//--> //--> //--> //-->
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:"Volatilität"
~isPartOf:"Journal of economic dynamics & control"
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:"PRICING"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
218
Theory
218
CAPM
172
Option pricing theory
130
Optionspreistheorie
130
Portfolio selection
52
Portfolio-Management
52
Stochastic process
49
Stochastischer Prozess
49
Volatility
48
Preismanagement
39
Pricing strategy
39
Option trading
38
Optionsgeschäft
38
Risikoprämie
37
Risk premium
37
Börsenkurs
32
Share price
32
Capital income
31
Kapitaleinkommen
31
Asset pricing
25
Derivat
25
Derivative
25
Hedging
22
Estimation
21
Financial economics
21
Kapitalmarkttheorie
21
Schätzung
21
Erwartungsbildung
18
Expectation formation
18
Learning process
17
Lernprozess
17
Preisrigidität
17
Price stickiness
17
Rational expectations
17
Rationale Erwartung
17
Anlageverhalten
16
Behavioural finance
16
Risiko
16
more ...
less ...
Online availability
All
Undetermined
26
Type of publication
All
Article
48
Type of publication (narrower categories)
All
Article in journal
48
Aufsatz in Zeitschrift
48
Language
All
English
48
Author
All
Branger, Nicole
3
Chang, Chien-hung
3
Leippold, Markus
3
Lin, Yueh-neng
3
Cai, Ning
2
Cheng, Jun
2
Cui, Zhenyu
2
Ibraimi, Meriton
2
Kim, Bara
2
Kim, Jerim
2
Li, Chenxu
2
Wan, Xiangwei
2
Yang, Nian
2
Zhang, Jin E.
2
Aihara, ShinIchi
1
Badescu, Alexandru
1
Bagchi, Arunabha
1
Bernales, Alejandro
1
Bianchi, Daniele
1
Bidarkota, Prasad V.
1
Bo, Lijun
1
Bu, Di
1
Chauveau, Thierry
1
Chen, Louisa
1
Chen, Nan
1
Chen, Zheng
1
Chiarella, Carl
1
Choi, Jaehyuk
1
Da Foncesca, José
1
Dai, Min
1
Das, Sanjiv R.
1
De Groot, Oliver
1
Duan, Jin-Chuan
1
Dupoyet, Brice V.
1
Elliott, Robert J.
1
Fabozzi, Frank J.
1
Fan, Minyou
1
Frazier, David T.
1
Georges, Christophre
1
Gnoatto, Alessandro
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
International journal of theoretical and applied finance
175
Journal of banking & finance
112
Quantitative finance
106
The journal of futures markets
84
Applied mathematical finance
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Finance research letters
71
Journal of financial economics
71
Journal of econometrics
65
The journal of computational finance
65
Review of derivatives research
55
The North American journal of economics and finance : a journal of financial economics studies
53
Working paper / National Bureau of Economic Research, Inc.
49
International journal of financial engineering
48
NBER working paper series
48
Finance and stochastics
47
International review of economics & finance : IREF
46
Research paper series / Swiss Finance Institute
46
European journal of operational research : EJOR
45
Energy economics
44
Journal of empirical finance
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
NBER Working Paper
39
Computational economics
38
International review of financial analysis
38
Journal of mathematical finance
37
Economic modelling
36
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Annals of finance
32
The European journal of finance
32
Applied economics
30
Review of quantitative finance and accounting
30
Swiss Finance Institute Research Paper
30
The journal of finance : the journal of the American Finance Association
29
The review of financial studies
29
Risks : open access journal
28
Insurance / Mathematics & economics
27
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
24
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Approximate arbitrage-free option
pricing
under the SABR model
Yang, Nian
;
Chen, Nan
;
Liu, Yanchu
;
Wan, Xiangwei
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 198-214
Persistent link: https://www.econbiz.de/10011915586
Saved in:
2
Adaptive expectations and commodity risk premiums
Bianchi, Daniele
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666934
Saved in:
3
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
4
Market stability with machine learning agents
Georges, Christophre
;
Pereira, Javier
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012666119
Saved in:
5
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
6
Level and slope of volatility smiles in long-run risk models
Branger, Nicole
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 95-122
Persistent link: https://www.econbiz.de/10011973857
Saved in:
7
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
8
Short-run risk, business cycle, and the value premium
He, Yunhao
;
Leippold, Markus
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
Saved in:
9
Stochastic volatility implies fourth-degree risk dominance : applications to asset
pricing
Gollier, Christian
- In:
Journal of economic dynamics & control
95
(
2018
),
pp. 155-171
Persistent link: https://www.econbiz.de/10012004921
Saved in:
10
A new approach to risk-return trade-off dynamics via decomposition
Frazier, David T.
;
Liu, Xiaochun
- In:
Journal of economic dynamics & control
62
(
2016
),
pp. 43-55
Persistent link: https://www.econbiz.de/10011708149
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->