//--> //--> //--> //-->
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 economic dynamics & control"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"fin"
~language:"slk"
~subject:"Option pricing theory"
~type_genre:"Article in journal"
~type_genre:"Textbook"
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:
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
2,816
Theory
2,816
USA
987
United States
987
Volatility
490
Volatilität
490
Monetary policy
439
Geldpolitik
436
Estimation
426
Schätzung
422
Derivat
421
Derivative
421
Optionspreistheorie
381
Hedging
363
Portfolio selection
323
Portfolio-Management
323
Börsenkurs
311
Share price
311
Index futures
267
Index-Futures
267
Commodity exchange
251
Warenbörse
251
CAPM
248
Option trading
235
Optionsgeschäft
235
Business cycle
229
Konjunktur
228
Commodity derivative
209
Rohstoffderivat
209
Learning process
207
Lernprozess
207
Risk
204
Risiko
201
Stochastic process
192
Stochastischer Prozess
192
Schock
189
Shock
189
Rational expectations
185
Rationale Erwartung
185
more ...
less ...
Online availability
All
Undetermined
96
Free
7
Type of publication
All
Article
378
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
Textbook
Aufsatz in Zeitschrift
381
Collection of articles of several authors
3
Sammelwerk
3
Conference proceedings
1
Konferenzschrift
1
Language
All
English
Finnish
Slovak
Author
All
Chung, San-lin
7
Câmara, António
7
Kang, Jangkoo
7
Kwok, Yue-Kuen
7
Wang, Yaw-huei
7
Zhang, Jin E.
7
Dai, Min
6
Hung, Mao-Wei
6
Lin, Yueh-neng
6
Elliott, Robert J.
5
Kim, Hwa-sung
5
Liao, Szu-Lang
5
Chang, Chien-hung
4
Corrado, Charles Joseph
4
Cui, Zhenyu
4
Gauthier, Geneviève
4
Guo, Jia-hau
4
Liu, Qiang
4
Lyuu, Yuh-dauh
4
Ryu, Doojin
4
Branger, Nicole
3
Broadie, Mark
3
Duan, Jin-Chuan
3
Fabozzi, Frank J.
3
Glasserman, Paul
3
Gray, Philip K.
3
He, Xin-Jiang
3
Huang, Zhuo
3
Joshi, Mark S.
3
Kaeck, Andreas
3
Kort, Peter M.
3
Kuo, I.-doun
3
Lee, Hangsuck
3
Leippold, Markus
3
Leisen, Dietmar
3
Lim, Kian-Guan
3
Liu, Yanchu
3
Nunes, Joaõ Pedro Vidal
3
Prokopczuk, Marcel
3
Shackleton, Mark B.
3
more ...
less ...
Institution
All
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Published in...
All
Journal of economic dynamics & control
The journal of futures markets
International journal of theoretical and applied finance
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
248
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
206
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
190
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
130
International journal of financial engineering
115
Journal of mathematical finance
107
Finance research letters
104
Computational economics
102
Risks : open access journal
93
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
80
Journal of financial economics
78
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
Energy economics
55
Review of quantitative finance and accounting
55
Annals of finance
50
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
The journal of finance : the journal of the American Finance Association
49
Economic modelling
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of economics & finance : IREF
46
Management science : journal of the Institute for Operations Research and the Management Sciences
45
Mathematics and financial economics
44
Applied economics
42
International review of financial analysis
42
Applied financial economics
39
Journal of empirical finance
39
more ...
less ...
Source
All
ECONIS (ZBW)
381
Showing
1
-
10
of
381
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
2
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
3
Leveraging prices from credit and equity option markets for portfolio risk management
Bégin, Jean-François
;
Boudreault, Mathieu
; …
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 122-147
Persistent link: https://www.econbiz.de/10014475433
Saved in:
4
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
5
Price monotonicity violations during stock market crashes : evidence from the SSE 50 ETF options market
Luo, Xingguo
;
Ryu, Doojin
;
Tao, Libin
;
Ye, Chuxin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10014475508
Saved in:
6
American strangle options with arbitrary strikes
Zaevski, Tsvetelin S.
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 880-903
Persistent link: https://www.econbiz.de/10014293264
Saved in:
7
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
8
Analytically pricing exchange options with stochastic liquidity and regime switching
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 662-676
Persistent link: https://www.econbiz.de/10014293179
Saved in:
9
Counter-cyclical margins for option portfolios
Chen, Yuanyuan
;
Wu, Qi
;
Li, Duan
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478163
Saved in:
10
Estimation of rare disaster concerns from option prices : an arbitrage-free RND-based smile construction approach
Albert, Pascal
;
Herold, Michael
;
Muck, Matthias
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1807-1835
Persistent link: https://www.econbiz.de/10014433013
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...
//-->