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
Testing for jumps in noisy hig...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
124
Theory
123
Volatility
91
Volatilität
91
Estimation theory
63
Schätztheorie
63
Zeitreihenanalyse
43
Time series analysis
41
Estimation
38
Schätzung
38
Stochastic process
37
Stochastischer Prozess
37
Capital income
36
Kapitaleinkommen
36
CAPM
34
Martingale
33
Martingal
32
Börsenkurs
31
Share price
31
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Portfolio selection
27
Portfolio-Management
27
Market microstructure
24
Marktmikrostruktur
24
China
23
Optionspreistheorie
22
Noise Trading
20
Noise trading
20
Financial market
19
Finanzmarkt
19
Electronic trading
17
Elektronisches Handelssystem
17
USA
17
United States
17
Maximum likelihood estimation
16
Maximum-Likelihood-Schätzung
16
Statistical test
16
Statistischer Test
16
more ...
less ...
Online availability
All
Free
7
Undetermined
4
Type of publication
All
Article
12
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
3
Working Paper
3
Collection of articles of several authors
2
Graue Literatur
2
Non-commercial literature
2
Sammelwerk
2
more ...
less ...
Language
All
English
22
Author
All
Aït-Sahalia, Yacine
17
Duarte, Jefferson
3
Jacod, Jean
3
Lo, Andrew W.
3
Brandt, Michael W.
2
Hansen, Lars Peter
2
Li, Jia
2
Eberlein, Ernst
1
Fan, Jianqing
1
Hua, Qiuling
1
Li, Chen Xu
1
Li, Chenxu
1
Peng, Heng
1
Podolskij, Mark
1
Protter, Philip E.
1
Rosenbaum, Mathieu
1
Salome, Guilherme
1
Tauchen, George Eugene
1
Wang, Yubo
1
Xiu, Dacheng
1
Yang, Chengrong
1
Yared, Francis
1
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Published in...
All
Journal of econometrics
4
NBER Working Paper
4
Working paper / National Bureau of Economic Research, Inc.
3
Finance and stochastics
2
Handbooks in finance
2
The journal of finance : the journal of the American Finance Association
2
Journal of corporate treasury management : the official publication of the Finance and Treasury Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
NBER working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Effects of issuing warrants and corporate bonds on traded options
Hua, Qiuling
;
Li, Jia
;
Yang, Chengrong
- In:
Journal of corporate treasury management : the official …
2
(
2008/09
)
1
,
pp. 37-41
Persistent link: https://www.econbiz.de/10003772958
Saved in:
2
Disagreement in market index options
Salome, Guilherme
;
Tauchen, George Eugene
;
Li, Jia
-
2024
Persistent link: https://www.econbiz.de/10015338761
Saved in:
3
On the range of options prices
Eberlein, Ernst
- In:
Finance and stochastics
1
(
1997
)
2
,
pp. 131-140
Persistent link: https://www.econbiz.de/10001217943
Saved in:
4
Risk-neutral compatibility with option prices
Jacod, Jean
;
Protter, Philip E.
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 285-315
Persistent link: https://www.econbiz.de/10003951511
Saved in:
5
Comment on: limit of random measures associated with the increments of a Brownian Semimartingale : asymptotic behavior of local times related statistics for fractional Brownian motion
Podolskij, Mark
;
Rosenbaum, Mathieu
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
4
,
pp. 588-598
Persistent link: https://www.econbiz.de/10011987969
Saved in:
6
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1995
Persistent link: https://www.econbiz.de/10000935916
Saved in:
7
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
8
Do option markets correctly price the probabilities of movement of the underlying asset?
Aït-Sahalia, Yacine
;
Wang, Yubo
;
Yared, Francis
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 67-110
Persistent link: https://www.econbiz.de/10001575286
Saved in:
9
Telling from discrete data whether the underlying continuous-time model is a diffusion
Aït-Sahalia, Yacine
-
2001
Persistent link: https://www.econbiz.de/10001614008
Saved in:
10
Nonparametric option pricing under shape restrictions
Aït-Sahalia, Yacine
;
Duarte, Jefferson
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 9-47
Persistent link: https://www.econbiz.de/10001772140
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
