//--> //--> //-->
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:"Volatility"
~isPartOf:"Journal of financial economics"
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:"Black-Scholes-Modell"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Black-Scholes model
6
Black-Scholes-Modell
6
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
4
Stochastischer Prozess
4
Option trading
3
Optionsgeschäft
3
Volatilität
3
Derivat
2
Derivative
2
Estimation
2
Schätzung
2
Theorie
2
Theory
2
USA
2
United States
2
1992-1996
1
Anlageverhalten
1
Behavioural finance
1
Börsentermingeschäft
1
CAPM
1
Capital income
1
Capital structure
1
Derivatives
1
Experiment
1
Hedging
1
High-frequency
1
Interest rate
1
Kapitaleinkommen
1
Kapitalstruktur
1
Leverage
1
Option pricing
1
Options
1
Portfolio selection
1
Portfolio-Management
1
Realized volatility
1
Stochastic volatility
1
Yield curve
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Corsi, Fulvio
1
Fusari, Nicola
1
Geske, Robert Leonard
1
La Vecchia, Davide
1
Medvedev, Alexey
1
Scaillet, Olivier
1
Subrahmanyam, Avanidhar
1
Zhou, Yi
1
more ...
less ...
Published in...
All
Journal of financial economics
International journal of theoretical and applied finance
38
Applied mathematical finance
16
The journal of computational finance
15
International journal of financial engineering
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Quantitative finance
11
Review of derivatives research
11
Journal of banking & finance
10
The journal of futures markets
10
Asia-Pacific financial markets
9
Computational economics
7
Finance and stochastics
6
Journal of mathematical finance
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Finance research letters
5
Journal of econometrics
5
The European journal of finance
5
Applied economics
4
Applied financial economics
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Research paper series / Swiss Finance Institute
4
Review of quantitative finance and accounting
4
The North American journal of economics and finance : a journal of financial economics studies
4
Finanzmarkt und Portfolio-Management
3
International journal of theoretical and applied finance : IJTAF
3
International review of financial analysis
3
Journal of derivatives & hedge funds
3
Journal of economic dynamics & control
3
Journal of emerging market finance
3
Journal of empirical finance
3
Journal of risk and financial management : JRFM
3
Mathematics and financial economics
3
Risk and decision analysis
3
Risks : open access journal
3
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc.
3
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Capital structure effects on the prices of equity call options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
2
Realizing smiles : options pricing with relized volatility
Corsi, Fulvio
;
Fusari, Nicola
;
La Vecchia, Davide
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
Saved in:
3
Pricing American options under stochastic volatility and stochastic interest rates
Medvedev, Alexey
;
Scaillet, Olivier
- In:
Journal of financial economics
98
(
2010
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10008702738
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->