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Option pricing theory
Optionspreistheorie
38
Theorie
32
Theory
32
Volatility
13
Volatilität
13
Black-Scholes model
11
Black-Scholes-Modell
11
Hedging
11
Capital income
8
Kapitaleinkommen
8
Börsenkurs
7
Option trading
7
Optionsgeschäft
7
Share price
7
Capital market returns
5
Derivat
5
Derivative
5
Estimation
5
Forecasting model
5
Kapitalmarktrendite
5
Portfolio selection
5
Portfolio-Management
5
Prognoseverfahren
5
Schätzung
5
Aktienmarkt
4
Anlageverhalten
4
Behavioural finance
4
CAPM
4
Risikoprämie
4
Risk premium
4
Stock market
4
Deposit insurance
3
Einlagensicherung
3
Investor sentiment
3
Return predictability
3
Stochastic process
3
Stochastischer Prozess
3
Taiwan
3
USA
3
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Article
37
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36
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36
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English
38
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Chung, San-lin
15
Câmara, António
14
Chung, San-Lin
10
Shackleton, Mark B.
6
Wang, Yaw-huei
5
Shih, Pai-ta
4
Tsai, Wei-che
4
Chou, Robin K.
2
Li, Weiping
2
Popova, Ivilina
2
Shih, Pai-Ta
2
Wang, Yaw-Huei
2
Chang, Chuang-chang
1
Chang, Hsieh-chung
1
Chen, David M.
1
Chen, Hsuan-Chi
1
Chen, Ren-Raw
1
Câmara, Ana
1
Gang, Shyy
1
Heston, Steven L.
1
Hsiao, Yu-Jen
1
Hsiao, Yu-jen
1
Hung, Mao-Wei
1
Hung, Weifeng
1
Kang, Jangkoo
1
Kim, Hwa-sung
1
Ko, Kunyi
1
Krehbiehl, Tim
1
Krehbiel, Timothy L.
1
Lai, Hsiao-wei
1
Lee, Han-hsing
1
Lin, Shu-ying
1
Miao, Daniel Wei-Chung
1
Shin, Jeongwoo
1
Simkins, Betty J.
1
Simkins, Betty Jo
1
Tseng, Chung-Li
1
Wang, Jr-yan
1
Weng, Pei-shih
1
Wojakowski, Rafal
1
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The journal of futures markets
13
Journal of banking & finance
6
Journal of financial and quantitative analysis : JFQA
3
Review of derivatives research
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Advances in investment analysis and portfolio management : a research annual
1
Applied economics letters
1
Applied financial economics
1
Finance : revue de l'Association Française de Finance
1
Financial derivatives : pricing and risk management
1
International journal of finance & economics : IJFE
1
Jingji-lunwen
1
Journal of business finance & accounting : JBFA
1
Journal of risk and financial management : JRFM
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
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Option implied cost of equity and its properties
Câmara, António
;
Chung, San-lin
;
Wang, Yaw-huei
- In:
The journal of futures markets
29
(
2009
)
7
,
pp. 599-629
Persistent link: https://www.econbiz.de/10003842906
Saved in:
2
An extended set of risk neutral valuation relationships for the pricing of contingent claims
Câmara, António
- In:
Review of derivatives research
3
(
1999
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10001445809
Saved in:
3
The valuation of options with restrictions on preferences and distributions
Câmara, António
- In:
The journal of futures markets
21
(
2001
)
12
,
pp. 1091-1117
Persistent link: https://www.econbiz.de/10001620297
Saved in:
4
A generalization of the Brennan-Rubinstein approach for the pricing of derivatives
Câmara, António
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 805-819
Persistent link: https://www.econbiz.de/10001750603
Saved in:
5
The Black-Scholes legacy : closed-form option pricing models
Câmara, António
- In:
Financial derivatives : pricing and risk management
,
(pp. 387-404)
.
2010
Persistent link: https://www.econbiz.de/10003920436
Saved in:
6
Two counters of jumps
Câmara, António
- In:
Journal of banking & finance
33
(
2009
)
3
,
pp. 456-463
Persistent link: https://www.econbiz.de/10003807620
Saved in:
7
Option prices sustained by risk-preferences
Câmara, António
- In:
The journal of business : B
78
(
2005
)
5
,
pp. 1683-1708
Persistent link: https://www.econbiz.de/10003232488
Saved in:
8
Displaced jump-diffusion option valuation
Câmara, António
;
Krehbiehl, Tim
;
Li, Weiping
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
2
,
pp. 41-58
Persistent link: https://www.econbiz.de/10003925808
Saved in:
9
Comment on "A new simple square root option pricing model"
Kim, Hwa-sung
;
Kang, Jangkoo
;
Shin, Jeongwoo
- In:
The journal of futures markets
32
(
2012
)
2
,
pp. 191-198
Persistent link: https://www.econbiz.de/10009487021
Saved in:
10
Expected returns, risk premia, and volatility surfaces implicit in option market prices
Câmara, António
;
Krehbiel, Timothy L.
;
Li, Weiping
- In:
Journal of banking & finance
35
(
2011
)
1
,
pp. 215-230
Persistent link: https://www.econbiz.de/10009244419
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