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~subject:"Hedging"
~subject:"Option trading"
~subject:"Risiko"
~subject:"Theory"
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Search: "Option pricing theory"
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Hedging
Option trading
Risiko
Theory
Optionspreistheorie
14,415
Option pricing theory
14,202
Volatilität
3,768
Volatility
3,755
Theorie
3,399
Stochastischer Prozess
3,135
Stochastic process
3,128
Optionsgeschäft
2,824
Derivat
2,346
Derivative
2,346
Portfolio selection
1,074
Portfolio-Management
1,074
Black-Scholes-Modell
1,072
Black-Scholes model
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
Statistische Verteilung
555
Börsenkurs
538
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536
Capital income
502
Kapitaleinkommen
502
Interest rate derivative
452
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452
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9
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Madan, Dilip B.
41
Härdle, Wolfgang
35
Carr, Peter
34
Hull, John
32
Joshi, Mark S.
29
Chiarella, Carl
24
Cui, Zhenyu
24
Wystup, Uwe
24
Stentoft, Lars
23
Kwok, Yue-Kuen
22
Schoutens, Wim
22
Wang, Xingchun
22
Rosenberg, Joshua V.
21
Elliott, Robert J.
20
Fabozzi, Frank J.
20
Jarrow, Robert A.
20
Zhang, Jin E.
20
Scaillet, Olivier
19
Schoenmakers, John
19
Engle, Robert F.
18
Korn, Olaf
18
Takahashi, Akihiko
18
Alexander, Carol
17
Chesney, Marc
17
Ewald, Christian-Oliver
17
Schwartz, Eduardo S.
17
Subrahmanyam, Marti G.
17
Vorst, Ton
17
Fusai, Gianluca
16
Glasserman, Paul
16
Jacobs, Kris
16
Melʹnikov, Aleksandr V.
16
Barone-Adesi, Giovanni
15
Kallsen, Jan
15
Korn, Ralf
15
Lee, Hangsuck
15
Prigent, Jean-Luc
15
Renault, Eric
15
Schlag, Christian
15
Wilmott, Paul
15
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Centre for Analytical Finance <Århus>
17
National Bureau of Economic Research
17
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Svenska Handelshögskolan <Helsinki>
9
Center for Economic Research <Tilburg>
8
Ekonomiska forskningsinstitutet <Stockholm>
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
4
Johannes Gutenberg-Universität Mainz
4
Verlag Dr. Kovač
4
Centre of Financial Studies
3
Chambre de commerce et d'industrie de Paris
3
Institut for Finansiering <Frederiksberg>
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Deutsche Forschungsgemeinschaft
2
Eberhard Karls Universität Tübingen
2
Erasmus Research Institute of Management
2
Hochschule für Bankwirtschaft
2
Institute of Finance and Accounting <London>
2
International Centre for Trade and Sustainable Development
2
Karlsruher Institut für Technologie
2
Pearson Studium
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Springer Fachmedien Wiesbaden
2
Springer-Verlag GmbH
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Transportation, Water, and Telecommunications Department, The World Bank
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
Universität Ulm
2
Weltbank
2
Weltwirtschaftsforum
2
École des Hautes Études Commerciales <Lausanne>
2
American Finance Association
1
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
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Published in...
All
International journal of theoretical and applied finance
221
Mathematical finance : an international journal of mathematics, statistics and financial theory
207
The journal of futures markets
153
Finance and stochastics
137
The journal of derivatives : the official publication of the International Association of Financial Engineers
126
Applied mathematical finance
124
The journal of computational finance
120
Review of derivatives research
112
Journal of banking & finance
105
Journal of economic dynamics & control
81
Quantitative finance
69
Finance research letters
49
Research paper series / Swiss Finance Institute
47
Insurance / Mathematics & economics
46
Journal of financial economics
46
The journal of finance : the journal of the American Finance Association
43
The European journal of finance
41
European journal of operational research : EJOR
40
The journal of real estate finance and economics
40
The North American journal of economics and finance : a journal of financial economics studies
39
International journal of financial engineering
38
The review of financial studies
38
Computational economics
34
Journal of mathematical finance
34
Risks : open access journal
33
SFB 649 discussion paper
33
Asia-Pacific financial markets
31
Journal of financial and quantitative analysis : JFQA
31
International review of economics & finance : IREF
29
Working paper series / Centre for Practical Quantitative Finance
29
Gabler Edition Wissenschaft
28
Working paper / National Bureau of Economic Research, Inc.
28
Advances in futures and options research : a research annual
27
Annals of finance
27
Decisions in economics and finance : DEF ; a journal of applied mathematics
27
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
Review of quantitative finance and accounting
26
SpringerLink / Bücher
26
Swiss Finance Institute Research Paper
26
Discussion paper / B
25
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Source
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ECONIS (ZBW)
6,852
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
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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