//--> //--> //-->
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 empirical finance"
~subject:"Derivat"
~subject:"Option pricing"
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:"Optionspreistheorie"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Option pricing
Option pricing theory
39
Optionspreistheorie
39
Volatility
18
Volatilität
18
Estimation
11
Schätzung
11
Forecasting model
8
Option trading
8
Optionsgeschäft
8
Prognoseverfahren
8
ARCH model
7
ARCH-Modell
7
Capital income
6
Index futures
6
Index-Futures
6
Kapitaleinkommen
6
Risikoprämie
6
Risk premium
6
Theorie
5
Theory
5
Black-Scholes model
4
Black-Scholes-Modell
4
Börsenkurs
4
CAPM
4
Derivative
4
Share price
4
Stochastic process
4
Stochastischer Prozess
4
USA
4
United States
4
Aktienmarkt
3
Aktienoption
3
Credit risk
3
EU countries
3
EU-Staaten
3
Estimation theory
3
Kreditrisiko
3
Risiko
3
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Chan, Ka Kei
1
Chung, Sung Gon
1
D'Addona, Stefano
1
Gospodinov, Nikolaj
1
Hirukawa, Masayuki
1
Kolokolova, Olga
1
Lin, Ming-Tsung
1
Louis, Henock
1
Marinelli, Carlo
1
Poon, Ser-Huang
1
Roll, Richard
1
Schwartz, Eduardo S.
1
Subrahmanyam, Avanidhar
1
Sun, Baojing
1
Van Kooten, Gerrit C.
1
Yun, Jaeho
1
more ...
less ...
Published in...
All
Journal of empirical finance
International journal of theoretical and applied finance
108
Applied mathematical finance
64
Quantitative finance
62
Review of derivatives research
55
European journal of operational research : EJOR
43
Journal of banking & finance
36
The journal of computational finance
32
Computational economics
31
The journal of futures markets
31
Journal of mathematical finance
30
International journal of financial engineering
28
The North American journal of economics and finance : a journal of financial economics studies
28
Energy economics
25
Finance and stochastics
25
Journal of economic dynamics & control
24
Finance research letters
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of econometrics
20
Risks : open access journal
20
The European journal of finance
20
The journal of derivatives : JOD
20
Insurance / Mathematics & economics
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
International review of financial analysis
16
SpringerLink / Bücher
15
Applied economics letters
14
International review of economics & finance : IREF
14
Annals of finance
13
Journal of financial economics
13
Asia-Pacific financial markets
12
Journal of risk and financial management : JRFM
12
Applied economics
11
Economic modelling
11
Mathematics and financial economics
11
Research paper series / Swiss Finance Institute
11
SFB 649 discussion paper
11
Mathematical finance
10
Wiley finance series
10
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Review of quantitative finance and accounting
9
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Saved in:
2
Earnings announcements and option returns
Chung, Sung Gon
;
Louis, Henock
- In:
Journal of empirical finance
40
(
2017
),
pp. 220-235
Persistent link: https://www.econbiz.de/10011745079
Saved in:
3
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
4
Financial weather derivatives for corn production in Northern China : a comparison of pricing methods
Sun, Baojing
;
Van Kooten, Gerrit C.
- In:
Journal of empirical finance
32
(
2015
),
pp. 201-209
Persistent link: https://www.econbiz.de/10011556819
Saved in:
5
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:
6
Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
Gospodinov, Nikolaj
;
Hirukawa, Masayuki
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 595-609
Persistent link: https://www.econbiz.de/10009615659
Saved in:
7
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->