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Pricing and Hedging with Disco...
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CAPM
Stochastischer Prozess
19,121
Stochastic process
19,117
Theorie
10,913
Theory
10,881
Volatilität
4,273
Volatility
4,264
Optionspreistheorie
4,046
Option pricing theory
4,021
Mathematical programming
2,680
Mathematische Optimierung
2,680
Portfolio-Management
1,959
Portfolio selection
1,956
Zeitreihenanalyse
1,825
Time series analysis
1,820
Schätztheorie
1,781
Estimation theory
1,775
Schätzung
1,676
Estimation
1,675
Markov chain
1,377
Markov-Kette
1,375
Risk
1,292
Risiko
1,286
Principal component analysis
1,095
Optionsgeschäft
1,023
Option trading
1,020
Prognoseverfahren
985
Forecasting model
982
Monte Carlo simulation
921
Derivative
909
Derivat
908
Monte-Carlo-Simulation
908
Statistische Verteilung
881
Statistical distribution
876
Börsenkurs
857
Share price
853
Simulation
851
Dynamische Optimierung
832
Dynamic programming
830
Hauptkomponentenanalyse
749
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Online availability
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Free
309
Undetermined
284
CC license
9
Type of publication
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Article
542
Book / Working Paper
341
Type of publication (narrower categories)
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Article in journal
523
Aufsatz in Zeitschrift
523
Graue Literatur
140
Non-commercial literature
140
Arbeitspapier
138
Working Paper
138
Hochschulschrift
20
Aufsatz im Buch
17
Book section
17
Thesis
16
Collection of articles written by one author
6
Sammlung
6
Collection of articles of several authors
5
Lehrbuch
5
Sammelwerk
5
Textbook
5
Konferenzschrift
3
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2
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2
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2
Übersichtsarbeit
2
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1
Amtsdruckschrift
1
Aufsatzsammlung
1
Conference paper
1
Directory
1
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1
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1
Konferenzbeitrag
1
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Language
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English
874
German
7
Undetermined
2
Author
All
Campbell, John Y.
9
Post, Thierry
9
Bakshi, Gurdip S.
8
Fabozzi, Frank J.
8
Guidolin, Massimo
8
Kan, Raymond
8
Račev, Svetlozar T.
8
Todorov, Viktor
7
Branger, Nicole
6
Chabi-Yo, Fousseni
6
Christoffersen, Peter F.
6
Escobar, Marcos
6
Jacobs, Kris
6
Nieto Domenech, Belen
6
Rubio, Gonzalo
6
Tauchen, George Eugene
6
Almeida, Caio
5
Fisher, Adlai
5
Garcia, René
5
Giglio, Stefano
5
Gouriéroux, Christian
5
Jackwerth, Jens Carsten
5
Madan, Dilip B.
5
Polk, Christopher
5
Seo, Sang Byung
5
Stambaugh, Robert F.
5
Turley, Robert
5
Wachter, Jessica
5
Wilhelm, Jochen
5
Zhou, Guofu
5
Ziveyi, Jonathan
5
Akira Toda, Alexis
4
Arvanitis, Stelios
4
Aït-Sahalia, Yacine
4
Bianchi, Daniele
4
Brody, Dorje C.
4
De Groot, Oliver
4
Filipović, Damir
4
Gospodinov, Nikolaj
4
Hansen, Lars Peter
4
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Institution
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National Bureau of Economic Research
11
Erasmus Research Institute of Management
3
Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of St. Louis
1
International Conference on Stochastic Finance <2004, Lissabon>
1
Judge Institute of Management Studies
1
Trinity College Dublin / Department of Economics
1
University of British Columbia / Finance Division
1
Universität Passau / Wirtschaftswissenschaftliche Fakultät
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Published in...
All
International journal of theoretical and applied finance
24
Journal of economic dynamics & control
19
Quantitative finance
19
Finance and stochastics
17
Journal of econometrics
17
Journal of mathematical finance
16
Annals of finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Journal of financial economics
13
European journal of operational research : EJOR
12
Finance research letters
12
Journal of banking & finance
12
NBER working paper series
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Insurance / Mathematics & economics
9
Journal of empirical finance
9
NBER Working Paper
9
Research paper series / Swiss Finance Institute
9
Applied mathematical finance
7
Asia-Pacific financial markets
7
Econometric reviews
7
International review of financial analysis
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Mathematics and financial economics
7
The review of financial studies
7
Economics letters
6
International journal of financial engineering
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Quantitative economics : QE ; journal of the Econometric Society
6
Review of derivatives research
6
Swiss Finance Institute Research Paper
6
The European journal of finance
6
Computational economics
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Decisions in economics and finance : a journal of applied mathematics
5
Journal of economic theory
5
The journal of finance : the journal of the American Finance Association
5
Working papers / Innocenzo Gasparini Institute for Economic Research
5
Annals of financial economics
4
ERIM report series research in management
4
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Source
All
ECONIS (ZBW)
881
RePEc
2
Showing
1
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10
of
883
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date (oldest first)
1
The role of time-varying jump risk premia in pricing stock index options
Yun, Jaeho
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 833-846
Persistent link: https://www.econbiz.de/10009492529
Saved in:
2
Risk-neutral modeling with affine and nonaffine models
Durham, Garland B.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 650-681
Persistent link: https://www.econbiz.de/10010233868
Saved in:
3
Implementing option pricing models when asset returns follow an autoregressive moving average process
Wang, Chou-wen
;
Wu, Chin-wen
;
Tzang, Shyh-weir
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 8-25
Persistent link: https://www.econbiz.de/10009690239
Saved in:
4
Option pricing with discrete time jump processes
Guégan, Dominique
;
Ielpo, Florian
;
Lalaharison, Hanjarivo
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2417-2445
Persistent link: https://www.econbiz.de/10010348134
Saved in:
5
Option pricing using a regime switching stochastic discount factor
Elliott, Robert J.
;
Hamada, Ahmed S.
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010364754
Saved in:
6
Option pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
Saved in:
7
Asymptotic expansion formula of option price under multifactor Heston model
Nagashima, Kazuki
;
Chung, Tsz-Kin
;
Tanaka, Keiichi
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 351-396
Persistent link: https://www.econbiz.de/10010511560
Saved in:
8
Option pricing with stochastic liquidity risk : theory and evidence
Feng, Shih-ping
;
Hung, Mao-Wei
;
Wang, Yaw-huei
- In:
Journal of financial markets
18
(
2014
),
pp. 77-95
Persistent link: https://www.econbiz.de/10010442476
Saved in:
9
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
10
What is beneath the surface? : option pricing with multifrequency latent states
Calvet, Laurent E.
;
Fearnley, Marcus
;
Fisher, Adlai
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 498-511
Persistent link: https://www.econbiz.de/10011499779
Saved in:
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