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isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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Option pricing theory
35
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
Finance research letters
116
International journal of financial engineering
116
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
96
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
The journal of finance : the journal of the American Finance Association
55
SFB 649 discussion paper
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
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1
Variation in option implied volatility spread and future stock returns
DeLisle, R. Jared
;
Diavatopoulos, Dean
;
Fodor, Andy
; …
- In:
The quarterly review of economics and finance : journal …
83
(
2022
),
pp. 152-160
Persistent link: https://www.econbiz.de/10013258547
Saved in:
2
Barrier option pricing under a Markov Regime switching diffusion model
Zhang, Xiaoyuan
;
Zhang, Tianqi
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 273-280
Persistent link: https://www.econbiz.de/10014249123
Saved in:
3
Cojump risks and their impacts on option pricing
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 399-410
Persistent link: https://www.econbiz.de/10012655076
Saved in:
4
Option valuations and asset demands and supplies
Lu, Jin-Ray
;
Yang, Ya-Huei
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 49-64
Persistent link: https://www.econbiz.de/10012655186
Saved in:
5
Implied volatility of structured warrants : emerging market evidence
Najmi Ismail Murad Samsudin
;
Azhar Mohamad
;
Imtiaz …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 464-479
Persistent link: https://www.econbiz.de/10012655531
Saved in:
6
Identifying the fair value of Sharpe ratio by an option valuation approach
Lu, Jin-Ray
;
Li, Xiu-Yan
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 63-70
Persistent link: https://www.econbiz.de/10013258249
Saved in:
7
No country for old distributions? : on the comparison of implied option parameters between the Brownian motion and variance gamma process
Ulze, Markus
;
Stadler, Johannes
;
Rathgeber, Andreas W.
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 163-184
Persistent link: https://www.econbiz.de/10013258472
Saved in:
8
Do Bitcoin and other cryptocurrencies jump together?
Bouri, Elie
;
Roubaud, David
;
Shahzad, Syed Jawad Hussain
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 396-409
Persistent link: https://www.econbiz.de/10012417804
Saved in:
9
Testing the alternative two-state options pricing models : An empirical analysis on TXO
Su, Ender
;
Wong, Kai Wen
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 101-116
Persistent link: https://www.econbiz.de/10012176286
Saved in:
10
The effect of executive stock option delta and vega on the spin-off decision
Mazur, Mieszko
;
Salganik-Shoshan, Galla
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 132-144
Persistent link: https://www.econbiz.de/10012176306
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11
A generalized Brennan-Rubinstein approach for valuing options with stochastic interest rates
Chang, Chuang-chang
;
Tsay, Min-Hung
;
Lin, Jun-Biao
- In:
The quarterly review of economics and finance : journal …
67
(
2018
),
pp. 92-99
Persistent link: https://www.econbiz.de/10012034430
Saved in:
12
Do firms get what they pay for? : a second thought on over-allotment option in IPOs
Bajo, Emanuele
;
Barbi, Massimiliano
;
Petrella, Giovanni
- In:
The quarterly review of economics and finance : journal …
63
(
2017
),
pp. 219-232
Persistent link: https://www.econbiz.de/10011792027
Saved in:
13
Stock options : from backdating to spring loading
Bianchi, Giuliano
- In:
The quarterly review of economics and finance : journal …
59
(
2016
),
pp. 215-221
Persistent link: https://www.econbiz.de/10011627286
Saved in:
14
Can a path-dependent strategy outperform a path-independent strategy?
Lee, Huai-I
;
Hsieh, Tsung-Yu
;
Kuo, Wen-Hsiu
;
Hsu, Hsinan
- In:
The quarterly review of economics and finance : journal …
58
(
2015
),
pp. 119-127
Persistent link: https://www.econbiz.de/10011574209
Saved in:
15
Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs
Makropoulou, Vasiliki
;
Dotsis, George
;
Markellos, …
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
4
,
pp. 417-428
Persistent link: https://www.econbiz.de/10010374761
Saved in:
16
Valuing the option to purchase an asset at a proportional discount : a correction
Navas, Javier F.
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
2
,
pp. 720-724
Persistent link: https://www.econbiz.de/10003852656
Saved in:
17
Investigating the effectiveness of convertible bonds in reducing agency costs : a Monte-Carlo approach
Siddiqi, Mazhar A.
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
4
,
pp. 1360-1370
Persistent link: https://www.econbiz.de/10003903789
Saved in:
18
Model risk and option hedging
Giannetti, Antoine
;
Clark, John M.
;
Anderson, Randy I.
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
5
,
pp. 659-677
Persistent link: https://www.econbiz.de/10002468179
Saved in:
19
Evidence of irreversibility in the UK property market
Sing, Tien-foo
;
Patel, Kanak
- In:
The quarterly review of economics and finance : journal …
41
(
2001
)
3
,
pp. 313-334
Persistent link: https://www.econbiz.de/10001602989
Saved in:
20
Challenges to the practical implementation of modeling and valuing real options
Lander, Diane M.
;
Pinches, George E.
- In:
The quarterly review of economics and finance : journal …
38
(
1998
)
Special issue
,
pp. 537-567
Persistent link: https://www.econbiz.de/10001473022
Saved in:
21
Options in mutually exclusive projects of unequal lives
Brown, Christine
;
Davis, Kevin T.
- In:
The quarterly review of economics and finance : journal …
38
(
1998
)
Special issue
,
pp. 569-577
Persistent link: https://www.econbiz.de/10001473105
Saved in:
22
Comparing mean reverting versus pure diffusion interest rate processes in valuing postponement options
Spahr, Ronald W.
;
Schwebach, Robert G.
- In:
The quarterly review of economics and finance : journal …
38
(
1998
)
Special issue
,
pp. 579-598
Persistent link: https://www.econbiz.de/10001473113
Saved in:
23
Interest rates, inflation and the value of growth options
Hevert, Kathleen T.
;
McLaughlin, Robyn
;
Taggart, Robert …
- In:
The quarterly review of economics and finance : journal …
38
(
1998
)
Special issue
,
pp. 599-613
Persistent link: https://www.econbiz.de/10001473114
Saved in:
24
Valuation of internal growth opportunities : the case of a biotechnology company
Ottoo, Richard E.
- In:
The quarterly review of economics and finance : journal …
38
(
1998
)
Special issue
,
pp. 615-633
Persistent link: https://www.econbiz.de/10001473117
Saved in:
25
Investment in innovations and competition : an option pricing approach
Reiß, Ariane
- In:
The quarterly review of economics and finance : journal …
38
(
1998
)
Special issue
,
pp. 635-650
Persistent link: https://www.econbiz.de/10001473120
Saved in:
26
Valuing flexible manufacturing facilities as options
Chen, Andrew H.
;
Kensinger, John W.
;
Conover, James A.
- In:
The quarterly review of economics and finance : journal …
38
(
1998
)
Special issue
,
pp. 651-674
Persistent link: https://www.econbiz.de/10001473122
Saved in:
27
Multi-stage real options : the cases of information technology infrastructure and international bank expansion
Panayi, Sylvia
;
Trigeorgis, Lenos
- In:
The quarterly review of economics and finance : journal …
38
(
1998
)
Special issue
,
pp. 675-692
Persistent link: https://www.econbiz.de/10001473126
Saved in:
28
A binominal lattice approach for valuing a mining property IPO
Kelly, Simone
- In:
The quarterly review of economics and finance : journal …
38
(
1998
)
Special issue
,
pp. 693-709
Persistent link: https://www.econbiz.de/10001473128
Saved in:
29
Valuation of interacting real options in a tollroad infrastructure project
Rose, Simon
- In:
The quarterly review of economics and finance : journal …
38
(
1998
)
Special issue
,
pp. 711-723
Persistent link: https://www.econbiz.de/10001473131
Saved in:
30
Estimating volatility and dividend yield when valuing real options to invest or abandan
Davis, Graham A.
- In:
The quarterly review of economics and finance : journal …
38
(
1998
)
Special issue
,
pp. 725-754
Persistent link: https://www.econbiz.de/10001473133
Saved in:
31
Optimal timing of a mine expansion : implementing a real optaions model
Cortazar, Gonzalo
;
Casassus, Jaime
- In:
The quarterly review of economics and finance : journal …
38
(
1998
)
Special issue
,
pp. 755-769
Persistent link: https://www.econbiz.de/10001473135
Saved in:
32
The valuation of a firm advertising optimally
Epstein, D.
(
contributor
)
- In:
The quarterly review of economics and finance : journal …
38
(
1998
)
2
,
pp. 149-166
Persistent link: https://www.econbiz.de/10001247022
Saved in:
33
Real options: developments and applications
Pinches, George E.
(
ed.
)
-
1998
Persistent link: https://www.econbiz.de/10001387049
Saved in:
34
Volatility estimation for stock index options : a GARCH approach
Chu, Shin-herng
- In:
The quarterly review of economics and finance : journal …
36
(
1996
)
4
,
pp. 431-450
Persistent link: https://www.econbiz.de/10001214235
Saved in:
35
The pricing of risky corporate debt to be issued at par value
Lowenthal, Franklin
- In:
The quarterly review of economics and finance : journal …
35
(
1995
)
1
,
pp. 89-96
Persistent link: https://www.econbiz.de/10001178496
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