//--> //--> //--> //-->
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:"Portfolio-Management"
~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
Portfolio-Management
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
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
Option pricing
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
148
Free
17
Type of publication
All
Article
192
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
195
Aufsatz in Zeitschrift
195
Conference paper
4
Konferenzbeitrag
4
Collection of articles of several authors
3
Sammelwerk
3
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
195
Author
All
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
Wong, Hoi Ying
3
Ziveyi, Jonathan
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Bayer, Christian
2
Bessler, Wolfgang
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Coakley, Jerry
2
De Marco, Stefano
2
Ding, Rui
2
Drapeau, Samuel
2
Dunis, Christian
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
Grobys, Klaus
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
He, Xin-Jiang
2
Liu, Xiaoquan
2
Martini, Claude
2
McGee, Richard J.
2
Muguruza, Aitor
2
Olmo, Jose
2
Pirjol, Dan
2
Romagnoli, Silvia
2
Rosenbaum, Mathieu
2
Schoutens, Wim
2
Sit, Tony
2
Tudor, Sebastian F.
2
more ...
less ...
Published in...
All
Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
224
Journal of banking & finance
176
Finance research letters
130
Journal of financial economics
127
NBER working paper series
121
Working paper / National Bureau of Economic Research, Inc.
113
Mathematical finance : an international journal of mathematics, statistics and financial theory
111
Applied mathematical finance
99
Finance and stochastics
94
The journal of futures markets
90
Journal of economic dynamics & control
89
Research paper series / Swiss Finance Institute
87
Journal of empirical finance
85
NBER Working Paper
84
European journal of operational research : EJOR
76
International review of economics & finance : IREF
75
Management science : journal of the Institute for Operations Research and the Management Sciences
74
International review of financial analysis
73
Journal of econometrics
73
The North American journal of economics and finance : a journal of financial economics studies
73
The journal of computational finance
72
The review of financial studies
71
International journal of financial engineering
66
Economic modelling
64
Insurance / Mathematics & economics
64
Review of derivatives research
61
The journal of finance : the journal of the American Finance Association
60
Swiss Finance Institute Research Paper
56
Annals of finance
55
Applied economics
55
Journal of mathematical finance
50
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
49
Risks : open access journal
49
Energy economics
48
Computational economics
47
Review of quantitative finance and accounting
47
The journal of derivatives : the official publication of the International Association of Financial Engineers
46
Journal of risk and financial management : JRFM
45
more ...
less ...
Source
All
ECONIS (ZBW)
195
Showing
1
-
10
of
195
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
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
3
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:
4
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:
5
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
6
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:
7
Optimal characteristic portfolios
McGee, Richard J.
;
Olmo, Jose
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1853-1870
Persistent link: https://www.econbiz.de/10013367958
Saved in:
8
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:
9
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:
10
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:
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...
//-->