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isPartOf:"Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement"
~isPartOf:"Journal of economic dynamics & control"
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Search: subject_exact:"Optionspreismodell"
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Theory
Option pricing theory
148
Optionspreistheorie
148
Theorie
52
Stochastic process
38
Stochastischer Prozess
38
Option trading
37
Optionsgeschäft
37
Volatility
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22
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Broadie, Mark
3
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Dai, Min
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Forsyth, Peter A.
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Glasserman, Paul
2
Hommel, Ulrich
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Kwok, Yue-Kuen
2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
Blenman, Lloyd P.
1
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1
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1
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1
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1
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1
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1
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1
Das, Sanjiv R.
1
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1
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1
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1
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1
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
Journal of economic dynamics & control
Mathematical finance : an international journal of mathematics, statistics and financial theory
185
Finance and stochastics
106
International journal of theoretical and applied finance
103
The journal of derivatives : the official publication of the International Association of Financial Engineers
90
The journal of futures markets
69
The journal of computational finance
67
Applied mathematical finance
60
Review of derivatives research
52
Journal of banking & finance
46
The journal of finance : the journal of the American Finance Association
40
The journal of real estate finance and economics
38
The review of financial studies
35
Working paper series / Centre for Practical Quantitative Finance
29
Advances in futures and options research : a research annual
27
Journal of financial and quantitative analysis : JFQA
27
Journal of financial economics
27
SFB 649 discussion paper
27
Gabler Edition Wissenschaft
25
Working paper / National Bureau of Economic Research, Inc.
23
SpringerLink / Bücher
21
Discussion paper / B
20
Finance : revue de l'Association Française de Finance
20
The journal of fixed income
19
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
The European journal of finance
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Decisions in economics and finance : DEF ; a journal of applied mathematics
16
Europäische Hochschulschriften / 5
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Asia-Pacific financial markets
15
Springer finance
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Lecture notes in economics and mathematical systems : LNEMS
14
The journal of risk and insurance : the journal of the American Risk and Insurance Association
14
Journal of econometrics
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
13
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ECONIS (ZBW)
52
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1
Optimal multiple stopping models of reload options and shout options
Dai, Min
;
Kwok, Yue-Kuen
- In:
Journal of economic dynamics & control
32
(
2008
)
7
,
pp. 2269-2290
Persistent link: https://www.econbiz.de/10003732924
Saved in:
2
The market for crash risk
Bates, David S.
- In:
Journal of economic dynamics & control
32
(
2008
)
7
,
pp. 2291-2321
Persistent link: https://www.econbiz.de/10003732926
Saved in:
3
A Monte Carlo approach for the American put under stochastic interest rates
Lindset, Snorre
;
Lund, Arne-Christian
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1081-1105
Persistent link: https://www.econbiz.de/10003443353
Saved in:
4
Filtering and identification of Heston's stochastic volatility model and its market risk
Aihara, ShinIchi
;
Bagchi, Arunabha
- In:
Journal of economic dynamics & control
30
(
2006
)
12
,
pp. 2363-2388
Persistent link: https://www.econbiz.de/10003395572
Saved in:
5
European option pricing and hedging with both fixed and proportional transaction costs
Zakamouline, Valeri I.
- In:
Journal of economic dynamics & control
30
(
2006
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10003251094
Saved in:
6
Investment under uncertainty and policy change
Pawlina, Grzegorz
;
Kort, Peter M.
- In:
Journal of economic dynamics & control
29
(
2005
)
7
,
pp. 1193-1209
Persistent link: https://www.econbiz.de/10002931662
Saved in:
7
Options with combined reset rights on strike and maturity
Dai, Min
;
Kwok, Yue-Kuen
- In:
Journal of economic dynamics & control
29
(
2005
)
9
,
pp. 1495-1515
Persistent link: https://www.econbiz.de/10003068718
Saved in:
8
Option valuation with co.integrated asset prices
Duan, Jin-Chuan
;
Pliska, Stanley R.
- In:
Journal of economic dynamics & control
28
(
2004
)
4
,
pp. 727-754
Persistent link: https://www.econbiz.de/10001854468
Saved in:
9
Option prices under Bayesian learning : implied volatility dynamics and predictive densities
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of economic dynamics & control
27
(
2003
)
5
,
pp. 717-769
Persistent link: https://www.econbiz.de/10001719690
Saved in:
10
Utility based option evaluation with proportional transaction costs
Damgaard, Anders
- In:
Journal of economic dynamics & control
27
(
2003
)
4
,
pp. 667-700
Persistent link: https://www.econbiz.de/10001712762
Saved in:
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