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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:"Risikoprämie"
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Risikoprämie
Option trading
151
Optionsgeschäft
151
Option pricing theory
115
Optionspreistheorie
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
Risk premium
10
Bid-ask spread
9
CAPM
9
Geld-Brief-Spanne
9
Investitionsentscheidung
9
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English
10
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Wang, Xingchun
2
Bakshi, Gurdip S.
1
Broadie, Mark
1
Buraschi, Andrea
1
Chernov, Mikhail
1
Christoffersen, Peter F.
1
Driessen, Joost
1
Eraker, Bjørn
1
Hammoudeh, Shawkat
1
Jacobs, Kris
1
Johannes, Michael
1
Kapadia, Nikunj
1
Li, Bingxin
1
Li, Zelei
1
Maenhout, Pascal J.
1
McAleer, Michael
1
Rebonato, Riccardo
1
Trojani, Fabio
1
Vedolin, Andrea
1
Vilkov, Grigory
1
Zhang, Han
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
Journal of banking & finance
20
Journal of financial economics
10
The journal of futures markets
9
The review of financial studies
9
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Journal of financial markets
6
CREATES research paper
5
NBER working paper series
5
Research paper series / Swiss Finance Institute
5
International review of economics & finance : IREF
4
Journal of empirical finance
4
NBER Working Paper
4
Review of derivatives research
4
Working paper / National Bureau of Economic Research, Inc.
4
Applied economics letters
3
Discussion papers / CEPR
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial econometrics
3
Quantitative finance
3
Staff reports / Federal Reserve Bank of New York
3
Working papers / Bank for International Settlements
3
Applied economics
2
Asia-Pacific financial markets
2
CFS working paper series
2
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
2
European journal of operational research : EJOR
2
Finance research letters
2
Global COE Hi-Stat discussion paper series
2
Journal of economics & business
2
Journal of international financial markets, institutions & money
2
LSF research working paper series
2
Rotman School of Management working paper / University of Toronto Rotman School of Management
2
The journal of derivatives : JOD
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
AFA 2013 San Diego Meetings Paper
1
Annals of finance
1
Annals of financial economics
1
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1
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:
2
Valuing spread
options
with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
Saved in:
3
Dynamic jump intensities and risk premiums in crude oil futures and
options
markets
Christoffersen, Peter F.
;
Jacobs, Kris
;
Li, Bingxin
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 8-30
Persistent link: https://www.econbiz.de/10011687332
Saved in:
4
The market price of volatility risk and the dynamics of market and actuarial implied volatilities
Rebonato, Riccardo
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 21-51
Persistent link: https://www.econbiz.de/10011687425
Saved in:
5
When uncertainty blows in the orchard : comovement and equilibrium volatility risk premia
Buraschi, Andrea
;
Trojani, Fabio
;
Vedolin, Andrea
- In:
The journal of finance : the journal of the American …
69
(
2014
)
1
,
pp. 101-137
Persistent link: https://www.econbiz.de/10010372428
Saved in:
6
The price of correlation risk : evidence from equity
options
Driessen, Joost
;
Maenhout, Pascal J.
;
Vilkov, Grigory
- In:
The journal of finance : the journal of the American …
64
(
2009
)
3
,
pp. 1377-1406
Persistent link: https://www.econbiz.de/10003871954
Saved in:
7
Model specification and risk premia : evidence from futures
options
Broadie, Mark
;
Chernov, Mikhail
;
Johannes, Michael
- In:
The journal of finance : the journal of the American …
62
(
2007
)
3
,
pp. 1453-1490
Persistent link: https://www.econbiz.de/10003477372
Saved in:
8
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
Saved in:
9
Do stock prices and volatility jump? : Reconciling evidence from spot and option prices
Eraker, Bjørn
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1367-1403
Persistent link: https://www.econbiz.de/10002100152
Saved in:
10
Volatility risk premiums embedded in individual equity
options
: some new insights
Bakshi, Gurdip S.
;
Kapadia, Nikunj
- In:
The journal of derivatives : the official publication …
11
(
2003
)
1
,
pp. 45-54
Persistent link: https://www.econbiz.de/10001799002
Saved in:
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