//--> //--> //--> //-->
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:"The journal of finance : the journal of the American Finance Association"
~subject:"Option pricing theory"
~subject:"Theory"
~type:"article"
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_exact:"Option pricing theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Theory
Optionspreistheorie
52
Theorie
38
USA
19
United States
19
Volatility
14
Volatilität
14
Estimation
10
Index futures
10
Index-Futures
10
Schätzung
10
CAPM
9
Derivat
6
Derivative
6
Yield curve
6
Zinsstruktur
6
Aktienoption
5
Risiko
5
Risk
5
Stochastic process
5
Stochastischer Prozess
5
Stock option
5
Capital income
4
Kapitaleinkommen
4
Option trading
4
Optionsgeschäft
4
Börsenkurs
3
Commodity derivative
3
Erwartungsbildung
3
Expectation formation
3
Interest rate
3
Interest rate derivative
3
Portfolio selection
3
Portfolio-Management
3
Risikoprämie
3
Risk premium
3
Rohstoffderivat
3
Share price
3
Swap
3
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
49
Aufsatz in Zeitschrift
49
Rezension
2
Bibliografie enthalten
1
Bibliography included
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
52
Author
All
Carr, Peter
4
Wu, Liuren
3
Aït-Sahalia, Yacine
2
Bakshi, Gurdip S.
2
Chen, Zhiwu
2
Collin-Dufresne, Pierre
2
Fleming, Jeff
2
Lo, Andrew W.
2
Longstaff, Francis A.
2
Schwartz, Eduardo S.
2
Xing, Yuhang
2
Ang, Andrew
1
Bergman, Yaacov Z.
1
Boenawan, Kiekie
1
Bollerslev, Tim
1
Brenner, Menachem
1
Britten-Jones, Mark
1
Bunch, David S.
1
Buraschi, Andrea
1
Bühler, Wolfgang
1
Cao, Charles Q.
1
Chance, Don M.
1
Cooper, Ilan
1
Coval, Joshua
1
Cvitanić, Jakša
1
Câmara, António
1
Duffie, Darrell
1
Dumas, Bernard
1
Eldor, Rafi
1
Elliott, Robert J.
1
Figlewski, Stephen
1
Gay, Gerald D.
1
Goldstein, Robert S.
1
Green, Richard C.
1
Green, Tracy Clifton
1
Grenadier, Steven R.
1
Grullon, Gustavo
1
Grundy, Bruce D.
1
Hauser, Shmuel
1
Heston, Steven L.
1
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
254
The journal of futures markets
252
The journal of computational finance
247
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
190
Review of derivatives research
169
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
131
Journal of economic dynamics & control
127
International journal of financial engineering
115
Journal of mathematical finance
107
Finance research letters
104
Computational economics
102
Risks : open access journal
93
The North American journal of economics and finance : a journal of financial economics studies
83
Journal of financial economics
79
Asia-Pacific financial markets
77
The European journal of finance
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
Energy economics
56
Review of quantitative finance and accounting
55
Annals of finance
50
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Economic modelling
48
International review of economics & finance : IREF
47
Decisions in economics and finance : DEF ; a journal of applied mathematics
46
Management science : journal of the Institute for Operations Research and the Management Sciences
45
Mathematics and financial economics
44
Applied economics
42
International review of financial analysis
42
Applied financial economics
39
Journal of empirical finance
39
more ...
less ...
Source
All
ECONIS (ZBW)
52
Showing
1
-
10
of
52
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
A theory of equivalent expectation measures for contingent claim returns
Nawalkha, Sanjay K.
;
Zhuo, Xiaoyang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
5
,
pp. 2853-2906
Persistent link: https://www.econbiz.de/10013396297
Saved in:
3
Advance refundings of municipal bonds
Ang, Andrew
;
Green, Richard C.
;
Longstaff, Francis A.
; …
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1645-1682
Persistent link: https://www.econbiz.de/10011738924
Saved in:
4
The price of political uncertainty : theory and evidence from the option market
Kelly, Bryan T.
;
Pástor, Ľuboš
;
Veronesi, Pietro
- In:
The journal of finance : the journal of the American …
71
(
2016
)
5
,
pp. 2417-2480
Persistent link: https://www.econbiz.de/10011562365
Saved in:
5
On the relative pricing of long-maturity index options and collateralized debt obligations
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Yang, Fan
- In:
The journal of finance : the journal of the American …
67
(
2012
)
6
,
pp. 1983-2014
Persistent link: https://www.econbiz.de/10009716214
Saved in:
6
Real options, volatility, and stock returns
Grullon, Gustavo
;
Lyandres, Evgeny
;
Zhdanov, Alexei
- In:
The journal of finance : the journal of the American …
67
(
2012
)
4
,
pp. 1499-1538
Persistent link: https://www.econbiz.de/10010219837
Saved in:
7
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
8
Asset pricing implications of nonconvex adjustment costs and irreversibility of investment
Cooper, Ilan
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 139-170
Persistent link: https://www.econbiz.de/10003302316
Saved in:
9
Model uncertainty and option markets with heterogeneous beliefs
Buraschi, Andrea
;
Jiltsov, Alexei
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2841-2897
Persistent link: https://www.econbiz.de/10003398507
Saved in:
10
Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->