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~subject:"Option pricing theory"
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Option pricing theory
Volatilität
39,835
Volatility
38,803
Theorie
9,898
Theory
9,663
Börsenkurs
9,192
Share price
9,055
Schätzung
8,369
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8,187
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6,920
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6,893
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6,232
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6,162
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5,614
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4,579
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4,557
Exchange rate
4,466
USA
4,187
United States
4,058
Optionspreistheorie
3,831
Stochastischer Prozess
3,807
Stochastic process
3,745
Prognoseverfahren
3,677
Forecasting model
3,631
Zeitreihenanalyse
3,158
Time series analysis
3,082
Risk
2,447
Risiko
2,444
Ölpreis
2,251
Oil price
2,237
Spillover-Effekt
2,213
Spillover effect
2,186
Finanzmarkt
2,170
Financial market
2,112
Portfolio-Management
2,097
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2,086
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1,354
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1,065
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2,178
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16
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7
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English
3,724
German
48
French
2
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1
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Cui, Zhenyu
44
Carr, Peter
26
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Jacobs, Kris
23
Gatheral, Jim
21
Härdle, Wolfgang
21
Nguyen, Duy
21
Lorig, Matthew
20
Takahashi, Akihiko
20
Zhang, Jin E.
20
Alòs, Elisa
19
Guyon, Julien
19
Christoffersen, Peter F.
18
Fengler, Matthias R.
18
Benth, Fred Espen
15
Elliott, Robert J.
15
Escobar, Marcos
15
Grasselli, Martino
15
Wang, Xingchun
15
Forde, Martin
14
Fouque, Jean-Pierre
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Oosterlee, Cornelis W.
14
Schoutens, Wim
14
Skiadopoulos, George
14
Ewald, Christian-Oliver
13
Grzelak, Lech A.
13
Madan, Dilip B.
13
Todorov, Viktor
13
Wong, Hoi Ying
13
Wu, Liuren
13
Zheng, Wendong
13
Fabozzi, Frank J.
12
Heston, Steven L.
12
Joshi, Mark S.
12
Kim, Sol
12
Kwok, Yue-Kuen
12
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National Bureau of Economic Research
11
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
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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
FernUniversität in Hagen
1
Hochschule für Bankwirtschaft
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Ulm
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
Wharton School / Finance Department
1
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Published in...
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International journal of theoretical and applied finance
156
Quantitative finance
100
The journal of futures markets
77
Journal of banking & finance
74
Applied mathematical finance
72
The journal of computational finance
64
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
49
International journal of financial engineering
47
Finance research letters
43
European journal of operational research : EJOR
40
Finance and stochastics
40
Journal of econometrics
39
The North American journal of economics and finance : a journal of financial economics studies
38
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Computational economics
35
Journal of economic dynamics & control
35
Journal of mathematical finance
35
Risks : open access journal
28
Research paper series / Swiss Finance Institute
27
Insurance / Mathematics & economics
26
Journal of financial economics
26
Review of quantitative finance and accounting
26
Annals of finance
24
International review of economics & finance : IREF
22
The European journal of finance
22
Applied economics
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Energy economics
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Journal of empirical finance
18
Journal of risk and financial management : JRFM
18
Asia-Pacific financial markets
16
Economic modelling
16
International review of financial analysis
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Journal of financial and quantitative analysis : JFQA
15
Asia-Pacific journal of financial studies
14
Discussion paper / Tinbergen Institute
14
Mathematics and financial economics
14
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ECONIS (ZBW)
3,772
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3761
Option pricing for jump diffusions : approximations and their interpretation
Mercurio, Fabio
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 191-200
Persistent link: https://www.econbiz.de/10001333345
Saved in:
3762
Option and futures evaluation with deterministic volatilities
Jamshidian, Farshid
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 149-159
Persistent link: https://www.econbiz.de/10001333348
Saved in:
3763
Bessel processes, Asian options, and perpetuities
Geman, Hélyette
- In:
Mathematical finance : an international journal of …
3
(
1993
)
4
,
pp. 349-375
Persistent link: https://www.econbiz.de/10001185120
Saved in:
3764
Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert
-
1992
Persistent link: https://www.econbiz.de/10000834044
Saved in:
3765
The relationship between risk and maturity in a stochastic setting
Zipkin, Paul Herbert
- In:
Mathematical finance : an international journal of …
2
(
1992
)
1
,
pp. 33-46
Persistent link: https://www.econbiz.de/10001185150
Saved in:
3766
Options & price uncertainty
Chichilnisky, Graciela
;
Dutta, Jayasri
;
Heal, Geoffrey
-
1991
Persistent link: https://www.econbiz.de/10000826369
Saved in:
3767
Predicting volatility of stock indexes for option pricing on a small security market
Berglund, Tom
;
Hedvall, Kaj
;
Liljeblom, Eva
-
1990
Persistent link: https://www.econbiz.de/10000816312
Saved in:
3768
Immunizing options against changes in volatility
Shaffer, Sherrill
-
1990
Persistent link: https://www.econbiz.de/10000787901
Saved in:
3769
Stock index volatility expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000767421
Saved in:
3770
Option prices and implied volatilities : an empirical analysis
Edey, Malcolm L.
;
Elliott, Graham
-
1989
Persistent link: https://www.econbiz.de/10000775666
Saved in:
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