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
World oil prices and equity re...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
17
Theory
17
Vereinigte Staaten
16
Optionspreistheorie
14
USA
11
United States
10
Mineralölmarkt
9
Estimation
6
Hedging
6
Option trading
6
Optionsgeschäft
6
Schätzung
6
Volatility
6
Volatilität
6
Portfolio selection
5
Portfolio-Management
5
Börsenkurs
4
Commodity derivative
4
Oil market
4
Rohstoffderivat
4
Ölmarkt
4
CAPM
3
Currency derivative
3
Derivat
3
Derivative
3
Interest rate
3
Kalman filter
3
Lagerhaltung
3
Mineralölinteressenpolitik
3
Rebalancing
3
Simulation
3
Stochastic process
3
Stochastischer Prozess
3
Versorgungswirtschaft
3
Währungsderivat
3
Zins
3
Arbitrage
2
Bildungsökonomie
2
Bitcoin
2
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Hilliard, Jimmy E.
14
Hilliard, Jitka
6
Kau, James B.
2
Ngo, Julie T. D.
2
Reis, Jorge
2
Schwartz, Adam
2
Arnold, Tom
1
Chance, Don M.
1
Hillebrand, Eric
1
Keenan, Donald C.
1
Muller, Walter J.
1
Ni, Yinan
1
Slawson, V. Carlos
1
more ...
less ...
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Quantitative finance
2
American journal of agricultural economics
1
International journal of financial markets and derivatives
1
Journal of banking & finance
1
Journal of commodity markets : JCM
1
Journal of financial and quantitative analysis : JFQA
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of financial research
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Jump processes in commodity futures prices and options pricing
Hilliard, Jimmy E.
;
Reis, Jorge
- In:
American journal of agricultural economics
81
(
1999
)
2
,
pp. 273-286
Persistent link: https://www.econbiz.de/10001387252
Saved in:
2
Valuation of commodity futures and options under stochastic convenience yields, interest rates, and jump diffusions in the spot
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 61-86
Persistent link: https://www.econbiz.de/10001243204
Saved in:
3
Valuing prepayment and default in a fixed-rate mortgage : a bivariate binominal options pricing technique
Hilliard, Jimmy E.
- In:
Real estate economics : journal of the American Real …
26
(
1998
)
3
,
pp. 431-468
Persistent link: https://www.econbiz.de/10001249229
Saved in:
4
Binomial option pricing under stochastic volatility and correlated state variables
Hilliard, Jimmy E.
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 23-39
Persistent link: https://www.econbiz.de/10001207627
Saved in:
5
Pricing a class of American and European path dependent securities
Hilliard, Jimmy E.
;
Kau, James B.
;
Keenan, Donald C.
; …
- In:
Management science : journal of the Institute for …
41
(
1995
)
12
,
pp. 1892-1899
Persistent link: https://www.econbiz.de/10001196045
Saved in:
6
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
Saved in:
7
Estimating early exercise premiums on gold and copper options using a multifactor model and density matched lattices
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
The financial review : the official publication of the …
50
(
2015
)
1
,
pp. 27-56
Persistent link: https://www.econbiz.de/10010503982
Saved in:
8
Short-maturity options and jump memory
Arnold, Tom
;
Hilliard, Jimmy E.
;
Schwartz, Adam
- In:
The journal of financial research
30
(
2007
)
3
,
pp. 437-454
Persistent link: https://www.econbiz.de/10003537005
Saved in:
9
Pricing an option on revenue from an innovation: an application to movie box office revenue
Chance, Don M.
;
Hillebrand, Eric
;
Hilliard, Jimmy E.
- In:
Management science : journal of the Institute for …
54
(
2008
)
5
,
pp. 1015-1028
Persistent link: https://www.econbiz.de/10003735586
Saved in:
10
Pricing American options when there is short-lived arbitrage
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
International journal of financial markets and derivatives
4
(
2015
)
1
,
pp. 43-53
Persistent link: https://www.econbiz.de/10011316656
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
