//--> //--> //--> //-->
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 review of economics & finance : IREF"
~language:"eng"
~subject:"Volatility"
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_exact:"Option pricing theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Option pricing theory
48
Optionspreistheorie
48
Volatilität
23
Option trading
21
Optionsgeschäft
21
Derivat
13
Derivative
13
Stochastic process
8
Stochastischer Prozess
8
Index futures
7
Index-Futures
7
Theorie
7
Theory
7
Estimation
6
Schätzung
6
USA
6
United States
6
Hedging
5
Risikoprämie
4
Risk premium
4
Taiwan
4
ARCH model
3
ARCH-Modell
3
Black-Scholes model
3
Black-Scholes-Modell
3
China
3
Credit risk
3
EU countries
3
EU-Staaten
3
Exchange rate
3
Experiment
3
Implied volatility
3
Interest rate
3
Kreditrisiko
3
Option pricing
3
Options
3
Risiko
3
Risk
3
Statistical distribution
3
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
Author
All
Chen, Jun-Home
2
Lian, Yu-Min
2
Lin, Yueh-neng
2
Liu, Dehong
2
Adams, Michael B.
1
Chan, Wai-Sum
1
Chang, Chien-Hung
1
Chen, Cathy Yi-Hsuan
1
Chen, Jing
1
Chen, Yin-jung
1
Chuang, Ming-Che
1
Chung, Huimin
1
El-Khatib, Youssef
1
Fan, Chenxi
1
Goutte, Stéphane
1
Guo, Chen
1
Guo, Qian
1
Han, Chuan-Hsiang
1
Hong, Hui
1
Hsu, Shufang
1
Huang, Zhenhuan
1
Hui, Eddie Chi Man
1
Hung, Chih-hsing
1
Kuo, Chii-Shyan
1
Kuo, I.-doun
1
Li, Johnny Siu-Hang
1
Li, Xiaoxi
1
Liang, Yucong
1
Liao, Szu-Lang
1
Lin, Anchor Y.
1
Lin, Bing-huei
1
Lin, Shih-kuei
1
Lung, Peter P.
1
Luo, Xingguo
1
Makumbe, Zororo S.
1
Ng, Andrew C.Y.
1
Sheu, Her-jiun
1
Shyu, David So-de
1
Sung, Hao-Chang
1
Szu, Wen-ming
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
International journal of theoretical and applied finance
156
Quantitative finance
105
The journal of futures markets
78
Journal of banking & finance
75
Applied mathematical finance
74
The journal of computational finance
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
49
Finance research letters
47
International journal of financial engineering
47
European journal of operational research : EJOR
42
Finance and stochastics
40
Journal of econometrics
39
Computational economics
38
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of economic dynamics & control
36
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Journal of mathematical finance
35
Risks : open access journal
30
Research paper series / Swiss Finance Institute
27
Insurance / Mathematics & economics
26
Journal of financial economics
26
Review of quantitative finance and accounting
26
Annals of finance
25
The European journal of finance
23
Applied economics
22
Energy economics
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Journal of empirical finance
19
Journal of risk and financial management : JRFM
18
Economic modelling
17
Asia-Pacific financial markets
16
International review of financial analysis
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Journal of financial and quantitative analysis : JFQA
15
The journal of finance : the journal of the American Finance Association
15
Asia-Pacific journal of financial studies
14
Discussion paper / Tinbergen Institute
14
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
Saved in:
2
Does smile help detect the UK's price leadership change after MiFID?
Adams, Michael B.
;
Chen, Jing
;
Guo, Qian
;
Li, Xiaoxi
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 756-769
Persistent link: https://www.econbiz.de/10014364155
Saved in:
3
A hybrid stochastic volatility model in a Lévy market
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 220-235
Persistent link: https://www.econbiz.de/10014424191
Saved in:
4
Implied volatility information of Chinese SSE 50 ETF options
Wu, Lingke
;
Liu, Dehong
;
Yuan, Jianglei
;
Huang, Zhenhuan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 609-624
Persistent link: https://www.econbiz.de/10013545670
Saved in:
5
How arbitrage-free is the Nelson–Siegel model under stochastic volatility?
Takamizawa, Hideyuki
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 205-223
Persistent link: https://www.econbiz.de/10013343384
Saved in:
6
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
7
Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
8
Pricing options on the maximum or minimum of multi-assets under jump-diffusion processes
Wang, Xingchun
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 16-26
Persistent link: https://www.econbiz.de/10012486761
Saved in:
9
CBOE VIX and Jump-GARCH option pricing models
Yoo, Eun Gyu
;
Yoon, Sun-Joong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 839-859
Persistent link: https://www.econbiz.de/10012487455
Saved in:
10
Valuation and empirical analysis of currency options
Chuang, Ming-Che
;
Wen, Chin-Hsiang
;
Lin, Shih-kuei
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 71-91
Persistent link: https://www.econbiz.de/10012390660
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->