//--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of empirical finance"
~person:"Leippold, Markus"
~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
Volatilität
Option pricing theory
6
Optionspreistheorie
6
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Hedging
3
Portfolio selection
3
Portfolio-Management
3
CAPM
2
Derivat
2
Derivative
2
Option pricing
2
Affine jump diffusion
1
American options
1
Bid-Ask spreads
1
Bid-ask spread
1
Business cycle
1
Capital income
1
Characteristic function
1
Characteristic functions
1
Collateral
1
Collateral requirements
1
Conic finance
1
Early exercise premium
1
Estimation
1
Funding costs
1
Geld-Brief-Spanne
1
Hyper-exponential jump-diffusion model
1
Incomplete market
1
Incomplete markets
1
Innovation diffusion
1
Innovationsdiffusion
1
Jump-diffusion disentanglement
1
Kapitaleinkommen
1
Konjunktur
1
Kreditsicherung
1
Liquidity
1
Liquidität
1
Long-run and short-run consumption risk
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Leippold, Markus
Branger, Nicole
5
Lin, Yueh-neng
4
Stentoft, Lars
4
Chang, Chien-hung
3
Cui, Zhenyu
3
Grasselli, Martino
3
Alexander, Carol
2
Andreou, Panayiotis C.
2
Bernales, Alejandro
2
Cai, Ning
2
Cheng, Jun
2
Chevapatrakul, Thanaset
2
Chung, Sung Gon
2
Duan, Jin-Chuan
2
Ederington, Louis H.
2
Elliott, Robert J.
2
Gkionis, Konstantinos
2
Gnoatto, Alessandro
2
Guan, Wei
2
Ibraimi, Meriton
2
Kagkadis, Anastasios
2
Kearney, Fearghal
2
Kim, Bara
2
Kim, Jerim
2
Kostakis, Alexandros
2
Li, Chenxu
2
Lian, Guanghua
2
Louis, Henock
2
Mele, Antonio
2
Muck, Matthias
2
Obayashi, Yoshiki
2
Philip, Dennis
2
Prokopczuk, Marcel
2
Rubio, Gonzalo
2
Shalen, Catherine T.
2
Skiadopoulos, George
2
Taamouti, Abderrahim
2
Vetzal, Kenneth R.
2
Violante, Francesco
2
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of economic dynamics & control
Journal of empirical finance
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
3
FINRISK Working Papers Series
1
Journal of econometrics
1
Journal of financial economics
1
Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Short-run risk, business cycle, and the value premium
He, Yunhao
;
Leippold, Markus
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
Saved in:
2
Collateral smile
Leippold, Markus
;
Su, Lujing
- In:
Journal of banking & finance
58
(
2015
),
pp. 15-28
Persistent link: https://www.econbiz.de/10011543849
Saved in:
3
Consistent modeling of S&P 500 and VIX derivatives : a remark on Lin and Chang's paper
Cheng, Jun
;
Ibraimi, Meriton
;
Leippold, Markus
;
Zhang, …
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 708-715
Persistent link: https://www.econbiz.de/10009554315
Saved in:
4
Rejoinder to a remark on Lin and Chang's paper "Consistent modeling of S&P 500 and VIX derivatives"
Lin, Yueh-neng
;
Chang, Chien-hung
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 716-718
Persistent link: https://www.econbiz.de/10009554307
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->