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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Prognoseverfahren
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
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Monte-Carlo-Simulation
30
Option pricing
30
Risiko
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Risk
30
Stochastic volatility
26
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26
Zinsstruktur
26
Forecasting model
24
Aktienmarkt
19
Markov chain
19
Markov-Kette
19
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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
Bayer, Christian
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Coakley, Jerry
2
De Marco, Stefano
2
Dunis, Christian
2
Friz, Peter K.
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
Tudor, Sebastian F.
2
Yamazaki, Akira
2
Yang, Nian
2
Zhu, Song-Ping
2
Ziveyi, Jonathan
2
AbaOud, Mohammed A.
1
Abergel, Frédéric
1
Abi Jaber, Eduardo
1
Agapova, Anna
1
Agarwal, Ankush
1
Ahlip, Rehez
1
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Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
181
Journal of banking & finance
141
Journal of financial economics
99
Finance research letters
90
The journal of futures markets
86
Applied mathematical finance
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of econometrics
69
The journal of computational finance
65
Journal of empirical finance
63
The North American journal of economics and finance : a journal of financial economics studies
62
NBER working paper series
57
Research paper series / Swiss Finance Institute
56
Review of derivatives research
56
Working paper / National Bureau of Economic Research, Inc.
56
Journal of economic dynamics & control
55
Energy economics
54
International journal of financial engineering
52
International review of economics & finance : IREF
51
Management science : journal of the Institute for Operations Research and the Management Sciences
50
European journal of operational research : EJOR
49
Finance and stochastics
47
International review of financial analysis
46
Computational economics
43
NBER Working Paper
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
43
Economic modelling
40
Journal of mathematical finance
39
Swiss Finance Institute Research Paper
38
The review of financial studies
37
Applied economics
36
Review of quantitative finance and accounting
35
Annals of finance
32
Risks : open access journal
32
The journal of finance : the journal of the American Finance Association
32
Discussion paper / Centre for Economic Policy Research
31
Insurance / Mathematics & economics
30
Journal of financial markets
29
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ECONIS (ZBW)
153
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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
Technical analysis as a sentiment barometer and the cross-section of stock returns
Ding, Wenjie
;
Mazouz, Khelifa
;
Ap Gwilym, Owain
;
Wang, …
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1617-1636
Persistent link: https://www.econbiz.de/10014419182
Saved in:
4
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
5
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:
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
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:
8
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:
9
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:
10
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
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