//--> //--> //--> //-->
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:"Option pricing theory"
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
Quantile regression methods fo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Stochastischer Prozess
19,641
Theorie
19,288
Stochastic process
19,194
Theory
18,923
Regression analysis
18,473
Regressionsanalyse
18,412
Statistische Verteilung
8,874
Statistical distribution
8,663
Schätztheorie
8,280
Estimation theory
8,232
Schätzung
5,788
Estimation
5,723
Volatilität
5,373
Volatility
5,297
Optionspreistheorie
4,204
Prognoseverfahren
3,560
Zeitreihenanalyse
3,535
Forecasting model
3,523
Time series analysis
3,459
Portfolio-Management
2,950
Portfolio selection
2,934
Mathematische Optimierung
2,915
Mathematical programming
2,901
Nichtparametrisches Verfahren
2,530
Nonparametric statistics
2,495
Risiko
2,364
Risk
2,349
Kapitaleinkommen
2,234
Capital income
2,226
USA
1,880
United States
1,824
Börsenkurs
1,780
Share price
1,745
Markov chain
1,730
Markov-Kette
1,730
Risikomaß
1,679
Risk measure
1,668
Wahrscheinlichkeitsrechnung
1,665
Probability theory
1,642
more ...
less ...
Online availability
All
Undetermined
1,420
Free
1,378
CC license
90
Type of publication
All
Article
2,645
Book / Working Paper
1,497
Type of publication (narrower categories)
All
Article in journal
2,521
Aufsatz in Zeitschrift
2,521
Graue Literatur
456
Non-commercial literature
456
Arbeitspapier
416
Working Paper
416
Aufsatz im Buch
113
Book section
113
Hochschulschrift
95
Thesis
68
Lehrbuch
32
Textbook
31
Conference paper
21
Konferenzbeitrag
21
Forschungsbericht
12
Collection of articles of several authors
11
Sammelwerk
11
Aufsatzsammlung
10
Bibliografie enthalten
8
Bibliography included
8
Collection of articles written by one author
8
Sammlung
8
Amtsdruckschrift
5
Government document
5
Einführung
4
Glossar enthalten
4
Glossary included
4
Systematic review
3
Übersichtsarbeit
3
Konferenzschrift
2
Reprint
2
Accompanied by computer file
1
Adressbuch
1
CD-ROM, DVD
1
Case study
1
Conference proceedings
1
Directory
1
Elektronischer Datenträger als Beilage
1
Fallstudie
1
Festschrift
1
more ...
less ...
Language
All
English
4,092
German
51
Author
All
Cui, Zhenyu
38
Takahashi, Akihiko
36
Chiarella, Carl
34
Carr, Peter
29
Fabozzi, Frank J.
27
Madan, Dilip B.
26
Elliott, Robert J.
22
Siu, Tak Kuen
21
Hainaut, Donatien
20
Kim, Young Shin
20
Alòs, Elisa
19
Jacquier, Antoine (Jack)
19
Nguyen, Duy
19
Oosterlee, Cornelis W.
19
Todorov, Viktor
19
Yamazaki, Akira
19
Račev, Svetlozar T.
18
Benth, Fred Espen
17
Jacobs, Kris
17
Wang, Xingchun
17
Escobar, Marcos
16
Kirkby, Justin
16
Levendorskij, Sergej Z.
16
Li, Lingfei
16
Yamada, Toshihiro
16
Gatheral, Jim
15
Grasselli, Martino
15
Härdle, Wolfgang
15
Kim, Jeong-Hoon
15
Schoutens, Wim
15
Shiraya, Kenichiro
15
Ziveyi, Jonathan
15
Ewald, Christian-Oliver
14
Forde, Martin
14
He, Xin-Jiang
14
Kwok, Yue-Kuen
14
Mijatović, Aleksandar
14
Ballotta, Laura
13
Belomestny, Denis
13
Christoffersen, Peter F.
13
more ...
less ...
Institution
All
National Bureau of Economic Research
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Centre for Analytical Finance <Århus>
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Queen Mary College / Department of Economics
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
Center for Economic Research <Minneapolis, Minn.>
1
Centre for Economic Policy Research
1
Deutsche Forschungsgemeinschaft
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Chicago
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of New York
1
International Center for Financial Asset Management and Engineering
1
Society of Actuaries
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer International Publishing
1
Taylor and Francis.
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
248
Quantitative finance
138
Finance and stochastics
112
The journal of computational finance
109
Applied mathematical finance
97
Insurance / Mathematics & economics
84
European journal of operational research : EJOR
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
Computational economics
65
International journal of financial engineering
65
Journal of mathematical finance
59
Finance research letters
57
Risks : open access journal
57
Review of derivatives research
54
The journal of futures markets
53
Journal of banking & finance
44
Journal of economic dynamics & control
42
Journal of econometrics
41
The North American journal of economics and finance : a journal of financial economics studies
41
Annals of finance
37
The journal of derivatives : the official publication of the International Association of Financial Engineers
33
Research paper series / Swiss Finance Institute
30
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
28
Asia-Pacific financial markets
27
The European journal of finance
25
SFB 649 discussion paper
24
Mathematical finance : an international journal of mathematics, statistics and financial economics
22
Journal of risk and financial management : JRFM
21
Journal of empirical finance
20
Mathematics of operations research
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Economic modelling
19
Energy economics
19
Operations research letters
19
Mathematics and financial economics
17
Decisions in economics and finance : a journal of applied mathematics
16
Applied economics
15
Discussion paper / Tinbergen Institute
15
The journal of derivatives : JOD
15
IMA journal of management mathematics
14
more ...
less ...
Source
All
ECONIS (ZBW)
4,142
Showing
1
-
10
of
4,142
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10012438391
Saved in:
2
Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G.
- In:
Current topics in quantitative finance : with 23 tables
,
(pp. 80-92)
.
1999
Persistent link: https://www.econbiz.de/10001442926
Saved in:
3
Estimating state-price densities with nonparametric regression
Huynh, Kim
;
Kervella, Pierre
;
Zheng, Jun
- In:
Applied quantitative finance : theory and computational …
,
(pp. 171-196)
.
2002
Persistent link: https://www.econbiz.de/10001749988
Saved in:
4
Estimating state-price densities with nonparametric regression
Huynh, Kim
;
Kervalla, Pierre
;
Zheng, Jun
-
2002
Persistent link: https://www.econbiz.de/10001684936
Saved in:
5
Estimating state-price densities with nonparametric regression
Huynh, Kim
;
Kervella, Pierre
;
Zheng, Jun
-
2002
Persistent link: https://www.econbiz.de/10009624851
Saved in:
6
Implicit quantiles and expectiles
Bellini, Fabio
;
Rroji, Edit
;
Sala, Carlo
- In:
Risk management decisions and value under uncertainty
,
(pp. 733-753)
.
2022
Persistent link: https://www.econbiz.de/10013342040
Saved in:
7
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
Saved in:
8
Binomial trees as dynamical systems
Galeeva, Roza
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 569-570
Persistent link: https://www.econbiz.de/10001524423
Saved in:
9
The generalized hyperbolic model : financial derivatives and risk measures
Eberlein, Ernst
;
Prause, Karsten
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 245-267)
.
2002
Persistent link: https://www.econbiz.de/10001679450
Saved in:
10
Selected infinitely divisible distributions as models for financial return data - unconditional fit and option pricing
Fischer, Matthias
-
2002
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001679700
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...
//-->