//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Real options analysis"
~subject:"Volatility"
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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Real options analysis
Volatility
Optionspreistheorie
14,661
Option pricing theory
14,197
Volatilität
3,950
Theorie
3,929
Theory
3,782
Stochastischer Prozess
3,249
Stochastic process
3,196
Optionsgeschäft
2,918
Option trading
2,898
Derivat
2,416
Derivative
2,412
Black-Scholes-Modell
1,705
Black-Scholes model
1,609
Hedging
1,310
Portfolio-Management
1,170
Portfolio selection
1,154
CAPM
1,054
Zinsstruktur
948
Yield curve
938
Schätzung
897
Estimation
882
USA
781
United States
765
Realoptionsansatz
647
Risiko
642
Risk
639
Monte-Carlo-Simulation
620
Monte Carlo simulation
609
Kreditrisiko
586
Statistische Verteilung
582
Börsenkurs
581
Credit risk
576
Statistical distribution
572
Share price
566
Kapitaleinkommen
528
Capital income
527
Zinsderivat
460
Interest rate derivative
457
more ...
less ...
Online availability
All
Free
1,513
Undetermined
1,225
Type of publication
All
Article
2,631
Book / Working Paper
1,857
Type of publication (narrower categories)
All
Article in journal
2,483
Aufsatz in Zeitschrift
2,483
Graue Literatur
512
Non-commercial literature
512
Arbeitspapier
475
Working Paper
475
Hochschulschrift
152
Aufsatz im Buch
123
Book section
123
Thesis
118
Collection of articles of several authors
22
Sammelwerk
22
Collection of articles written by one author
17
Sammlung
17
Conference paper
16
Konferenzbeitrag
16
Forschungsbericht
13
Bibliografie enthalten
10
Bibliography included
10
Aufsatzsammlung
9
Case study
8
Fallstudie
8
Lehrbuch
7
Textbook
6
Amtsdruckschrift
4
Government document
4
Handbook
4
Handbuch
4
Accompanied by computer file
3
Bibliografie
3
Elektronischer Datenträger als Beilage
3
Konferenzschrift
3
CD-ROM, DVD
2
Reprint
2
Systematic review
2
Übersichtsarbeit
2
Festschrift
1
Ratgeber
1
more ...
less ...
Language
All
English
4,358
German
129
French
3
Italian
1
Spanish
1
Author
All
Cui, Zhenyu
44
Carr, Peter
27
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Jacobs, Kris
23
Härdle, Wolfgang
22
Fengler, Matthias R.
21
Gatheral, Jim
21
Nguyen, Duy
21
Alòs, Elisa
20
Lorig, Matthew
20
Takahashi, Akihiko
20
Zhang, Jin E.
20
Guyon, Julien
19
Christoffersen, Peter F.
18
Benth, Fred Espen
15
Escobar, Marcos
15
Ewald, Christian-Oliver
15
Fouque, Jean-Pierre
15
Grasselli, Martino
15
Schoutens, Wim
15
Wang, Xingchun
15
Elliott, Robert J.
14
Forde, Martin
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Madan, Dilip B.
14
Oosterlee, Cornelis W.
14
Skiadopoulos, George
14
Trigeorgis, Lenos
14
Grzelak, Lech A.
13
Heston, Steven L.
13
Kwok, Yue-Kuen
13
Leippold, Markus
13
Todorov, Viktor
13
Wong, Hoi Ying
13
Wu, Liuren
13
Yang, Zhaojun
13
Zheng, Wendong
13
more ...
less ...
Institution
All
National Bureau of Economic Research
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
International Center for Financial Asset Management and Engineering
2
Karlsruher Institut für Technologie
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
Hochschule für Bankwirtschaft
1
Institute of Finance and Accounting <London>
1
Institutt for Foretaksøkonomi <Bergen, Norwegen>
1
Melbourne Business School
1
Peter Lang GmbH
1
Sportökonomie Uni Bayreuth e.V.
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Università Commerciale Luigi Bocconi / Scuola di Direzione Aziendale
1
Universität Ulm
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
Wharton School / Finance Department
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
174
Quantitative finance
105
Journal of banking & finance
83
Applied mathematical finance
79
The journal of futures markets
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
The journal of computational finance
65
European journal of operational research : EJOR
54
Review of derivatives research
53
Finance research letters
49
International journal of financial engineering
49
Finance and stochastics
41
Journal of econometrics
41
Journal of economic dynamics & control
41
The journal of derivatives : the official publication of the International Association of Financial Engineers
41
Computational economics
40
Journal of mathematical finance
38
The North American journal of economics and finance : a journal of financial economics studies
38
The European journal of finance
35
Research paper series / Swiss Finance Institute
32
Risks : open access journal
31
Energy economics
30
Journal of financial economics
28
Review of quantitative finance and accounting
28
Insurance / Mathematics & economics
27
Annals of finance
26
Applied economics
25
International review of economics & finance : IREF
25
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Economic modelling
20
International review of financial analysis
20
Journal of risk and financial management : JRFM
20
Asia-Pacific financial markets
19
Discussion paper / Tinbergen Institute
18
Journal of empirical finance
18
Journal of financial and quantitative analysis : JFQA
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Swiss Finance Institute Research Paper
16
The journal of finance : the journal of the American Finance Association
15
more ...
less ...
Source
All
ECONIS (ZBW)
4,488
Showing
1
-
10
of
4,488
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
Saved in:
2
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan
-
1994
Persistent link: https://www.econbiz.de/10000959539
Saved in:
3
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
4
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
5
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
6
Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001355949
Saved in:
7
Why do we smile? : On the determinants of the implied volatility function
Peña Sánchez de Rivera, Juan Ignacio
;
Rubio, Gonzalo
; …
- In:
Journal of banking & finance
23
(
1999
)
8
,
pp. 1151-1179
Persistent link: https://www.econbiz.de/10001391604
Saved in:
8
Varianzminimierende Hedgingstrategien für Optionen bei möglichen Kurssprüngen
Grünewald, Barbara
- In:
Bewertung und Einsatz von Finanzderivaten
,
(pp. 43-87)
.
1997
Persistent link: https://www.econbiz.de/10001321784
Saved in:
9
Option pricing under stochastic volatility and stochastic interest rate in the Spanish case
Sáez, Marc
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10001226979
Saved in:
10
New insights into smile, mispricing, and value at risk : the hyperbolic model
Eberlein, Ernst
- In:
The journal of business : B
71
(
1998
)
3
,
pp. 371-405
Persistent link: https://www.econbiz.de/10001247514
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->