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~isPartOf:"Journal of empirical finance"
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~subject:"Index futures"
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Search: subject_exact:"Optionspreistheorie"
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Index futures
Option pricing theory
95
Optionspreistheorie
95
Volatility
45
Volatilität
45
Option trading
25
Optionsgeschäft
25
Stochastic process
19
Stochastischer Prozess
19
Estimation
18
Schätzung
18
ARCH model
13
ARCH-Modell
13
Aktienoption
12
Black-Scholes model
12
Black-Scholes-Modell
12
Stock option
12
CAPM
11
Capital income
10
Kapitaleinkommen
10
Option pricing
10
Theorie
10
Theory
10
Forecasting model
9
Index-Futures
9
Prognoseverfahren
9
Risiko
9
Risikoprämie
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Risk
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Risk premium
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Statistical distribution
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Statistische Verteilung
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USA
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United States
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Börsenkurs
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Chen, Ren-Raw
2
Palmon, Oded
2
Fiorentini, Gabriele
1
Fleming, Jeff
1
Guan, Zhengfei
1
Kim, Namhyoung
1
Lee, Cheng F.
1
Lee, Jaewook
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León Valle, Ángel Manuel
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Lin, Hsuan-Chu
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Myers, Robert J.
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Roll, Richard
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Rubio, Gonzalo
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Schwartz, Eduardo S.
1
Subrahmanyam, Avanidhar
1
Tzeng, Gwo-hshiung
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Wu, Feng
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Yun, Jaeho
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Journal of empirical finance
Review of quantitative finance and accounting
The journal of futures markets
25
The journal of finance : the journal of the American Finance Association
11
Journal of banking & finance
9
The review of financial studies
8
International review of economics & finance : IREF
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Review of derivatives research
6
NBER Working Paper
5
NBER working paper series
5
Quantitative finance
5
Working paper
5
Working paper / National Bureau of Economic Research, Inc.
5
Applied financial economics
4
International journal of theoretical and applied finance
4
International review of financial analysis
4
Journal of financial economics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Research paper series / Swiss Finance Institute
4
Applied economics
3
Asia-Pacific journal of financial studies
3
Discussion papers of interdisciplinary research project 373
3
Economics letters
3
Finance research letters
3
Global business review
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of international financial markets, institutions & money
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Meddelanden från Svenska Handelshögskolan
3
Pacific-Basin finance journal
3
Review of finance : journal of the European Finance Association
3
Theoretical economics letters
3
AFI
2
Advances in futures and options research : a research annual
2
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
Betriebswirtschaftliche Studien
2
Borsa Istanbul Review
2
CREATES research paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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1
Explaining the volatility smile : non-parametric versus parametric option models
Lin, Hsuan-Chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
46
(
2016
)
4
,
pp. 907-935
Persistent link: https://www.econbiz.de/10011595494
Saved in:
2
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
3
Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of empirical finance
28
(
2014
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
Saved in:
4
No-arbitrage implied volatility functions : empirical evidence from KOSPI 200 index options
Kim, Namhyoung
;
Lee, Jaewook
- In:
Journal of empirical finance
21
(
2013
),
pp. 36-53
Persistent link: https://www.econbiz.de/10009745311
Saved in:
5
The role of time-varying jump risk premia in pricing stock index options
Yun, Jaeho
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 833-846
Persistent link: https://www.econbiz.de/10009492529
Saved in:
6
A fuzzy set approach for generalized CRR model : an empirical analysis of S&P 500 index options
Lee, Cheng F.
;
Tzeng, Gwo-hshiung
;
Wang, Shin-yun
- In:
Review of quantitative finance and accounting
25
(
2005
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10003152352
Saved in:
7
A non-parametric option pricing model : theory and empirical evidence
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
24
(
2005
)
2
,
pp. 115-134
Persistent link: https://www.econbiz.de/10002851785
Saved in:
8
Estimation and empirical performance of Heston's stochastic volatility model : the case of a thinly traded market
Fiorentini, Gabriele
;
León Valle, Ángel Manuel
; …
- In:
Journal of empirical finance
9
(
2002
)
2
,
pp. 225-255
Persistent link: https://www.econbiz.de/10001655810
Saved in:
9
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Saved in:
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