//--> //--> //--> //-->
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:"Asia-Pacific financial markets"
~isPartOf:"Journal of empirical finance"
~isPartOf:"European journal of operational research : EJOR"
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:"Option"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
247
Optionspreistheorie
247
Volatility
89
Volatilität
89
Stochastic process
85
Stochastischer Prozess
85
Option trading
66
Optionsgeschäft
66
Theorie
56
Theory
56
Derivat
48
Derivative
48
Finance
41
Credit risk
40
Kreditrisiko
40
Credit derivative
32
Kreditderivat
32
Yield curve
32
Zinsstruktur
32
Black-Scholes model
31
Black-Scholes-Modell
31
Risikoprämie
27
Risk premium
27
Option pricing
25
Estimation
24
Real options analysis
24
Realoptionsansatz
24
Schätzung
24
Markov chain
21
Markov-Kette
21
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Portfolio selection
21
Portfolio-Management
21
CAPM
18
Hedging
17
Estimation theory
16
Forecasting model
16
Prognoseverfahren
16
Schätztheorie
16
more ...
less ...
Online availability
All
Undetermined
157
Free
1
Type of publication
All
Article
337
Type of publication (narrower categories)
All
Article in journal
336
Aufsatz in Zeitschrift
336
Language
All
English
337
Author
All
Takahashi, Akihiko
11
Cui, Zhenyu
5
Fusai, Gianluca
5
Chiarella, Carl
4
Fujita, Takahiko
4
Kirkby, J. Lars
4
Liu, Xiaoquan
4
Marazzina, Daniele
4
Muroi, Yoshifumi
4
Nguyen, Duy
4
Shiraya, Kenichiro
4
Date, Paresh
3
Fabozzi, Frank J.
3
Fanelli, Viviana
3
Fujii, Masaaki
3
Germano, Guido
3
Kariya, Takeaki
3
Kim, Yong-jin
3
Kwok, Yue-Kuen
3
Lukas, Elmar
3
Pflug, Georg
3
Shirakawa, Hiroshi
3
Stentoft, Lars
3
Takaoka, Koichiro
3
Wong, Hoi Ying
3
Yamada, Yuji
3
Ballestra, Luca Vincenzo
2
Ballotta, Laura
2
Cao, Yi
2
Chockalingam, Arun
2
Chourdakis, Kyriakos
2
Elliott, Robert J.
2
Han, Bing
2
He, Zhijian
2
Hishida, Yuji
2
Hui, Cho H.
2
Ishimura, Naoyuki
2
Islyaev, Suren
2
Jin, Xing
2
Kimura, Toshikazu
2
more ...
less ...
Published in...
All
Asia-Pacific financial markets
Journal of empirical finance
European journal of operational research : EJOR
International journal of theoretical and applied finance
554
The journal of futures markets
542
Journal of banking & finance
386
Mathematical finance : an international journal of mathematics, statistics and financial theory
298
The journal of derivatives : the official publication of the International Association of Financial Engineers
290
Applied mathematical finance
268
The journal of computational finance
267
Finance and stochastics
251
Review of derivatives research
213
Quantitative finance
208
Journal of financial economics
183
Finance research letters
173
Journal of economic dynamics & control
169
The review of financial studies
155
Insurance / Mathematics & economics
151
NBER working paper series
145
Working paper / National Bureau of Economic Research, Inc.
143
The journal of finance : the journal of the American Finance Association
133
Research paper series / Swiss Finance Institute
126
Journal of financial and quantitative analysis : JFQA
124
The North American journal of economics and finance : a journal of financial economics studies
122
International journal of financial engineering
121
International review of financial analysis
120
The European journal of finance
119
Journal of mathematical finance
117
Computational economics
116
Review of quantitative finance and accounting
111
International review of economics & finance : IREF
108
Risks : open access journal
108
The journal of fixed income
108
NBER Working Paper
105
MPRA Paper
104
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Applied economics
84
Journal of econometrics
84
Applied financial economics
82
Energy economics
80
more ...
less ...
Source
All
ECONIS (ZBW)
337
Showing
1
-
10
of
337
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
2
Price convergence between credit default swap and put
option
: new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Saved in:
3
Option
gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
4
Option
price implied information and REIT returns
Cao, Jie
;
Han, Bing
;
Song, Linjia
;
Zhan, Xintong
- In:
Journal of empirical finance
71
(
2023
),
pp. 13-28
Persistent link: https://www.econbiz.de/10014292350
Saved in:
5
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
6
To expand and to abandon : real options under asset variance risk premium
Alibeiki, Hedayat
;
Lotfaliei, Babak
- In:
European journal of operational research : EJOR
300
(
2022
)
2
,
pp. 771-787
Persistent link: https://www.econbiz.de/10013207304
Saved in:
7
Consumption risks in
option
returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
8
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
9
Moving average options : machine learning and Gauss-Hermite quadrature for a double non-Markovian problem
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 958-974
Persistent link: https://www.econbiz.de/10013364051
Saved in:
10
The complete Gaussian kernel in the multi-factor Heston model :
option
pricing and implied volatility applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->