//--> //--> //-->
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:"Review of quantitative finance and accounting"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Schätzung"
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_exact:"Option pricing theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Option pricing theory
102
Optionspreistheorie
102
Volatility
45
Volatilität
45
Option trading
29
Optionsgeschäft
29
Stochastic process
28
Stochastischer Prozess
28
Theorie
21
Theory
21
Black-Scholes model
15
Black-Scholes-Modell
15
CAPM
10
Estimation
10
Aktienoption
9
Option pricing
9
Stock option
9
Statistical distribution
8
Statistische Verteilung
8
Stochastic volatility
8
USA
8
United States
8
ARCH model
7
ARCH-Modell
7
Derivat
7
Derivative
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Risiko
7
Risk
7
Credit risk
6
Hedging
6
Kreditrisiko
6
Markov chain
6
Markov-Kette
6
Calibration
5
Capital income
5
Estimation theory
5
Interest rate
5
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Alòs, Elisa
1
Andreou, Panayiotis C.
1
Bakshi, Gurdip S.
1
Cao, Charles Q.
1
Cevik, Emrah Ismail
1
Charalambous, Chris
1
Chen, Cathy Yi-Hsuan
1
Chen, Sonnan
1
Chuang, Ming-Che
1
Dumas, Bernard
1
Gu, Yuchi
1
Kenmoe, Romuald N.
1
Kenç, Turalay
1
Kuo, I.-doun
1
Li, Bingxin
1
Lin, Shih-kuei
1
Luciano, Elisa
1
Mancino, Maria Elvira
1
Martzoukos, Spiros A.
1
Sanfelici, Simona
1
Shyu, So-De
1
Wang, Shin-yun
1
Wang, Tai-Ho
1
Zhong, Zhaodong
1
more ...
less ...
Published in...
All
Review of quantitative finance and accounting
Decisions in economics and finance : DEF ; a journal of applied mathematics
The journal of futures markets
33
Journal of banking & finance
19
Journal of econometrics
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Journal of financial economics
12
Journal of empirical finance
11
International journal of theoretical and applied finance
10
The journal of finance : the journal of the American Finance Association
10
Finance research letters
8
Review of derivatives research
8
Working paper / National Bureau of Economic Research, Inc.
8
Gabler Edition Wissenschaft
7
Quantitative finance
7
SFB 649 discussion paper
7
Working paper
7
Discussion papers of interdisciplinary research project 373
6
International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
NBER working paper series
6
Research paper series / Swiss Finance Institute
6
The European journal of finance
6
The journal of computational finance
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Applied economics
5
Applied financial economics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Department of Economics, University of California San Diego
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion paper / Tinbergen Institute
4
International journal of financial engineering
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Journal of financial econometrics
4
Journal of financial markets
4
Journal of risk and financial management : JRFM
4
Pacific-Basin finance journal
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay
;
Cevik, Emrah Ismail
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
Saved in:
2
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
3
Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan
;
Gu, Yuchi
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
Saved in:
4
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
Saved in:
5
Option-implied filtering : evidence from the GARCH option pricing model
Li, Bingxin
- In:
Review of quantitative finance and accounting
54
(
2020
)
3
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10012233110
Saved in:
6
Volatility and volatility-linked derivatives : estimation,modeling, and pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
Saved in:
7
From volatility smiles to the volatility of volatility
Dumas, Bernard
;
Luciano, Elisa
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 387-406
Persistent link: https://www.econbiz.de/10012127226
Saved in:
8
Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.
;
Charalambous, Chris
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
Saved in:
9
An application of nonparametric volatility estimators to option pricing
Kenmoe, Romuald N.
;
Sanfelici, Simona
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 393-412
Persistent link: https://www.econbiz.de/10010412432
Saved in:
10
Investor sentiment and interest rate volatility smile : evidence from Eurodollar options markets
Chen, Cathy Yi-Hsuan
;
Kuo, I.-doun
- In:
Review of quantitative finance and accounting
43
(
2014
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10010490403
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->