//--> //--> //-->
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"
~subject:"Statistische Verteilung"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Statistische Verteilung
Option pricing theory
55
Optionspreistheorie
55
Volatility
26
Volatilität
26
Option trading
17
Optionsgeschäft
17
Stochastic process
14
Stochastischer Prozess
14
Aktienoption
9
Stock option
9
Black-Scholes model
8
Black-Scholes-Modell
8
CAPM
7
Estimation
7
Schätzung
7
Option pricing
6
Risiko
6
Risk
6
Statistical distribution
6
ARCH model
5
ARCH-Modell
5
Markov chain
5
Markov-Kette
5
Theorie
5
Theory
5
USA
5
United States
5
Börsenkurs
4
Capital income
4
Credit risk
4
Interest rate
4
Kapitaleinkommen
4
Kreditrisiko
4
Share price
4
Stochastic volatility
4
Volatility smile
4
Zins
4
Ankündigungseffekt
3
Anlageverhalten
3
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Bakshi, Gurdip S.
1
Cao, Charles Q.
1
Chen, Ren-Raw
1
Chen, Son-nan
1
Chiang, Mi-Hsiu
1
Kabir, M. Humayun
1
Li, Bingxin
1
Li, Chang-Yi
1
Lin, Hsuan-Chu
1
Mozumder, Sharif
1
Palmon, Oded
1
Poon, Ser-Huang
1
Rompolis, Leonidas S.
1
Talukdar, Bakhtear
1
Tzavalis, Elias
1
Vitiello, Luiz
1
Zhong, Zhaodong
1
more ...
less ...
Published in...
All
Review of quantitative finance and accounting
International journal of theoretical and applied finance
24
Journal of econometrics
14
Quantitative finance
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
The journal of futures markets
13
Review of derivatives research
11
Applied mathematical finance
10
Computational economics
10
Journal of banking & finance
9
The journal of computational finance
9
Journal of economic dynamics & control
8
Journal of mathematical finance
8
International journal of financial engineering
7
The North American journal of economics and finance : a journal of financial economics studies
7
European journal of operational research : EJOR
6
Insurance / Mathematics & economics
6
Finance research letters
5
Risks : open access journal
5
SFB 649 discussion paper
5
Mathematics and financial economics
4
Asia-Pacific journal of financial studies
3
CREATES research paper
3
Economic modelling
3
Economics letters
3
Finance and stochastics
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of risk
3
Research paper series / Swiss Finance Institute
3
Staff reports / Federal Reserve Bank of New York
3
Working papers / Rutgers University, Department of Economics
3
Annals of finance
2
Applied economics
2
Asia-Pacific financial markets
2
Center for Research in Economics and Finance (CIEF), Working Papers
2
Central European journal of economic modelling and econometrics
2
Computational Management Science : CMS
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Option pricing with random risk aversion
Vitiello, Luiz
;
Poon, Ser-Huang
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1665-1684
Persistent link: https://www.econbiz.de/10013191990
Saved in:
2
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
3
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:
4
Retrieving risk neutral moments and expected quadratic variation from option prices
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 955-1002
Persistent link: https://www.econbiz.de/10011796976
Saved in:
5
Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy
Chiang, Mi-Hsiu
;
Li, Chang-Yi
;
Chen, Son-nan
- In:
Review of quantitative finance and accounting
46
(
2016
)
3
,
pp. 459-482
Persistent link: https://www.econbiz.de/10011595469
Saved in:
6
Explaining the volatility smile : non-parametric versus parametric option models
Lin, Hsuan-Chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
46
(
2016
)
4
,
pp. 907-935
Persistent link: https://www.econbiz.de/10011595494
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->