//--> //--> //-->
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
~person:"Aït-Sahalia, Yacine"
~person:"Lee, Cheng F."
~subject:"CAPM"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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:"Termingeschäft"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Estimation
Derivat
10
Derivative
10
Theorie
4
Theory
4
Option pricing theory
3
Optionspreistheorie
3
Hedging
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
1973-1995
1
1993
1
Aktie
1
Aktienoption
1
Binomial option pricing model
1
Black-Scholes model
1
Black-Scholes option pricing model
1
Black-Scholes-Modell
1
Börsenkurs
1
Closed-form expansion
1
Estimation theory
1
Financial economics
1
Futures
1
Implied volatility surface
1
Jumps
1
Kapitalmarkttheorie
1
Lognormal distribution method
1
Market risk
1
Marktrisiko
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Model selection
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
5
Arbeitspapier
2
Working Paper
2
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
more ...
less ...
Language
All
English
5
Author
All
Aït-Sahalia, Yacine
Lee, Cheng F.
Lien, Da-hsiang Donald
7
Boyle, Phelim P.
6
Gouriéroux, Christian
5
Hull, John
5
Jarrow, Robert A.
5
Miffre, Joëlle
5
Tse, Yiu Kuen
5
Barone-Adesi, Giovanni
4
Escobar, Marcos
4
Madan, Dilip B.
4
White, Alan
4
Boudoukh, Jacob
3
Carr, Peter
3
Chen, Ren-Raw
3
Debasish, Sathya Swaroop
3
Floros, Christos
3
Gagliardini, Patrick
3
Haugom, Erik
3
Kim, In-joon
3
Levy, Haim
3
Lioui, Abraham
3
Longstaff, Francis A.
3
López Herrera, Francisco
3
Poncet, Patrice
3
Richardson, Matthew
3
Runggaldier, Wolfgang J.
3
Santillán Salgado, Roberto Joaquín
3
Turnbull, Stuart M.
3
Wang, George H. K.
3
Wang, Yudong
3
Whaley, Robert E.
3
Whitelaw, Robert F.
3
Ap Gwilym, Owain
2
Arakelyan, Armen
2
Badescu, Alexandru
2
Bakshi, Gurdip S.
2
Balbás de la Corte, Alejandro
2
Bartram, Söhnke M.
2
more ...
less ...
Published in...
All
Review of quantitative finance and accounting
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
The journal of finance : the journal of the American Finance Association
1
The journal of futures markets
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
- In:
Review of quantitative finance and accounting
47
(
2016
)
2
,
pp. 417-451
Persistent link: https://www.econbiz.de/10011595634
Saved in:
2
An empirical analysis of the relationship between the hedge ratio and hedging horizon : a simultaneous estimation of the short- and long-run hedge ratios
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The journal of futures markets
24
(
2004
)
4
,
pp. 359-386
Persistent link: https://www.econbiz.de/10002005377
Saved in:
3
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
4
Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 527-560
Persistent link: https://www.econbiz.de/10001199899
Saved in:
5
Binomial option pricing with stochastic parameters : a beta distribution approach
Lee, Jack C.
- In:
Review of quantitative finance and accounting
1
(
1991
)
4
,
pp. 435-448
Persistent link: https://www.econbiz.de/10001120877
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->