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~subject:"Börsenkurs"
~subject:"Hedging"
~subject:"Option trading"
~subject:"Risiko"
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Börsenkurs
Hedging
Option trading
Risiko
Optionspreistheorie
14,415
Option pricing theory
14,202
Volatilität
3,768
Volatility
3,755
Theorie
3,399
Theory
3,398
Stochastischer Prozess
3,135
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3,128
Optionsgeschäft
2,824
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2,346
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1,074
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1,072
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921
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915
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841
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837
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713
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707
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636
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636
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612
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601
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597
Kreditrisiko
568
Credit risk
561
Statistical distribution
555
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555
Share price
536
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502
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502
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452
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Madan, Dilip B.
30
Hull, John
28
Schoutens, Wim
27
Cui, Zhenyu
24
Wang, Xingchun
22
Jacobs, Kris
20
Joshi, Mark S.
20
Zhang, Jin E.
20
Stentoft, Lars
19
Carr, Peter
18
Alexander, Carol
15
Dhaene, Jan
15
Ewald, Christian-Oliver
15
Härdle, Wolfgang
15
Lee, Hangsuck
15
Leippold, Markus
15
Fabozzi, Frank J.
14
Melʹnikov, Aleksandr V.
14
Rosenberg, Joshua V.
14
Ryu, Doojin
14
Todorov, Viktor
14
Yang, Zhaojun
14
Zanette, Antonino
14
Engle, Robert F.
13
Fusai, Gianluca
13
Korn, Olaf
13
Li, Lingfei
13
Elliott, Robert J.
12
Hess, Markus
12
Heston, Steven L.
12
Kelly, Bryan T.
12
Kwok, Yue-Kuen
12
Liu, Yanchu
12
Orosi, Greg
12
Perrakis, Stylianos
12
Prokopczuk, Marcel
12
Takahashi, Akihiko
12
Alghalith, Moawia
11
Benth, Fred Espen
11
Bernard, Carole
11
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National Bureau of Economic Research
18
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5
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5
Bonn Graduate School of Economics
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Deutsche Forschungsgemeinschaft
3
Johannes Gutenberg-Universität Mainz
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Institut for Finansiering <Frederiksberg>
2
International Centre for Trade and Sustainable Development
2
Karlsruher Institut für Technologie
2
Pearson Studium
2
Svenska Handelshögskolan <Helsinki>
2
Universität Ulm
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Weltwirtschaftsforum
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École des Hautes Études Commerciales <Lausanne>
2
American Finance Association
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Australian National University / Faculty of Economics and Commerce
1
Berliner Wissenschafts-Verlag
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1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Centre for Economic Policy Research
1
Chambre de commerce et d'industrie de Paris
1
Christian-Albrechts-Universität zu Kiel
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
EOE
1
ESCP-EAP European School of Management
1
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1
Energy, Mines and Resources, Canada
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Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Federal Reserve Bank of Chicago
1
Federal Reserve System / Board of Governors
1
FernUniversität in Hagen
1
Goethe-Universität Frankfurt am Main
1
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International journal of theoretical and applied finance
149
The journal of futures markets
109
Mathematical finance : an international journal of mathematics, statistics and financial theory
80
Applied mathematical finance
79
Quantitative finance
72
Review of derivatives research
71
Journal of banking & finance
69
The journal of computational finance
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
65
Finance and stochastics
57
Journal of economic dynamics & control
56
Finance research letters
52
Research paper series / Swiss Finance Institute
47
Insurance / Mathematics & economics
43
European journal of operational research : EJOR
41
International journal of financial engineering
40
The North American journal of economics and finance : a journal of financial economics studies
40
Journal of mathematical finance
36
Risks : open access journal
35
Computational economics
32
The European journal of finance
27
Journal of financial economics
26
Swiss Finance Institute Research Paper
25
International review of economics & finance : IREF
24
Journal of risk and financial management : JRFM
24
Review of quantitative finance and accounting
23
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Applied economics
21
Asia-Pacific financial markets
20
Economic modelling
20
Annals of finance
19
Journal of econometrics
19
International review of financial analysis
18
NBER working paper series
18
Energy economics
17
The journal of derivatives : JOD
17
Mathematics and financial economics
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
Theoretical economics letters
14
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ECONIS (ZBW)
4,547
USB Cologne (EcoSocSci)
5
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1
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
2
Valuation of corporate debt and equity in uncertain markets
Matenda, Frank Ranganai
;
Chirima, Justin
;
Sibanda, Mabutho
- In:
International journal of economics and financial issues …
13
(
2023
)
1
,
pp. 7-12
Persistent link: https://www.econbiz.de/10014228289
Saved in:
3
Term structure modeling with overnight rates beyond stochastic continuity
Fontana, Claudio
;
Grbac, Zorana
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 151-189
Persistent link: https://www.econbiz.de/10014471210
Saved in:
4
Effectiveness of deterministic option pricing models : new evidence from Nifty and Bank Nifty Index options
Singh, Vipul Kumar
;
Kumar, Pawan
- In:
The journal of asset management : a major new, …
25
(
2024
)
2
,
pp. 172-189
Persistent link: https://www.econbiz.de/10014511683
Saved in:
5
Accurate delta hedging of european options using conformable calculus
Olmos, Andrés
;
Muriel, Nelson
- In:
EconoQuantum : Revista de Economía y Negocios
21
(
2024
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10014500556
Saved in:
6
Scheduling processes and inference of scheduled events from price data
Leippold, Markus
;
Svaton, Michal
-
2024
Persistent link: https://www.econbiz.de/10014486795
Saved in:
7
Political uncertainty and currency markets
Leippold, Markus
;
Matthys, Felix
;
Mueller, Philippe
; …
-
2024
Persistent link: https://www.econbiz.de/10014486798
Saved in:
8
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
9
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
10
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
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