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~isPartOf:"Journal of empirical finance"
~subject:"Optionspreistheorie"
~subject:"Share price"
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Search: subject_exact:"Optionspreistheorie"
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Optionspreistheorie
Share price
Option pricing theory
40
Volatility
19
Volatilität
19
Estimation
11
Schätzung
11
ARCH model
8
ARCH-Modell
8
Forecasting model
8
Option trading
8
Optionsgeschäft
8
Prognoseverfahren
8
Capital income
6
Index futures
6
Index-Futures
6
Kapitaleinkommen
6
Risikoprämie
6
Risk premium
6
Stochastic process
5
Stochastischer Prozess
5
Theorie
5
Theory
5
Black-Scholes model
4
Black-Scholes-Modell
4
Börsenkurs
4
CAPM
4
Derivat
4
Derivative
4
Option pricing
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
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40
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Stentoft, Lars
2
Afik, Zvika
1
Ammann, Manuel
1
Arad, Ohad
1
Aretz, Kevin
1
Bauwens, Luc
1
Bernales, Alejandro
1
Brandt, Michael W.
1
Cao, Jie
1
Chan, Ka Kei
1
Chen, Ren-Raw
1
Chen, Ying
1
Chiang, Min-Hsien
1
Chourdakis, Kyriakos
1
Chung, Sung Gon
1
Constantinou, Nick
1
D'Addona, Stefano
1
Dendramis, Yiannis
1
Dionne, Georges
1
Díaz-Hernández, Adán
1
Fiorentini, Gabriele
1
Fleming, Jeff
1
Galil, Koresh
1
Gospodinov, Nikolaj
1
Guan, Zhengfei
1
Hafner, Christian M.
1
Han, Bing
1
Han, Qian
1
Hauser, Shmuel
1
Herwartz, Helmut
1
Hirukawa, Masayuki
1
Horvath, Jaroslav
1
Hsieh, Pei-lin
1
Huang, Hsin-yi
1
Huang, Jeffrey
1
Ikäheimo, Seppo
1
Kim, Namhyoung
1
Kind, Axel
1
Kolokolova, Olga
1
Laajimi, Sadok
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Journal of empirical finance
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
Finance research letters
116
International journal of financial engineering
116
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
99
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
The journal of finance : the journal of the American Finance Association
55
SFB 649 discussion paper
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
40
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1
Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan
;
Zhang, Qian
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
Saved in:
2
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:
3
Option gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
4
Option price implied information and REIT returns
Cao, Jie
;
Han, Bing
;
Song, Linjia
;
Zhan, Xintong
- In:
Journal of empirical finance
71
(
2023
),
pp. 13-28
Persistent link: https://www.econbiz.de/10014292350
Saved in:
5
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
6
Isolating the disaster risk premium with equity options
Horvath, Jaroslav
- In:
Journal of empirical finance
51
(
2019
),
pp. 138-148
Persistent link: https://www.econbiz.de/10012170406
Saved in:
7
A multiple regime extension to the Heston–Nandi GARCH(1,1) model
Díaz-Hernández, Adán
;
Constantinou, Nick
- In:
Journal of empirical finance
53
(
2019
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012171628
Saved in:
8
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
9
Crash risk and risk neutral densities
Chen, Ren-Raw
;
Hsieh, Pei-lin
;
Huang, Jeffrey
- In:
Journal of empirical finance
47
(
2018
),
pp. 162-189
Persistent link: https://www.econbiz.de/10012103473
Saved in:
10
Forecasting the term structure of option implied volatility : the power of an adaptive method
Chen, Ying
;
Han, Qian
;
Niu, Linlin
- In:
Journal of empirical finance
49
(
2018
),
pp. 157-177
Persistent link: https://www.econbiz.de/10012117736
Saved in:
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