschrift
772
Conference paper
13
Konferenzbeitrag
13
Collection of articles of several authors
3
Sammelwerk
3
Mehrbändiges Werk
2
Multi-volume publication
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
772
Author
All
Kwok, Yue-Kuen
10
Levendorskij, Sergej Z.
10
Elliott, Robert J.
9
Bayer, Christian
8
Siu, Tak Kuen
7
Takahashi, Akihiko
7
Benth, Fred Espen
6
Fabozzi, Frank J.
6
Gapeev, Pavel V.
6
Gatheral, Jim
6
Jeanblanc, Monique
6
Radoičić, Radoš
6
Schoutens, Wim
6
Bojarčenko, Svetlana I.
5
Brigo, Damiano
5
Cui, Zhenyu
5
Jacquier, Antoine
5
Joshi, Mark S.
5
McWalter, Thomas A.
5
Oosterlee, Cornelis W.
5
Wu, Lixin
5
Alòs, Elisa
4
Avellaneda, Marco
4
Bernard, Carole
4
Chen, Son-nan
4
Chiarella, Carl
4
Ekström, Erik
4
Forde, Martin
4
Fouque, Jean-Pierre
4
Funahashi, Hideharu
4
Grzelak, Lech A.
4
Gulisashvili, Archil
4
He, Xin-Jiang
4
Hess, Markus
4
Horvath, Blanka Nora
4
Hui, Cho H.
4
Liu, Rui Hua
4
Lo, C. F.
4
Lorig, Matthew
4
Macrina, Andrea
4
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Quantitative finance
The European journal of finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
267
The journal of futures markets
266
The journal of computational finance
252
Applied mathematical finance
251
Journal of banking & finance
246
Finance and stochastics
225
The journal of derivatives : the official publication of the International Association of Financial Engineers
209
Review of derivatives research
176
Journal of economic dynamics & control
143
Insurance / Mathematics & economics
140
European journal of operational research : EJOR
136
Finance research letters
134
Journal of financial economics
124
International journal of financial engineering
117
Journal of mathematical finance
109
Research paper series / Swiss Finance Institute
106
Computational economics
105
The North American journal of economics and finance : a journal of financial economics studies
98
NBER working paper series
95
Risks : open access journal
93
Journal of econometrics
92
Working paper / National Bureau of Economic Research, Inc.
90
Asia-Pacific financial markets
82
Energy economics
81
International review of economics & finance : IREF
71
NBER Working Paper
71
The review of financial studies
71
Economic modelling
68
The journal of finance : the journal of the American Finance Association
68
Journal of empirical finance
65
Journal of financial and quantitative analysis : JFQA
65
International review of financial analysis
64
Management science : journal of the Institute for Operations Research and the Management Sciences
62
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
61
SFB 649 discussion paper
60
Swiss Finance Institute Research Paper
60
Review of quantitative finance and accounting
59
more ...
less ...
Source
All
ECONIS (ZBW)
772
Showing
1
-
10
of
772
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A default contagion model for
pricing
defaultable bonds from an information based perspective
Nakagawa, Hidetoshi
;
Takada, Hideyuki
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013490963
Saved in:
2
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
3
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
4
An adaptive model for security prices driven by latent values : parameter estimation and option
pricing
effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
5
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
6
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
7
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
8
Deep reinforcement learning for option
pricing
and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
9
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
10
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->