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  • Search: subject_exact:"Option pricing theory"
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Year of publication
Subject
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Optionspreistheorie 15,610 Option pricing theory 15,397 Volatilität 4,188 Volatility 4,175 Optionsgeschäft 4,104 Option trading 4,095 Stochastischer Prozess 3,772 Stochastic process 3,765 Theorie 3,337 Theory 3,336 Derivat 2,920 Derivative 2,920 Black-Scholes-Modell 1,366 Hedging 1,353 CAPM 1,338 Black-Scholes model 1,332 Portfolio selection 1,279 Portfolio-Management 1,279 Zinsstruktur 1,084 Yield curve 1,078 Estimation 907 Risk 906 Risiko 904 Schätzung 904 Börsenkurs 788 Share price 784 Kreditrisiko 738 Credit risk 731 Monte-Carlo-Simulation 723 Monte Carlo simulation 719 Real options analysis 690 Realoptionsansatz 690 USA 640 United States 632 Statistical distribution 590 Statistische Verteilung 590 Capital income 579 Kapitaleinkommen 579 Index-Futures 577 Index futures 574
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Online availability
All
Free 4,942 Undetermined 3,410 CC license 217
Type of publication
All
Article 8,737 Book / Working Paper 6,874 Journal 15
Type of publication (narrower categories)
All
Article in journal 8,015 Aufsatz in Zeitschrift 8,015 Graue Literatur 1,823 Non-commercial literature 1,823 Working Paper 1,639 Arbeitspapier 1,638 Aufsatz im Buch 576 Book section 576 Hochschulschrift 576 Thesis 447 Lehrbuch 185 Textbook 173 Collection of articles of several authors 120 Sammelwerk 120 Collection of articles written by one author 81 Sammlung 81 Dissertation u.a. Prüfungsschriften 80 Aufsatzsammlung 77 Bibliografie enthalten 77 Bibliography included 77 Conference paper 45 Konferenzbeitrag 45 Forschungsbericht 40 Glossar enthalten 31 Glossary included 31 Konferenzschrift 28 Handbook 27 Handbuch 27 Systematic review 21 Übersichtsarbeit 21 Amtsdruckschrift 18 Government document 18 Reprint 16 Bibliografie 15 Conference proceedings 15 Einführung 12 Accompanied by computer file 11 CD-ROM, DVD 11 Elektronischer Datenträger als Beilage 11 Case study 10
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Language
All
English 14,908 German 617 French 39 Undetermined 30 Spanish 19 Italian 14 Portuguese 5 Croatian 1 Hungarian 1 Dutch 1 Polish 1 Russian 1 Swedish 1
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Author
All
Madan, Dilip B. 91 Härdle, Wolfgang 88 Fabozzi, Frank J. 87 Cui, Zhenyu 72 Carr, Peter 66 Takahashi, Akihiko 66 Joshi, Mark S. 65 Chiarella, Carl 59 Schoutens, Wim 58 Stentoft, Lars 56 Jacobs, Kris 52 Hull, John 49 Kwok, Yue-Kuen 47 Benth, Fred Espen 45 Elliott, Robert J. 45 Christoffersen, Peter F. 43 Jarrow, Robert A. 41 Račev, Svetlozar T. 38 Siu, Tak Kuen 38 Kim, Young Shin 37 Lee, Cheng F. 37 Schwartz, Eduardo S. 35 Wang, Xingchun 35 Fusai, Gianluca 34 Oosterlee, Cornelis W. 34 Zhang, Jin E. 34 Schlögl, Erik 33 Jacquier, Antoine (Jack) 32 Platen, Eckhard 32 Yang, Zhaojun 32 Barone-Adesi, Giovanni 31 Chesney, Marc 31 Ewald, Christian-Oliver 31 Korn, Ralf 29 Li, Lingfei 29 Schoenmakers, John 29 Todorov, Viktor 29 Wilmott, Paul 29 Escobar, Marcos 28 Prokopczuk, Marcel 28
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Institution
All
National Bureau of Economic Research 60 Centre for Analytical Finance <Århus> 24 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 21 Ekonomiska forskningsinstitutet <Stockholm> 10 Svenska Handelshögskolan <Helsinki> 10 Center for Economic Research <Tilburg> 9 Chambre de commerce et d'industrie de Paris 7 Weierstraß-Institut für Angewandte Analysis und Stochastik 7 Deutsche Forschungsgemeinschaft 6 Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn 6 Universitat Pompeu Fabra / Departament d'Economia i Empresa 5 Verlag Dr. Kovač 5 Bonn Graduate School of Economics 4 Centre of Financial Studies 4 Institut for Finansiering <Frederiksberg> 4 Johannes Gutenberg-Universität Mainz 4 Springer Fachmedien Wiesbaden 4 Centre for Economic Policy Research 3 Institute of Finance and Accounting <London> 3 International Center for Financial Asset Management and Engineering 3 Karlsruher Institut für Technologie 3 Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen 3 Associazione Operatori Bancari in Titoli 2 Banque de France / Direction des Etudes Economiques et de la Recherche 2 Birkbeck College / Department of Economics 2 Cambridge University Press 2 Centre for Quantitative Economics & Computing 2 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 2 Christian-Albrechts-Universität zu Kiel 2 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 2 Eberhard Karls Universität Tübingen 2 Econometrisch Instituut <Rotterdam> 2 Erasmus Research Institute of Management 2 European Parliament / Directorate-General for Internal Policies of the Union 2 Federal Reserve Bank of Cleveland 2 Federal Reserve Bank of St. Louis 2 Financial Options Research Centre 2 Hochschule für Bankwirtschaft 2 Institutt for Foretaksøkonomi <Bergen, Norwegen> 2 International Centre for Trade and Sustainable Development 2
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Published in...
All
International journal of theoretical and applied finance 481 The journal of futures markets 299 Mathematical finance : an international journal of mathematics, statistics and financial theory 256 The journal of computational finance 256 Applied mathematical finance 251 Quantitative finance 251 Finance and stochastics 233 Journal of banking & finance 218 The journal of derivatives : the official publication of the International Association of Financial Engineers 212 Review of derivatives research 187 Insurance 158 Finance research letters 139 European journal of operational research : EJOR 137 Computational economics 129 Journal of economic dynamics & control 128 International journal of financial engineering 121 Risks : open access journal 120 Journal of mathematical finance 112 Journal of financial economics 91 Research paper series / Swiss Finance Institute 90 The European journal of finance 87 The North American journal of economics and finance : a journal of financial economics studies 86 Asia-Pacific financial markets 76 Journal of econometrics 72 The journal of finance : the journal of the American Finance Association 67 International review of economics & finance : IREF 64 Journal of financial and quantitative analysis : JFQA 64 Annals of finance 60 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 60 NBER working paper series 58 Energy economics 57 Journal of risk and financial management : JRFM 57 Management science : journal of the Institute for Operations Research and the Management Sciences 57 SFB 649 discussion paper 57 Journal of empirical finance 56 Review of quantitative finance and accounting 56 The journal of derivatives : JOD 55 Economic modelling 53 The review of financial studies 53 Mathematical finance : an international journal of mathematics, statistics and financial economics 52
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Source
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ECONIS (ZBW) 15,455 USB Cologne (EcoSocSci) 154 RePEc 14 EconStor 2 BASE 1
Showing 1 - 10 of 15,626
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Diverging roads : theory-based vs. machine learning-implied stock risk premia
Grammig, Joachim; Hanenberg, Constantin; Schlag, Christian - In: Journal of financial econometrics 23 (2025) 2, pp. 1-55
Persistent link: https://www.econbiz.de/10015339820
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Modeling financial bubbles with optional semimartingales in nonstandard probability spaces
Abdelghani, Mohamed; Melnikov, Alexander - In: Risks : open access journal 13 (2025) 3, pp. 1-29
Deviation of an asset price from its fundamental value, commonly referred to as a price bubble, is a well-known phenomenon in financial markets. Mathematically, a bubble arises when the deflated price process transitions from a martingale to a strict local martingale. This paper explores price...
Persistent link: https://www.econbiz.de/10015358908
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Long-term risk with stochastic interest rates
Severino, Federico - In: Mathematical finance : an international journal of … 35 (2025) 1, pp. 3-39
Persistent link: https://www.econbiz.de/10015358988
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Investment opportunity strategy in a double-mean-reverting 4/2 stochastic volatility environment
Cao, Jiling; Kim, Jeong-Hoon; Liu, Wenqiang; Zhang, WenJun - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-30
Persistent link: https://www.econbiz.de/10015372122
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The impact of volatility regime dynamics on option pricing
Liu, Shican; Li, Qing; Fan, Siqi - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-17
Persistent link: https://www.econbiz.de/10015372565
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Optimal venture capital entry-exit strategy with jump-diffusion risk
Zuo, Si; Wang, Haijun - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-16
Persistent link: https://www.econbiz.de/10015372572
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Valuing catastrophe equity put options with liquidity risk, default risk and jumps
Tang, Chao; Chen, Peimin; Zhang, Shu - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-20
Persistent link: https://www.econbiz.de/10015372584
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Multi-step double barrier options under time-varying interest rates
Lee, Hangsuck; Kye, Yisub; Kong, Byungdoo; Song, Seongjoo - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-14
Persistent link: https://www.econbiz.de/10015372649
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Subjective probability distributions of nonlinear payoffs : Recovering option payoff, agent’s utility, and pricing kernel distributions
Yamazaki, Akira - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-19
Persistent link: https://www.econbiz.de/10015372650
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Choice, psychological ownership, and option valuation
Chan, Eugene Y. - In: Psychology & marketing 42 (2025) 3, pp. 767-779
Persistent link: https://www.econbiz.de/10015373256
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