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~isPartOf:"CREATES research paper"
~isPartOf:"International journal of financial engineering"
~subject:"Share price"
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Search: subject:"Optionspreistheorie"
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Share price
Option pricing theory
143
Optionspreistheorie
143
Stochastic process
59
Stochastischer Prozess
59
Volatility
58
Volatilität
58
Option trading
37
Optionsgeschäft
37
Derivat
24
Derivative
24
Black-Scholes model
20
Black-Scholes-Modell
20
Portfolio selection
15
Portfolio-Management
15
Yield curve
14
Zinsstruktur
14
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10
ARCH-Modell
10
CAPM
10
Experiment
10
Interest rate derivative
10
Statistical distribution
10
Statistische Verteilung
10
Zinsderivat
10
option pricing
10
Option pricing
9
Credit risk
8
Kreditrisiko
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Börsenkurs
7
Hedging
7
Risikoprämie
7
Risk premium
7
Swap
7
Aktienoption
6
Analysis
6
Estimation
6
Estimation theory
6
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Schoutens, Wim
2
Andersen, Torben
1
Babaoğlu, Kadir
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Bollerslev, Tim
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Bondarenko, Oleg
1
Christoffersen, Peter F.
1
De Spiegeleer, Jan
1
Dhaene, Jan
1
Forys, Monika B.
1
Gonzalez-Perez, Maria T.
1
Heston, Steven L.
1
Jacobs, Kris
1
Linders, Daniël
1
Marquet, Ine
1
Rombouts, Jeroen V. K.
1
Saito, Taiga
1
Stentoft, Lars
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CREATES research paper
International journal of financial engineering
The journal of futures markets
12
Finance research letters
11
Research paper series / Swiss Finance Institute
11
Journal of banking & finance
9
Journal of econometrics
7
Quantitative finance
7
International journal of theoretical and applied finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Gabler Edition Wissenschaft
4
Journal of empirical finance
4
Journal of financial economics
4
Journal of mathematical finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Review of quantitative finance and accounting
4
Swiss Finance Institute Research Paper
4
The European journal of finance
4
The journal of finance : the journal of the American Finance Association
4
Applied economics
3
Asia-Pacific journal of financial studies
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
IMES discussion paper series / Englische Ausgabe
3
International review of financial analysis
3
Journal of economic dynamics & control
3
Journal of financial and quantitative analysis : JFQA
3
Journal of international financial markets, institutions & money
3
Journal of risk and financial management : JRFM
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Review of finance : journal of the European Finance Association
3
SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
3
The journal of corporate finance : contracting, governance and organization
3
The review of financial studies
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
2
Applied economics letters
2
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
2
BestMasters
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Betriebswirtschaftliche Studien
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ECONIS (ZBW)
7
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1
Option valuation with volatility components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
2
The value of multivariate model sophistication : an application to pricing Dow Jones industrial average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009485768
Saved in:
3
Hedging and pricing illiquid options with market impacts
Saito, Taiga
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011778270
Saved in:
4
The impact of skew on the pricing of CoCo bonds
De Spiegeleer, Jan
;
Forys, Monika B.
;
Marquet, Ine
; …
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011673124
Saved in:
5
Coherent model-free implied volatility : a corridor fix for high-frequency VIX
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
-
2011
Persistent link: https://www.econbiz.de/10009385071
Saved in:
6
Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël
;
Dhaene, Jan
;
Schoutens, Wim
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011333475
Saved in:
7
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
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