//--> //--> //--> //-->
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:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Option pricing"
~subject:"Volatilität"
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:"PRICING"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing
Volatilität
Option pricing theory
270
Optionspreistheorie
270
Volatility
138
CAPM
133
Stochastic process
130
Stochastischer Prozess
130
Theorie
85
Theory
85
Option trading
68
Optionsgeschäft
68
Derivat
66
Derivative
66
Portfolio selection
66
Portfolio-Management
66
Capital income
62
Kapitaleinkommen
62
Börsenkurs
48
Share price
48
Estimation
43
Schätzung
42
Hedging
38
Black-Scholes model
33
Black-Scholes-Modell
33
Experiment
30
Monte Carlo simulation
30
Monte-Carlo-Simulation
30
Risiko
30
Risk
30
Stochastic volatility
26
Yield curve
26
Zinsstruktur
26
Forecasting model
24
Prognoseverfahren
24
Aktienmarkt
19
Markov chain
19
Markov-Kette
19
Risikoprämie
19
Risk premium
19
more ...
less ...
Online availability
All
Undetermined
122
Free
11
Type of publication
All
Article
146
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
148
Aufsatz in Zeitschrift
148
Conference paper
3
Konferenzbeitrag
3
Collection of articles of several authors
2
Sammelwerk
2
Language
All
English
148
Author
All
Bayer, Christian
4
Felpel, Mike
3
Gatheral, Jim
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
McWalter, Thomas A.
3
Radoičić, Radoš
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Ben Hammouda, Chiheb
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Coakley, Jerry
2
Cui, Zhenyu
2
De Marco, Stefano
2
Dunis, Christian
2
Elliott, Robert J.
2
Friz, Peter K.
2
Funahashi, Hideharu
2
Garces, Len Patrick Dominic M.
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
He, Xin-Jiang
2
Liu, Xiaoquan
2
Martini, Claude
2
Muguruza, Aitor
2
Pirjol, Dan
2
Rosenbaum, Mathieu
2
Schoutens, Wim
2
Siu, Tak Kuen
2
Tempone, Raúl
2
Tudor, Sebastian F.
2
Wang, Yongjin
2
Yamazaki, Akira
2
Yang, Nian
2
Zhu, Song-Ping
2
more ...
less ...
Published in...
All
Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
179
Journal of banking & finance
115
Applied mathematical finance
85
The journal of futures markets
84
Finance research letters
77
Journal of financial economics
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of econometrics
67
Review of derivatives research
66
The journal of computational finance
65
The North American journal of economics and finance : a journal of financial economics studies
61
International journal of financial engineering
54
Computational economics
52
European journal of operational research : EJOR
52
Finance and stochastics
50
International review of economics & finance : IREF
50
Journal of economic dynamics & control
50
Working paper / National Bureau of Economic Research, Inc.
49
NBER working paper series
48
Research paper series / Swiss Finance Institute
47
Energy economics
46
Journal of empirical finance
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
International review of financial analysis
41
Economic modelling
40
NBER Working Paper
39
Physica A: Statistical Mechanics and its Applications
39
Journal of mathematical finance
37
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Annals of finance
34
Applied economics
32
Insurance / Mathematics & economics
31
Review of quantitative finance and accounting
31
Swiss Finance Institute Research Paper
30
The journal of finance : the journal of the American Finance Association
29
The review of financial studies
29
Risks : open access journal
28
Journal of risk and financial management : JRFM
26
more ...
less ...
Source
All
ECONIS (ZBW)
148
Showing
1
-
10
of
148
Sort
Relevance
Date (newest first)
Date (oldest first)
1
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
2
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
3
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
4
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
5
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
6
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
7
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
8
The
pricing
of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
9
Option
pricing
under stochastic volatility models with latent volatility
Bégin, Jean-François
;
Godin, Frédéric
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1079-1097
Persistent link: https://www.econbiz.de/10014321665
Saved in:
10
Equal risk
pricing
and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->