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isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"European journal of operational research : EJOR"
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Search: subject_exact:"Optionsbewertung"
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Option pricing theory
184
Optionspreistheorie
184
Stochastic process
61
Stochastischer Prozess
61
Volatility
54
Volatilität
54
Theorie
40
Theory
40
Derivat
36
Derivative
36
Finance
36
Option trading
31
Optionsgeschäft
31
USA
21
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Option pricing
17
Real options analysis
17
Realoptionsansatz
17
CAPM
16
Portfolio selection
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Schätzung
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Zinsstruktur
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Pricing
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Risiko
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Risk
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Cui, Zhenyu
5
Fusai, Gianluca
5
Carr, Peter
4
Kirkby, J. Lars
4
Marazzina, Daniele
4
Nguyen, Duy
4
Fanelli, Viviana
3
Germano, Guido
3
Liu, Xiaoquan
3
Pflug, Georg
3
Shiraya, Kenichiro
3
Wong, Hoi Ying
3
Wu, Liuren
3
Aït-Sahalia, Yacine
2
Bakshi, Gurdip S.
2
Ballotta, Laura
2
Cao, Yi
2
Chen, Zhiwu
2
Chockalingam, Arun
2
Collin-Dufresne, Pierre
2
Date, Paresh
2
Elliott, Robert J.
2
Fabozzi, Frank J.
2
Fleming, Jeff
2
He, Zhijian
2
Islyaev, Suren
2
Jin, Xing
2
Kimura, Toshikazu
2
Kyriakou, Ioannis
2
Li, Shenghong
2
Lo, Andrew W.
2
Longstaff, Francis A.
2
Paletta, Tommaso
2
Peña, Javier
2
Rayée, Grégory
2
Schwartz, Eduardo S.
2
Shen, Liya
2
Tunaru, Radu
2
Wang, Huamao
2
Wang, Xiaoqun
2
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American Finance Association
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The journal of finance : the journal of the American Finance Association
European journal of operational research : EJOR
International journal of theoretical and applied finance
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of futures markets
253
The journal of computational finance
251
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
190
Review of derivatives research
170
Insurance / Mathematics & economics
139
Journal of economic dynamics & control
130
International journal of financial engineering
115
Journal of mathematical finance
107
Finance research letters
104
Computational economics
102
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
80
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
57
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
Annals of finance
50
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of economics & finance : IREF
47
Management science : journal of the Institute for Operations Research and the Management Sciences
45
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ECONIS (ZBW)
184
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A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
2
Simulation schemes for the Heston model with Poisson conditioning
Choi, Jaehyuk
;
Kwok, Yue-Kuen
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 363-376
Persistent link: https://www.econbiz.de/10014456865
Saved in:
3
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
4
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
5
Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation
Kirkby, J. Lars
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 961-978
Persistent link: https://www.econbiz.de/10013482166
Saved in:
6
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
Saved in:
7
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
8
Generic improvements to least squares monte carlo methods with applications to optimal stopping problems
Wei, Wei
;
Zhu, Dan
- In:
European journal of operational research : EJOR
298
(
2022
)
3
,
pp. 1132-1144
Persistent link: https://www.econbiz.de/10013206929
Saved in:
9
Smiles & smirks : volatility and leverage by jumps
Ballotta, Laura
;
Rayée, Grégory
- In:
European journal of operational research : EJOR
298
(
2022
)
3
,
pp. 1145-1161
Persistent link: https://www.econbiz.de/10013206930
Saved in:
10
To expand and to abandon : real options under asset variance risk premium
Alibeiki, Hedayat
;
Lotfaliei, Babak
- In:
European journal of operational research : EJOR
300
(
2022
)
2
,
pp. 771-787
Persistent link: https://www.econbiz.de/10013207304
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