//--> //--> //--> //-->
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:"Journal of banking & finance"
~subject:"Stochastic process"
~type_genre:"Article in journal"
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
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Volatility
375
Volatilität
374
Option pricing theory
206
Optionspreistheorie
206
Theorie
163
Theory
163
Capital income
130
Kapitaleinkommen
130
Estimation
120
Schätzung
119
Börsenkurs
118
Share price
118
USA
89
United States
89
Deutschland
77
Germany
77
Risikoprämie
68
Risk premium
68
Option trading
65
Optionsgeschäft
65
ARCH model
63
ARCH-Modell
63
Portfolio selection
57
Portfolio-Management
57
Aktienmarkt
56
Stock market
56
Forecasting model
55
Prognoseverfahren
55
Welt
55
World
55
Yield curve
51
Zinsstruktur
51
Derivat
50
Derivative
50
Stochastischer Prozess
48
CAPM
47
Cointegration
38
Kointegration
38
Exchange rate risk
36
more ...
less ...
Online availability
All
Undetermined
30
Type of publication
All
Article
48
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
48
Language
All
English
48
Author
All
Leippold, Markus
3
Backwell, Alex
2
Baldeaux, Jan
2
Branger, Nicole
2
Kaeck, Andreas
2
Platen, Eckhard
2
Alexander, Carol
1
Arismendi Zambrano, Juan Carlos
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Barbachan, José Santiago Fajardo
1
Barro, Diana
1
Barsotti, Flavia
1
Beliaeva, Natalia A.
1
Boloorforoosh, Ali
1
Bregantini, Daniele
1
Caldana, Ruggero
1
Casassus, Jaime
1
Chang, Charles
1
Chavez-Demoulin, Valerie
1
Cheng, Benjamin
1
Christoffersen, Peter F.
1
Chung, Shing Fung
1
Collin-Dufresne, Pierre
1
Consigli, Giorgio
1
Cordis, Adriana S.
1
Cui, Zhenyu
1
Cummins, Mark
1
Del Viva, Luca
1
Elliott, Robert J.
1
Erdemlioglu, Deniz
1
Escobar, Marcos
1
Fengler, Matthias
1
Ferrando, Sebastian
1
Feunou, Bruno
1
Fuh, Cheng-der
1
Fusai, Gianluca
1
Ge̜bka, Bartosz
1
Goldstein, Bob
1
more ...
less ...
Published in...
All
Journal of banking & finance
International journal of theoretical and applied finance
232
Journal of econometrics
118
Quantitative finance
117
Applied mathematical finance
100
Finance and stochastics
100
The journal of computational finance
89
Insurance / Mathematics & economics
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
75
Computational economics
64
European journal of operational research : EJOR
64
International journal of financial engineering
59
Journal of mathematical finance
57
Journal of economic dynamics & control
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Risks : open access journal
52
Econometric reviews
47
Finance research letters
46
The journal of futures markets
45
Review of derivatives research
44
Annals of finance
40
Energy economics
40
The North American journal of economics and finance : a journal of financial economics studies
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Journal of risk and financial management : JRFM
32
Economic modelling
31
Economics letters
30
Asia-Pacific financial markets
29
Journal of empirical finance
29
The European journal of finance
28
Applied economics
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of financial economics
22
Mathematical finance : an international journal of mathematics, statistics and financial economics
21
Mathematics and financial economics
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Econometrics : open access journal
18
Applied financial economics
17
Operations research letters
17
Decisions in economics and finance : DEF ; a journal of applied mathematics
16
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Collateral smile
Leippold, Markus
;
Su, Lujing
- In:
Journal of banking & finance
58
(
2015
),
pp. 15-28
Persistent link: https://www.econbiz.de/10011543849
Saved in:
2
Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco
;
Fengler, Matthias
- In:
Journal of banking & finance
61
(
2015
),
pp. 46-63
Persistent link: https://www.econbiz.de/10011545126
Saved in:
3
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
4
Option valuation with observable
volatility
and jump dynamics
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jeon, Yoontae
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10011585489
Saved in:
5
Robustness of distance-to-default
Jessen, Cathrine
;
Lando, David
- In:
Journal of banking & finance
50
(
2015
),
pp. 493-505
Persistent link: https://www.econbiz.de/10010510191
Saved in:
6
Out-of-sample density forecasts with affine jump diffusion models
Yun, Jaeho
- In:
Journal of banking & finance
47
(
2014
),
pp. 74-87
Persistent link: https://www.econbiz.de/10010506503
Saved in:
7
Semi-analytical valuation for discrete barrier options under time-dependent Lévy processes
Lian, Guanghua
;
Zhu, Song-Ping
;
Elliott, Robert J.
; …
- In:
Journal of banking & finance
75
(
2017
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011742159
Saved in:
8
Optimal delta hedging for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
Saved in:
9
Risk factors and their associated risk premia : an empirical analysis of the crude oil market
Hain, Martin
;
Uhrig-Homburg, Marliese
;
Unger, Nils
- In:
Journal of banking & finance
95
(
2018
),
pp. 44-63
Persistent link: https://www.econbiz.de/10011966706
Saved in:
10
From the Samuelson
volatility
effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->