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Search: subject:"Optionspreistheorie"
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Option pricing theory
89
Optionspreistheorie
89
Theorie
33
Theory
33
Volatility
21
Volatilität
21
USA
19
United States
19
Estimation
13
Schätzung
13
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Aït-Sahalia, Yacine
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Bates, David S.
4
Engle, Robert F.
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Dumas, Bernard
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Lo, Andrew W.
3
Rosenberg, Joshua V.
3
Sorwar, Ghulam
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2
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2
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2
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2
Näslund, Bertil
2
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2
Seo, Sang Byung
2
Veronesi, Pietro
2
Wachter, Jessica
2
Wang, Janchung
2
Wang, Jiang
2
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1
Allen, David E.
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1
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Applied financial economics
Working paper / National Bureau of Economic Research, Inc.
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
European journal of operational research : EJOR
131
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
The journal of finance : the journal of the American Finance Association
53
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
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Economic modelling
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of economics & finance : IREF
47
SpringerLink / Bücher
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ECONIS (ZBW)
89
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1
Optimal default options : the case for opt-out minimization
Bernheim, Bert Douglas
;
Gastell, Jonas Mueller
-
2020
Persistent link: https://www.econbiz.de/10012423626
Saved in:
2
The price of biodiesel RINs and economic fundamentals
Irwin, Scott H.
;
McCormack, Kristen
;
Stock, James H.
-
2018
Persistent link: https://www.econbiz.de/10011980491
Saved in:
3
Mispriced index option portfolios
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
-
2017
Persistent link: https://www.econbiz.de/10011732296
Saved in:
4
An equilibrium model of housing and mortgage markets with state-contingent lending contracts
Piskorski, Tomasz
;
Tchistyi, Alexei
-
2017
Persistent link: https://www.econbiz.de/10011674429
Saved in:
5
Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
-
2016
Persistent link: https://www.econbiz.de/10011563045
Saved in:
6
Options-pricing formula with disaster risk
Barro, Robert J.
;
Liao, Gordon Y.
-
2016
Persistent link: https://www.econbiz.de/10011432216
Saved in:
7
Financial markets' views about the Euro-Swiss Franc floor
Jermann, Urban J.
-
2016
Persistent link: https://www.econbiz.de/10011436782
Saved in:
8
The value of informativeness for contracting
Chaigneau, Pierre
;
Edmans, Alex
;
Gottlieb, Daniel
-
2014
Persistent link: https://www.econbiz.de/10010423487
Saved in:
9
Inflating away the public debt? : an empirical assessment
Hilscher, Jens
;
Raviv, Alon
;
Reis, Ricardo
-
2014
Persistent link: https://www.econbiz.de/10010394621
Saved in:
10
The price of political uncertainty : theory and evidence from the option market
Kelly, Bryan T.
;
Pástor, Ľuboš
;
Veronesi, Pietro
-
2014
Persistent link: https://www.econbiz.de/10010240002
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