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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Option trading
151
Optionsgeschäft
151
Option pricing theory
115
Theorie
67
Theory
67
Aktienoption
58
Stock option
58
USA
56
United States
56
Volatility
56
Volatilität
56
Derivat
28
Derivative
28
Black-Scholes model
25
Black-Scholes-Modell
25
Börsenkurs
25
Share price
25
Hedging
24
Stochastic process
23
Stochastischer Prozess
23
Estimation
17
Schätzung
17
Real options analysis
15
Realoptionsansatz
15
Portfolio selection
14
Portfolio-Management
14
Führungskräfte
13
Managers
13
Capital income
11
Credit risk
11
Kapitaleinkommen
11
Kreditrisiko
11
Risikoprämie
10
Risk premium
10
Bid-ask spread
9
CAPM
9
Geld-Brief-Spanne
9
Investitionsentscheidung
9
Investment decision
9
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Undetermined
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Article
115
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Article in journal
114
Aufsatz in Zeitschrift
114
Rezension
1
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English
115
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Lee, Hangsuck
6
Wang, Xingchun
6
Kim, Geonwoo
4
Ko, Bangwon
4
Chen, Son-nan
3
Jeon, Junkee
3
Wu, Ting-pin
3
Chang, Jui-jane
2
Figlewski, Stephen
2
Labuschagne, Coenraad C. A.
2
Lee, Minha
2
Li, Zhe
2
McAleer, Michael
2
Nunes, Joaõ Pedro Vidal
2
Orosi, Greg
2
Song, Seongjoo
2
Uhrig-Homburg, Marliese
2
Weide, Hans van der
2
Ahn, Dong-Hyun
1
Ahn, Soohan
1
Akuzawa, Toshinao
1
Albrecher, Hansjörg
1
Bajaj, Mukesh
1
Bajo, Emanuele
1
Bao, Ying
1
Barbi, Massimiliano
1
Barone, Gaia
1
Barone-Adesi, Giovanni
1
Battauz, Anna
1
Beliaeva, Natalia A.
1
Ben Hamad, Salah
1
Berkovich, Efraim
1
Bianconi, Marcelo
1
Borovkova, S. A.
1
Borovkova, Svetlana
1
Broadie, Mark
1
Brown, Gregory
1
Bunch, David S.
1
Cai, Jie
1
Campani, Carlos Heitor
1
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The North American journal of economics and finance : a journal of financial economics studies
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
119
The journal of futures markets
91
The journal of computational finance
74
Review of derivatives research
69
Quantitative finance
68
Journal of banking & finance
66
Applied mathematical finance
63
Mathematical finance : an international journal of mathematics, statistics and financial theory
54
European journal of operational research : EJOR
51
Finance research letters
49
Journal of economic dynamics & control
48
International journal of financial engineering
43
Journal of mathematical finance
41
Finance and stochastics
36
Journal of financial economics
34
Computational economics
33
Research paper series / Swiss Finance Institute
32
The European journal of finance
32
Economic modelling
26
International review of economics & finance : IREF
26
Review of quantitative finance and accounting
26
Risks : open access journal
26
Energy economics
25
Insurance / Mathematics & economics
22
Journal of risk and financial management : JRFM
22
Asia-Pacific financial markets
21
Applied economics
20
The journal of derivatives : JOD
20
Applied economics letters
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Swiss Finance Institute Research Paper
18
International review of financial analysis
16
Journal of financial markets
15
NBER working paper series
15
Annals of finance
14
Discussion paper / Tinbergen Institute
14
The journal of corporate finance : contracting, governance and organization
14
Decisions in economics and finance : DEF ; a journal of applied mathematics
13
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ECONIS (ZBW)
115
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1
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
2
The values and incentive effects of
options
on the maximum or the minimum of the stock prices and market index
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012667343
Saved in:
3
Jump dynamics, spillover effect and option valuation
Pan, Zhiyuan
;
Shuai, Jiangyu
;
Liang, Zhilei
;
Sun, Xianchao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
Saved in:
4
Pricing basket spread
options
with default risk under Heston-Nandi GARCH models
Wang, Xingchun
;
Zhang, Han
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413519
Saved in:
5
On the exercise of American quanto
options
Battauz, Anna
;
De Donno, Marzia
;
Sbuelz, Alessandro
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538939
Saved in:
6
Pricing vulnerable
options
with stochastic liquidity risk
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013449096
Saved in:
7
Min-max multi-step barrier
options
and their variants
Lee, Hangsuck
;
Lee, Gaeun
;
Song, Seongjoo
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014484160
Saved in:
8
Psychological barriers and option pricing in a local volatility model
Li, Dan
;
Liu, Lixin
;
Xu, Guangli
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
Saved in:
9
Valuation of callable accreting interest rate swaps : least squares Monte-Carlo method under Hull-White interest rate model
Tang, Kin Boon
;
Zheng, Wen-Jie
;
Lin, Chao-Yang
;
Lin, …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012821303
Saved in:
10
Consistent pricing of VIX
options
with the Hawkes jump-diffusion model
Jing, Bo
;
Li, Shenghong
;
Ma, Yong
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821987
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