//--> //--> //--> //-->
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:"Optionspreistheorie"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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:"Volatilität"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Volatility
324
Volatilität
324
Börsenkurs
115
Share price
115
ARCH model
101
ARCH-Modell
101
Stock market
99
Aktienmarkt
98
Estimation
96
Schätzung
96
Capital income
95
Kapitaleinkommen
95
Spillover effect
74
Spillover-Effekt
74
Welt
57
World
57
Forecasting model
54
Prognoseverfahren
54
Exchange rate
48
Wechselkurs
48
Risk
46
Theorie
45
Theory
45
Risiko
43
USA
42
United States
42
China
40
Option pricing theory
38
Oil price
32
Ölpreis
32
Risikomaß
31
Risk measure
31
Time series analysis
31
Zeitreihenanalyse
31
Portfolio selection
30
Portfolio-Management
30
Financial crisis
26
Finanzkrise
26
Stochastic process
26
more ...
less ...
Online availability
All
Undetermined
32
Type of publication
All
Article
38
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Language
All
English
38
Author
All
Labuschagne, Coenraad C. A.
3
Li, Shaoyu
2
Lin, Shih-kuei
2
Ma, Jingtang
2
McAleer, Michael
2
Wang, Xingchun
2
Bao, Ying
1
Bian, Zhicun
1
Bianconi, Marcelo
1
Boetticher, Sven T. von
1
Campani, Carlos Heitor
1
Chan, Tat Lung (Ron)
1
Chang, Chia-Chang
1
Chang, Chia-Lin
1
Chao, Wei-Hsiung
1
Chen, Carl R.
1
Chen, Dengsheng
1
Chen, Naiwei
1
Chen, Ting-Fu
1
Cheng, Hung-Wen
1
Chiu, Hsin-Yu
1
Chuang, Wen-i
1
Cummins, Mark
1
Deng, Dongya
1
Fan, Jiacheng
1
Feng, Yaqin
1
Gong, Xiaoli
1
Guo, Shuxin
1
Göncü, Ahmet
1
Hammoudeh, Shawkat
1
He, Xin-Jiang
1
He, Yong
1
Hong, Hui
1
Huang, Henry He
1
Huang, Hung-Hsi
1
Huang, Teng-ching
1
Itkin, Andrey
1
Jimenez-Martin, Juan-Angel
1
Jing, Bo
1
Karahan, Mehmet Oğuz
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
156
Quantitative finance
100
The journal of futures markets
77
Journal of banking & finance
74
Applied mathematical finance
72
The journal of computational finance
64
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
49
International journal of financial engineering
47
Finance research letters
43
European journal of operational research : EJOR
40
Finance and stochastics
40
Journal of econometrics
39
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Computational economics
35
Journal of economic dynamics & control
35
Journal of mathematical finance
35
Risks : open access journal
28
Research paper series / Swiss Finance Institute
27
Insurance / Mathematics & economics
26
Journal of financial economics
26
Review of quantitative finance and accounting
26
Annals of finance
24
International review of economics & finance : IREF
22
The European journal of finance
22
Applied economics
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Energy economics
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Journal of empirical finance
18
Journal of risk and financial management : JRFM
18
Asia-Pacific financial markets
16
Economic modelling
16
International review of financial analysis
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Journal of financial and quantitative analysis : JFQA
15
Asia-Pacific journal of financial studies
14
Discussion paper / Tinbergen Institute
14
Mathematics and financial economics
14
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
2
Robust optimal reinsurance-investment for αmaxmin mean-variance utility under Heston's SV model
Chen, Dengsheng
;
He, Yong
;
Li, Ziqiang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014484002
Saved in:
3
Psychological barriers and option pricing in a local volatility model
Li, Dan
;
Liu, Lixin
;
Xu, Guangli
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
Saved in:
4
Jump dynamics, spillover effect and option valuation
Pan, Zhiyuan
;
Shuai, Jiangyu
;
Liang, Zhilei
;
Sun, Xianchao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
Saved in:
5
Consistent pricing of VIX options with the Hawkes jump-diffusion model
Jing, Bo
;
Li, Shenghong
;
Ma, Yong
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821987
Saved in:
6
Valuation of options on the maximum of two prices with default risk under GARCH models
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012822187
Saved in:
7
A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model
Li, Shaoyu
;
Zhang, Yuanyuan
;
Zhu, Chunhui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013188207
Saved in:
8
Impact of volatility jumps in a mean-reverting model : derivative pricing and empirical evidence
Chiu, Hsin-Yu
;
Chen, Ting-Fu
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012656907
Saved in:
9
Valuing spread options with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
Saved in:
10
Generalized affine transform on pricing quanto range accrual note
Li, Shaoyu
;
Huang, Henry He
;
Zhang, Teng
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012665783
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->