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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Kapitaleinkommen"
~type:"article"
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Search: subject_exact:"Option pricing theory"
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Kapitaleinkommen
Option pricing theory
128
Optionspreistheorie
128
Volatility
57
Volatilität
57
Option trading
54
Optionsgeschäft
54
Stochastic process
38
Stochastischer Prozess
38
Derivat
27
Derivative
27
Black-Scholes model
17
Black-Scholes-Modell
17
ARCH model
14
ARCH-Modell
14
Credit risk
14
Kreditrisiko
14
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Option pricing
10
Portfolio selection
10
Portfolio-Management
10
Capital income
9
Risikoprämie
9
Risk premium
9
Statistical distribution
9
Statistische Verteilung
9
Yield curve
9
Zinsstruktur
9
CAPM
8
Stochastic volatility
8
Swap
8
Börsenkurs
7
Esscher transform
7
Estimation
7
GARCH
7
Hedging
7
Risiko
7
Risk
7
Schätzung
7
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English
9
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Bianconi, Marcelo
1
Chabi-Yo, Fousseni
1
Cheng, Hung-Wen
1
Choy, Siu Kai
1
Chuang, Wen-i
1
Dim, Chukwuma Chijioke
1
Göncü, Ahmet
1
Han, Bing
1
Huang, Teng-ching
1
Karahan, Mehmet Oğuz
1
Kuzubaş, Tolga Umut
1
Li, Gang
1
Lin, Bing-huei
1
Lo, Chien-Ling
1
McLachlan, Scott
1
Orłowski, Piotr
1
Sammon, Marco
1
Schneider, Paul
1
Trojani, Fabio
1
Tsai, Jeffrey Tzuhao
1
Vasquez, Aurelio
1
Vilkov, Grigory
1
Wei, Jason
1
Xiao, Xiao
1
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Management science : journal of the Institute for Operations Research and the Management Sciences
The North American journal of economics and finance : a journal of financial economics studies
Journal of financial economics
17
Journal of banking & finance
16
Quantitative finance
9
Journal of financial and quantitative analysis : JFQA
7
Insurance / Mathematics & economics
6
Journal of empirical finance
6
Journal of financial markets
6
The review of financial studies
6
Finance research letters
5
Journal of econometrics
5
Journal of risk and financial management : JRFM
5
Review of derivatives research
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Review of quantitative finance and accounting
4
Scandinavian actuarial journal
4
The journal of finance : the journal of the American Finance Association
4
The journal of futures markets
4
Cogent economics & finance
3
Economics letters
3
International journal of theoretical and applied finance
3
Journal of economic dynamics & control
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Review of accounting studies
3
The European journal of finance
3
Applied economics letters
2
Emerging markets, finance and trade : EMFT
2
Energy economics
2
Essays in systematic asset pricing
2
Finance and stochastics
2
International journal of financial engineering
2
International journal of forecasting
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of financial econometrics
2
Journal of mathematical finance
2
Review of finance : journal of the European Finance Association
2
The empirical economics letters : a monthly international journal of economics
2
The journal of applied business research
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ECONIS (ZBW)
9
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1
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
2
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
3
Investor attention and option returns
Choy, Siu Kai
;
Wei, Jason
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4845-4863
Persistent link: https://www.econbiz.de/10014339468
Saved in:
4
Generalized bounds on the conditional expected excess return on individual stocks
Chabi-Yo, Fousseni
;
Dim, Chukwuma Chijioke
;
Vilkov, Grigory
- In:
Management science : journal of the Institute for …
69
(
2023
)
2
,
pp. 922-939
Persistent link: https://www.econbiz.de/10014295173
Saved in:
5
Information content of aggregate implied volatility spread
Han, Bing
;
Li, Gang
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1249-1269
Persistent link: https://www.econbiz.de/10012505469
Saved in:
6
Model specification of conditional jump intensity : Evidence from S&P 500 returns and option prices
Cheng, Hung-Wen
;
Lo, Chien-Ling
;
Tsai, Jeffrey Tzuhao
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667167
Saved in:
7
A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns
Göncü, Ahmet
;
Karahan, Mehmet Oğuz
;
Kuzubaş, Tolga Umut
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 69-83
Persistent link: https://www.econbiz.de/10011672611
Saved in:
8
Implied volatility and the risk-free rate of return in options markets
Bianconi, Marcelo
;
McLachlan, Scott
;
Sammon, Marco
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011511024
Saved in:
9
Predicting volatility using the Markov-switching multifractal model : evidence from S&P 100 index and equity options
Chuang, Wen-i
;
Huang, Teng-ching
;
Lin, Bing-huei
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 168-187
Persistent link: https://www.econbiz.de/10009779311
Saved in:
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