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~subject:"Derivat"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Option pricing theory"
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Derivat
Statistische Verteilung
Option pricing theory
25
Optionspreistheorie
25
Option trading
10
Optionsgeschäft
10
Derivative
6
Black-Scholes model
4
Black-Scholes-Modell
4
Hedging
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
Risikomaß
3
Risk measure
3
Statistical distribution
3
option pricing
3
Aktienindex
2
CAPM
2
Convertible bond
2
Credit risk
2
Greece
2
Greeks
2
Griechenland
2
Index futures
2
Index-Futures
2
Kreditrisiko
2
Original research
2
Risiko
2
Risikomanagement
2
Risk
2
Risk management
2
Standard & Poor's 500 (S&P 500)
2
Stochastic volatility
2
Stock index
2
Wandelanleihe
2
Betriebliche Liquidität
1
Bid-ask spread
1
Call options
1
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8
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English
8
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Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Cao, Jie
1
Degiannakis, Stavros
1
Filis, George
1
Floros, Christos
1
Gillas, Konstantinos Gkillas
1
Hamidieh, Kam
1
Jin, Yong
1
Kim, Dahea
1
Kim, Sol
1
Mebane, Michael
1
Poufinas, Thomas
1
Siddiqi, Hammad
1
Yamada, Yuji
1
Zheng, Wei
1
Zhong, Xiaolong
1
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Journal of risk
International journal of theoretical and applied finance
121
Applied mathematical finance
70
Review of derivatives research
53
Quantitative finance
49
The journal of futures markets
43
The journal of computational finance
40
Journal of banking & finance
38
Journal of mathematical finance
37
European journal of operational research : EJOR
34
International journal of financial engineering
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Journal of economic dynamics & control
27
Journal of econometrics
26
The North American journal of economics and finance : a journal of financial economics studies
26
Computational economics
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Risks : open access journal
23
Energy economics
22
Finance and stochastics
22
The journal of derivatives : JOD
21
Finance research letters
20
Insurance / Mathematics & economics
19
The European journal of finance
17
International review of economics & finance : IREF
14
International review of financial analysis
14
Annals of finance
13
Applied economics letters
13
Journal of risk and financial management : JRFM
13
Mathematics and financial economics
12
Applied economics
11
Asia-Pacific financial markets
10
Economic modelling
10
Journal of financial economics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Review of quantitative finance and accounting
9
Asia-Pacific journal of financial studies
8
International journal of financial markets and derivatives
8
The journal of finance : the journal of the American Finance Association
8
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ECONIS (ZBW)
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1
Option pricing using high-frequency futures prices
Degiannakis, Stavros
;
Floros, Christos
;
Poufinas, Thomas
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 81-101
Persistent link: https://www.econbiz.de/10012593448
Saved in:
2
On empirical likelihood option pricing
Zhong, Xiaolong
;
Cao, Jie
;
Jin, Yong
;
Zheng, Wei
- In:
Journal of risk
19
(
2017
)
5
,
pp. 41-53
Persistent link: https://www.econbiz.de/10011747102
Saved in:
3
Estimating the tail shape parameter from option prices
Hamidieh, Kam
- In:
Journal of risk
19
(
2017
)
6
,
pp. 85-110
Persistent link: https://www.econbiz.de/10011799166
Saved in:
4
Delta-hedged gains and risk-neutral moments
Kim, Dahea
;
Kim, Sol
- In:
Journal of risk
19
(
2016
)
2
,
pp. 31-59
Persistent link: https://www.econbiz.de/10013177077
Saved in:
5
Outperforming benchmarks with their derivatives : theory and empirical evidence
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Journal of risk
18
(
2015/2016
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011578371
Saved in:
6
Pricing options on trend-stationary currencies : applications to the Chinese yuan
Mebane, Michael
- In:
Journal of risk
18
(
2015/2016
)
4
,
pp. 79-101
Persistent link: https://www.econbiz.de/10011578390
Saved in:
7
Managing option-trading risk when mental accounting influences prices
Siddiqi, Hammad
- In:
Journal of risk
18
(
2015/2016
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013262946
Saved in:
8
Valuation and hedging of weather derivatives on monthly average temperature
Yamada, Yuji
- In:
Journal of risk
10
(
2007/08
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10003572544
Saved in:
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