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isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Index-Futures"
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Search: subject_exact:"Optionspreistheorie"
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Index-Futures
Option pricing theory
53
Optionspreistheorie
53
Theorie
39
Theory
39
USA
20
United States
20
Volatility
14
Volatilität
14
CAPM
10
Estimation
10
Index futures
10
Schätzung
10
Yield curve
7
Zinsstruktur
7
Derivat
6
Derivative
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Aktienoption
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Capital income
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Kapitaleinkommen
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Risiko
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Risk
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Stochastic process
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Stochastischer Prozess
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Stock option
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Börsenkurs
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Option trading
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Optionsgeschäft
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Commodity derivative
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Erwartungsbildung
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Expectation formation
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Interest rate
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Interest rate derivative
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Portfolio selection
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Portfolio-Management
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Risikoprämie
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Risk premium
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Rohstoffderivat
3
Swap
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Wu, Liuren
2
Bakshi, Gurdip S.
1
Bollerslev, Tim
1
Buraschi, Andrea
1
Cao, Charles Q.
1
Carr, Peter
1
Chen, Zhiwu
1
Collin-Dufresne, Pierre
1
Coval, Joshua
1
Fleming, Jeff
1
Goldstein, Robert S.
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Huang, Jing-Zhi
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Jackwerth, Jens Carsten
1
Jiltsov, Alexei
1
Kirby, Chris
1
Ostdiek, Barbara
1
Rubinstein, Mark
1
Shumway, Tyler
1
Stutzer, Michael J.
1
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1
Yang, Fan
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The journal of finance : the journal of the American Finance Association
The journal of futures markets
24
Journal of banking & finance
9
The review of financial studies
8
International review of economics & finance : IREF
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Journal of empirical finance
6
Review of derivatives research
6
NBER Working Paper
5
NBER working paper series
5
Quantitative finance
5
Working paper
5
Working paper / National Bureau of Economic Research, Inc.
5
Applied financial economics
4
International journal of theoretical and applied finance
4
International review of financial analysis
4
Journal of financial economics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Research paper series / Swiss Finance Institute
4
Applied economics
3
Asia-Pacific journal of financial studies
3
Discussion papers of interdisciplinary research project 373
3
Economics letters
3
Finance research letters
3
Global business review
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Meddelanden från Svenska Handelshögskolan
3
Review of finance : journal of the European Finance Association
3
Review of quantitative finance and accounting
3
Theoretical economics letters
3
AFI
2
Advances in futures and options research : a research annual
2
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
Betriebswirtschaftliche Studien
2
Borsa Istanbul Review
2
CREATES research paper
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Finance : revue de l'Association Française de Finance
2
International journal of economics and finance
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1
On the relative pricing of long-maturity index options and collateralized debt obligations
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Yang, Fan
- In:
The journal of finance : the journal of the American …
67
(
2012
)
6
,
pp. 1983-2014
Persistent link: https://www.econbiz.de/10009716214
Saved in:
2
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
3
Model uncertainty and option markets with heterogeneous beliefs
Buraschi, Andrea
;
Jiltsov, Alexei
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2841-2897
Persistent link: https://www.econbiz.de/10003398507
Saved in:
4
Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
Saved in:
5
What type of process underlies options? : A simple robust test
Carr, Peter
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2581-2610
Persistent link: https://www.econbiz.de/10001845848
Saved in:
6
Expected option returns
Coval, Joshua
;
Shumway, Tyler
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 983-1009
Persistent link: https://www.econbiz.de/10001593017
Saved in:
7
The economic value of volatility timing
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 329-352
Persistent link: https://www.econbiz.de/10001575075
Saved in:
8
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
Saved in:
9
A simple nonparametric approach to derivative security valuation
Stutzer, Michael J.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1633-1652
Persistent link: https://www.econbiz.de/10001211779
Saved in:
10
Recovering probability distributions from option prices
Jackwerth, Jens Carsten
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1611-1631
Persistent link: https://www.econbiz.de/10001211781
Saved in:
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