Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"CAPM"
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
A comparison of option pricing...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Volatility
44,065
Volatilität
43,800
Theorie
27,544
Theory
27,025
Stochastischer Prozess
19,710
Stochastic process
19,263
Optionspreistheorie
15,722
Option pricing theory
15,262
Derivat
15,052
Derivative
15,014
Börsenkurs
11,339
Share price
11,175
Schätzung
9,723
Estimation
9,503
ARCH-Modell
7,647
Kapitaleinkommen
7,615
Capital income
7,586
ARCH model
7,571
Welt
6,850
World
6,748
USA
6,490
Portfolio-Management
6,440
Portfolio selection
6,407
United States
6,287
Aktienmarkt
6,073
Stock market
6,004
Risk
5,591
Risiko
5,567
Wechselkurs
5,283
Exchange rate
5,176
Optionsgeschäft
5,100
Option trading
5,019
Zeitreihenanalyse
5,014
Time series analysis
4,901
Prognoseverfahren
4,893
Forecasting model
4,824
Hedging
4,166
Finanzmarkt
3,528
Schätztheorie
3,518
more ...
less ...
Online availability
All
Free
1,276
Undetermined
1,011
CC license
47
Type of publication
All
Article
2,068
Book / Working Paper
1,678
Journal
14
Type of publication (narrower categories)
All
Article in journal
1,961
Aufsatz in Zeitschrift
1,961
Graue Literatur
583
Non-commercial literature
583
Working Paper
547
Arbeitspapier
538
Hochschulschrift
133
Thesis
108
Aufsatz im Buch
79
Book section
79
Lehrbuch
56
Textbook
54
Collection of articles of several authors
33
Sammelwerk
33
Collection of articles written by one author
29
Sammlung
29
Bibliografie enthalten
25
Bibliography included
25
Glossar enthalten
22
Glossary included
22
Aufsatzsammlung
19
Konferenzschrift
19
Conference proceedings
11
Forschungsbericht
11
Handbook
8
Handbuch
8
Systematic review
8
Übersichtsarbeit
8
Conference paper
5
Konferenzbeitrag
5
Accompanied by computer file
3
Einführung
3
Elektronischer Datenträger als Beilage
3
Festschrift
3
Amtsdruckschrift
2
Aufgabensammlung
2
Bibliografie
2
CD-ROM, DVD
2
Government document
2
Rezension
2
more ...
less ...
Language
All
English
3,655
German
76
Undetermined
12
Italian
6
Spanish
6
French
5
Author
All
Hull, John
31
Madan, Dilip B.
22
Fabozzi, Frank J.
21
Jacobs, Kris
21
Aït-Sahalia, Yacine
20
Gouriéroux, Christian
19
Lee, Cheng F.
19
Campbell, John Y.
18
Christoffersen, Peter F.
18
Bekaert, Geert
17
Bakshi, Gurdip S.
16
Jarrow, Robert A.
15
Bansal, Ravi
14
Lo, Andrew W.
14
Todorov, Viktor
13
Bodie, Zvi
12
Guidolin, Massimo
12
Račev, Svetlozar T.
12
Renault, Eric
12
Rubio, Gonzalo
12
Bali, Turan G.
11
Barro, Robert J.
11
Cochrane, John H.
11
Elliott, Robert J.
11
Engstrom, Eric
11
Gagliardini, Patrick
11
Guo, Hui
11
He, Xue-zhong
11
Macrina, Andrea
11
Barone-Adesi, Giovanni
10
Blitz, David
10
Chabi-Yo, Fousseni
10
Collin-Dufresne, Pierre
10
Fisher, Adlai
10
Garcia, René
10
Grishchenko, Olesya V.
10
Heston, Steven L.
10
Schlag, Christian
10
Andersen, Torben
9
Branger, Nicole
9
more ...
less ...
Institution
All
National Bureau of Economic Research
54
Ekonomiska forskningsinstitutet <Stockholm>
4
Federal Reserve Bank of St. Louis
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Erasmus Research Institute of Management
3
Deutsche Forschungsgemeinschaft
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Svenska Handelshögskolan <Helsinki>
2
Trinity College Dublin / Department of Economics
2
University of British Columbia / Finance Division
2
Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
American Finance Association
1
Bank of Canada
1
CFA Institute <Charlottesville, Va.>
1
Cambridge University Press
1
Center for Economic Research <Minneapolis, Minn.>
1
Centre for Analytical Finance <Århus>
1
Centre for Economic Policy Research
1
Chambre de commerce et d'industrie de Paris
1
Committee on Finance, United States Senate
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Board of Governors
1
Federal Reserve System / Division of Research and Statistics
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Gruppo IMI <Rom>
1
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Institute of Finance and Accounting <London>
1
Instituto Valenciano de Investigaciones Económicas
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives <10., 2021, Online>
1
International Conference on Futures and Other Derivatives <11., 2022, Online>
1
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
International Conference on Numerical Methods for Finance <2006, Dublin>
1
more ...
less ...
Published in...
All
Journal of banking & finance
64
Journal of financial economics
64
International journal of theoretical and applied finance
52
NBER working paper series
52
Finance research letters
49
Working paper / National Bureau of Economic Research, Inc.
45
Journal of empirical finance
44
The journal of finance : the journal of the American Finance Association
43
NBER Working Paper
42
The review of financial studies
39
Journal of economic dynamics & control
38
Journal of econometrics
37
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Finance and stochastics
35
The journal of futures markets
35
International review of economics & finance : IREF
34
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
Research paper series / Swiss Finance Institute
33
Journal of financial and quantitative analysis : JFQA
32
Quantitative finance
31
International review of financial analysis
29
Journal of mathematical finance
27
Annals of finance
26
The European journal of finance
24
The North American journal of economics and finance : a journal of financial economics studies
24
Swiss Finance Institute Research Paper
22
European journal of operational research : EJOR
21
Advances in futures and options research : a research annual
20
Economics letters
20
Review of derivatives research
20
Insurance
19
Working paper
19
Economic modelling
17
Applied economics
16
Finance and economics discussion series
16
Journal of risk and financial management : JRFM
16
Pacific-Basin finance journal
16
Research in international business and finance
16
Review of quantitative finance and accounting
16
Applied mathematical finance
15
more ...
less ...
Source
All
ECONIS (ZBW)
3,735
RePEc
11
EconStor
10
OLC EcoSci
4
Showing
1
-
10
of
3,760
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
4
On pricing contingent claims under the double heston model
Costabile, M.
;
Massabò, I.
;
Russo, E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009672610
Saved in:
5
Estimating stochastic
volatility
: the rough side to equityreturns
Haynes, Jonathan
;
Schmitt, Daniel
;
Grimm, Lukas
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 449-469
Persistent link: https://www.econbiz.de/10012127236
Saved in:
6
Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic
volatility
Han, Yuecai
;
Zhang, Fengtong
- In:
Review of derivatives research
27
(
2024
)
1
,
pp. 37-53
Persistent link: https://www.econbiz.de/10015133907
Saved in:
7
Credit derivatives pricing with stochastic
volatility
models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
8
Derivative
pricing with wishart multivariate stochastic
volatility
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 438-451
Persistent link: https://www.econbiz.de/10008736163
Saved in:
9
Stochastic correlation and
volatility
mean-reversion : empirical motivation and derivatives pricing via perturbation theory
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 555-594
Persistent link: https://www.econbiz.de/10010500871
Saved in:
10
A multifactor stochastic
volatility
model of commodity prices
Cortazar, Gonzalo
;
Lopez, Matias
;
Naranjo, Lorenzo
- In:
Energy economics
67
(
2017
),
pp. 182-201
Persistent link: https://www.econbiz.de/10011897898
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
