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~subject:"Option pricing theory"
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Option pricing theory
Börsenkurs
45
Share price
44
Volatilität
44
Volatility
42
Theorie
40
Theory
39
Capital income
33
Kapitaleinkommen
33
Ankündigungseffekt
29
Announcement effect
28
USA
28
Portfolio selection
26
Portfolio-Management
26
United States
26
China
20
Anlageverhalten
19
Behavioural finance
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Optionspreistheorie
19
Estimation
16
Schätzung
16
Aktienmarkt
15
Risiko
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Risk
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Stock market
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Financial analysis
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Finanzanalyse
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Schock
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CAPM
12
Financial audit
12
Führungskräfte
12
Managers
12
Shock
12
Stochastic process
12
Stochastischer Prozess
12
Welt
12
Wirtschaftsprüfung
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World
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11
Investmentfonds
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8
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English
18
Author
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Jiang, George J.
18
Sluis, Pieter J. van der
5
Tian, Yisong Sam
2
Chen, Qiang
1
Han, Yu
1
Huang, Ying
1
Pan, Guanzhong
1
Shi, Lei
1
Shimizu, Yoshiki
1
Strong, Cuyler
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van der Sluis, Pieter Jelle
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Discussion paper / Tinbergen Institute
2
Research report / Graduate School Research Institute Systems, Organisations and Management
2
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1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
European finance review : the official journal of the European Finance Association
1
Forecasting volatility in the financial markets
1
International journal of theoretical and applied finance
1
International review of finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of mathematical finance
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Research report / Graduate School Research Institute Systems, Organisations and Management / Graduate School Research Institute Systems, Organisations and Management
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ECONIS (ZBW)
18
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1
A generalized one-factor term structure model and pricing of interest rate derivative securities
Jiang, George J.
-
1997
Persistent link: https://www.econbiz.de/10000968609
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2
Stochastic volatility and jump-diffusion : implications on option pricing
Jiang, George J.
- In:
International journal of theoretical and applied finance
2
(
1999
)
4
,
pp. 381-407
Persistent link: https://www.econbiz.de/10001438710
Saved in:
3
Nonparametric modeling of US interest rate term structure dynamics and implications on the prices of derivative securities
Jiang, George J.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
4
,
pp. 465-497
Persistent link: https://www.econbiz.de/10001256376
Saved in:
4
Testing option pricing models with stochastic volatility, random jump and stochastic interest rate
Jiang, George J.
- In:
International review of finance
3
(
2002
)
3/4
,
pp. 233-272
Persistent link: https://www.econbiz.de/10002504517
Saved in:
5
Stochastic volatility and option pricing
Jiang, George J.
- In:
Forecasting volatility in the financial markets
,
(pp. 131-171)
.
2007
Persistent link: https://www.econbiz.de/10003872887
Saved in:
6
Pricing stock options under stochastic volatility and interest rates with efficient method of moments estimation
Jiang, George J.
;
Sluis, Pieter J. van der
-
1999
Persistent link: https://www.econbiz.de/10001432849
Saved in:
7
Index option pricing models with stochastic volatility and stochastic interest rates
Jiang, George J.
;
Sluis, Pieter J. van der
-
2000
Persistent link: https://www.econbiz.de/10001473253
Saved in:
8
Pricing stock options under stochastic volatility and stochastic interest rates with efficient method of moments estimation
Jiang, George J.
;
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000986291
Saved in:
9
Index option pricing models with stochastic volatility and stochastic interest rates
Jiang, George J.
;
Sluis, Pieter J. van der
- In:
European finance review : the official journal of the …
3
(
1999
)
3
,
pp. 273-310
Persistent link: https://www.econbiz.de/10001653146
Saved in:
10
Option pricing when changes of the underlying asset prices are restricted
Jiang, George J.
;
Pan, Guanzhong
;
Shi, Lei
- In:
Journal of mathematical finance
1
(
2011
)
2
,
pp. 28-33
Persistent link: https://www.econbiz.de/10009716642
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