//--> //--> //--> //-->
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:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~isPartOf:"Working paper series"
~isPartOf:"Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne"
~type_genre:"Arbeitspapier"
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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
58
Optionspreistheorie
58
Theorie
29
Theory
29
Stochastic process
14
Stochastischer Prozess
14
Volatility
14
Volatilität
14
Option trading
9
Optionsgeschäft
9
USA
9
United States
9
Black-Scholes model
8
Black-Scholes-Modell
8
Yield curve
8
Zinsstruktur
8
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Hedging
6
Interest rate derivative
6
Zinsderivat
6
Derivat
5
Derivative
5
CAPM
4
Capital income
4
Kapitaleinkommen
4
Portfolio selection
4
Portfolio-Management
4
Swap
4
Estimation theory
3
Schätztheorie
3
stochastic volatility
3
1982-1996
2
1992-1996
2
Anlageverhalten
2
Behavioural finance
2
Credit risk
2
Financial market
2
more ...
less ...
Online availability
All
Free
33
Type of publication
All
Book / Working Paper
61
Type of publication (narrower categories)
All
Arbeitspapier
Working Paper
61
Graue Literatur
54
Non-commercial literature
54
Amtliche Publikation
1
Amtsdruckschrift
1
Government document
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
60
German
1
Author
All
Joshi, Mark S.
23
Rosenberg, Joshua V.
8
Dufresne, Daniel
6
Chao Yang
4
Engle, Robert F.
4
Gnoatto, Alessandro
4
Subrahmanyam, Marti G.
3
Beveridge, Christopher
2
Chan, Jiun Hong
2
Das, Sanjiv R.
2
Fontana, Claudio
2
Reichling, Peter
2
Stapleton, Richard C.
2
Sundaram, Rangarajan K.
2
Szulda, Guillaume
2
Tang, Robert
2
Ametrano, Ferdinando M.
1
Baran, Jaroslav
1
Brenner, Menachem
1
Chan, Juin Hong
1
Chen, Ting
1
Ching, Stephen
1
Consiglio, Andrea
1
Dempster, Michael A. H.
1
Denson, Nick
1
Eldor, Rafi
1
Eom, Young Ho
1
Evstigneev, Igor V.
1
Figlewski, Stephen
1
Foschi, Rachele
1
Franke, Günter
1
Garrido, Jose
1
Grasselli, Martino
1
Hand, Megan
1
Hasan, Iftekhar
1
Hauser, Shmuel
1
Hlawatsch, Stefan
1
Kind, Axel
1
Kwok, Chun Fung
1
Lavagnini, Silvia
1
more ...
less ...
Institution
All
Judge Institute of Management Studies
2
Centre for Actuarial Studies
1
Published in...
All
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
Working paper series
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
Research paper series / Swiss Finance Institute
89
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
SFB 649 discussion paper
54
Working paper / National Bureau of Economic Research, Inc.
53
Swiss Finance Institute Research Paper
43
Discussion paper / Tinbergen Institute
36
CREATES research paper
29
Working paper
28
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
28
Discussion paper / Centre for Economic Policy Research
27
Mathematical finance
25
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
21
Discussion paper / B
20
Finance and economics discussion series
20
CoFE discussion papers
19
Discussion paper / Center for Economic Research, Tilburg University
19
Discussion papers of interdisciplinary research project 373
19
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
Les cahiers de recherche / HEC Paris
18
Working paper series / Centre for Practical Quantitative Finance
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
IMF working papers
16
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
16
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Discussion paper
14
Discussion paper / ICMA Centre, Henley Business School, University of Reading
13
IMF working paper
13
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
12
Meddelanden från Svenska Handelshögskolan
12
Working papers on finance
12
Bonn Econ Discussion Papers / BGSE
11
SSE EFI working paper series in economics and finance
11
Tübinger Diskussionsbeitrag
11
Working papers
11
CESifo working papers
10
Discussion paper series / LSE Financial Markets Group
10
Série de trabalhos para discussão
10
more ...
less ...
Source
All
ECONIS (ZBW)
61
Showing
1
-
10
of
61
Sort
Relevance
Date (newest first)
Date (oldest first)
1
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan
-
1994
Persistent link: https://www.econbiz.de/10000959539
Saved in:
2
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
3
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
4
Achieving smooth asymptotics for the prices of European options in binomial trees
Joshi, Mark S.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003632920
Saved in:
5
Achieving higher order convergence for the prices of European pptions in binomial trees
Joshi, Mark S.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003632930
Saved in:
6
Of smiles and smirks : a term-structure perspective
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
-
1998
Persistent link: https://www.econbiz.de/10000981147
Saved in:
7
When are options overpriced? : The Black-Scholes model and alternative characteristics of the pricing kernel
Franke, Günter
;
Stapleton, Richard C.
;
Subrahmanyam, …
-
1999
Persistent link: https://www.econbiz.de/10001378810
Saved in:
8
Assessing the incremental value of option pricing theory relative to an "informationally passive" benchmark
Figlewski, Stephen
-
2002
Persistent link: https://www.econbiz.de/10001701082
Saved in:
9
Boundary conditions for SPI futures options with daily futures style margin payments
Twite, Garry
-
1996
Persistent link: https://www.econbiz.de/10000933137
Saved in:
10
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->