//--> //--> //--> //-->
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
~subject:"CAPM"
~subject:"Estimation"
~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
| 3 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Estimation
Option pricing theory
7,843
Optionspreistheorie
7,837
Volatility
2,171
Volatilität
2,171
Stochastic process
1,968
Stochastischer Prozess
1,968
Theorie
1,942
Theory
1,942
Option trading
1,705
Optionsgeschäft
1,705
Derivat
1,277
Derivative
1,277
Hedging
677
Black-Scholes model
644
Black-Scholes-Modell
644
Portfolio selection
556
Portfolio-Management
556
Yield curve
506
Zinsstruktur
506
USA
476
United States
475
Schätzung
453
Monte Carlo simulation
436
Monte-Carlo-Simulation
436
Real options analysis
385
Realoptionsansatz
385
Risk
379
Risiko
376
Credit risk
350
Kreditrisiko
350
Statistical distribution
343
Statistische Verteilung
343
Option pricing
265
Capital income
264
Kapitaleinkommen
264
Experiment
261
Börsenkurs
256
Share price
256
more ...
less ...
Online availability
All
Undetermined
342
Free
71
Type of publication
All
Article
Book / Working Paper
842
Journal
10
Type of publication (narrower categories)
All
Article in journal
860
Aufsatz in Zeitschrift
860
Aufsatz im Buch
49
Book section
49
Conference paper
4
Konferenzbeitrag
4
Festschrift
2
Rezension
2
Systematic review
2
Übersichtsarbeit
2
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Mehrbändiges Werk
1
Multi-volume publication
1
Sammelwerk
1
more ...
less ...
Language
All
English
904
German
11
Spanish
2
French
1
Author
All
Madan, Dilip B.
11
Escobar, Marcos
9
Todorov, Viktor
8
Zhang, Jin E.
8
Fabozzi, Frank J.
6
Härdle, Wolfgang
6
Macrina, Andrea
6
Badescu, Alexandru
5
Bakshi, Gurdip S.
5
Bellalah, Mondher
5
Carr, Peter
5
Elliott, Robert J.
5
Engle, Robert F.
5
Jeanblanc, Monique
5
Ruan, Xinfeng
5
Bayraktar, Erhan
4
Crosby, John
4
Heston, Steven L.
4
Hughston, Lane P.
4
Jackwerth, Jens Carsten
4
Jarrow, Robert A.
4
Lee, Cheng F.
4
Lin, Shih-kuei
4
Rebonato, Riccardo
4
Rosenberg, Joshua V.
4
Stentoft, Lars
4
Zagst, Rudi
4
Agrawal, Puja
3
Bielecki, Tomasz R.
3
Bollerslev, Tim
3
Brody, Dorje C.
3
Bühler, Wolfgang
3
Cao, Charles Q.
3
Christoffersen, Peter F.
3
Chuang, Ming-Che
3
Duffie, Darrell
3
Dumas, Bernard
3
Fleming, Jeff
3
Fusari, Nicola
3
Geman, Hélyette
3
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
39
The journal of futures markets
39
Journal of banking & finance
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
21
Finance and stochastics
20
Journal of econometrics
20
Quantitative finance
19
Journal of financial economics
18
The journal of finance : the journal of the American Finance Association
18
Applied mathematical finance
17
Finance research letters
17
Journal of mathematical finance
17
Review of derivatives research
17
Journal of economic dynamics & control
16
Journal of empirical finance
14
The European journal of finance
14
International journal of financial engineering
13
Review of quantitative finance and accounting
13
Annals of finance
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Risks : open access journal
10
The journal of computational finance
10
Asia-Pacific financial markets
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of risk and financial management : JRFM
9
Applied economics
8
International review of financial analysis
8
Mathematics and financial economics
8
European journal of operational research : EJOR
7
International review of economics & finance : IREF
7
Journal of financial and quantitative analysis : JFQA
7
The journal of real estate finance and economics
7
The review of financial studies
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Economics letters
6
Insurance / Mathematics & economics
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Applied financial economics
5
Journal of financial econometrics
5
more ...
less ...
Source
All
ECONIS (ZBW)
918
Showing
61
-
70
of
918
Sort
Relevance
Date (newest first)
Date (oldest first)
61
Contingent claims analysis in corporate finance
Crouhy, Michel
;
Galai, Dan
;
Wiener, Zvi
- In:
Options - 45 years since the publication of the …
,
(pp. 495-520)
.
2023
Persistent link: https://www.econbiz.de/10014366691
Saved in:
62
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
63
Equity premium prediction : the role of information from the options market
Alexandridis, Antonios K.
;
Apergis, Iraklis
;
Panopulu, …
- In:
Journal of financial markets
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014466117
Saved in:
64
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
65
The valuation of corporations : a derivative pricing perspective
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
19
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014253867
Saved in:
66
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
67
Stock valuation during the COVID-19 pandemic : an explanation using option-based discount rates
Berkman, Henk
;
Malloch, Hamish
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248234
Saved in:
68
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
69
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:
70
Why does volatility uncertainty predict equity option returns?
Cao, Jie
;
Vasquez, Aurelio
;
Xiao, Xiao
;
Zhan, Xintong
- In:
The Quarterly Journal of Finance : QJF
13
(
2023
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10014305078
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->