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~subject:"Hedging"
~subject:"Option trading"
~subject:"Risiko"
~subject:"Statistische Verteilung"
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Hedging
Option trading
Risiko
Statistische Verteilung
Optionspreistheorie
14,415
Option pricing theory
14,202
Volatilität
3,768
Volatility
3,755
Theorie
3,399
Theory
3,398
Stochastischer Prozess
3,135
Stochastic process
3,128
Optionsgeschäft
2,824
Derivat
2,346
Derivative
2,346
Portfolio selection
1,074
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1,074
Black-Scholes-Modell
1,072
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1,040
CAPM
1,009
Zinsstruktur
921
Yield curve
915
Estimation
841
Schätzung
837
USA
713
United States
707
Real options analysis
636
Realoptionsansatz
636
Risk
612
Monte-Carlo-Simulation
601
Monte Carlo simulation
597
Kreditrisiko
568
Credit risk
561
Statistical distribution
555
Börsenkurs
538
Share price
536
Capital income
502
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502
Interest rate derivative
452
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452
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133
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8
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Madan, Dilip B.
31
Cui, Zhenyu
28
Hull, John
28
Carr, Peter
22
Schoutens, Wim
21
Wang, Xingchun
21
Zhang, Jin E.
21
Joshi, Mark S.
20
Stentoft, Lars
19
Fabozzi, Frank J.
18
Härdle, Wolfgang
18
Jacobs, Kris
18
Rosenberg, Joshua V.
18
Ewald, Christian-Oliver
16
Todorov, Viktor
16
Alexander, Carol
15
Lee, Hangsuck
15
Takahashi, Akihiko
15
Melʹnikov, Aleksandr V.
14
Orosi, Greg
14
Yang, Zhaojun
14
Zanette, Antonino
14
Elliott, Robert J.
13
Engle, Robert F.
13
Fusai, Gianluca
13
Korn, Olaf
13
Leippold, Markus
13
Li, Lingfei
13
Kelly, Bryan T.
12
Kwok, Yue-Kuen
12
Perrakis, Stylianos
12
Alghalith, Moawia
11
Benth, Fred Espen
11
Bernard, Carole
11
Dhaene, Jan
11
Guirguis, Michel
11
Hess, Markus
11
Kallsen, Jan
11
Kim, Young Shin
11
Levendorskii, Sergei
11
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National Bureau of Economic Research
17
Centre for Analytical Finance <Århus>
6
Center for Economic Research <Tilburg>
5
Bonn Graduate School of Economics
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Deutsche Forschungsgemeinschaft
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Institut for Finansiering <Frederiksberg>
2
International Centre for Trade and Sustainable Development
2
Johannes Gutenberg-Universität Mainz
2
Karlsruher Institut für Technologie
2
Pearson Studium
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
Universität Ulm
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Weltwirtschaftsforum
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Australian National University / Faculty of Economics and Commerce
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Center for Economic Research <Minneapolis, Minn.>
1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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
Eberhard Karls Universität Tübingen
1
Energy, Mines and Resources, Canada
1
Erasmus Research Institute of Management
1
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 Bank of Cleveland
1
Federal Reserve Bank of New York
1
FernUniversität in Hagen
1
Institute for Fiscal Studies
1
Institute of Finance and Accounting <London>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
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International journal of theoretical and applied finance
165
The journal of futures markets
110
Applied mathematical finance
85
Quantitative finance
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
Review of derivatives research
76
The journal of computational finance
73
The journal of derivatives : the official publication of the International Association of Financial Engineers
72
Journal of banking & finance
71
Finance and stochastics
59
Journal of economic dynamics & control
56
Finance research letters
50
Insurance / Mathematics & economics
48
European journal of operational research : EJOR
44
International journal of financial engineering
44
The North American journal of economics and finance : a journal of financial economics studies
44
Research paper series / Swiss Finance Institute
43
Computational economics
42
Journal of mathematical finance
38
Risks : open access journal
37
Review of quantitative finance and accounting
26
International review of economics & finance : IREF
25
Journal of financial economics
25
Swiss Finance Institute Research Paper
25
The European journal of finance
25
Journal of econometrics
23
Asia-Pacific financial markets
22
Journal of risk and financial management : JRFM
22
Applied economics
21
Economic modelling
21
Annals of finance
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Mathematics and financial economics
19
The journal of derivatives : JOD
19
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
18
Energy economics
17
NBER working paper series
17
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
International review of financial analysis
15
Journal of financial markets
14
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ECONIS (ZBW)
4,584
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
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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
Political uncertainty and currency markets
Leippold, Markus
;
Matthys, Felix
;
Mueller, Philippe
; …
-
2024
Persistent link: https://www.econbiz.de/10014486798
Saved in:
7
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:
8
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:
9
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
Saved in:
10
Analytic method for pricing vulnerable external barrier options
Kim, Donghyun
;
Yoon, Ji-Hun
- In:
Computational economics
61
(
2023
)
4
,
pp. 1561-1591
Persistent link: https://www.econbiz.de/10014327071
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