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~person:"Korn, Olaf"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Optionsbewertung"
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Option pricing theory
6
Optionspreistheorie
6
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3
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2
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2
Estimation
2
Germany
2
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Korn, Olaf
Madan, Dilip B.
50
Carr, Peter
45
Fabozzi, Frank J.
35
Elliott, Robert J.
34
Kwok, Yue-Kuen
34
Cui, Zhenyu
31
Wang, Xingchun
31
Takahashi, Akihiko
30
Siu, Tak Kuen
29
Schoutens, Wim
27
Zhang, Jin E.
26
Benth, Fred Espen
24
Jarrow, Robert A.
23
Kim, Young Shin
21
Stentoft, Lars
21
Escobar, Marcos
20
Levendorskij, Sergej Z.
20
Račev, Svetlozar T.
20
Wong, Hoi Ying
20
Joshi, Mark S.
19
Zanette, Antonino
19
Schwartz, Eduardo S.
18
Wu, Liuren
18
Glasserman, Paul
17
He, Xin-Jiang
17
Chen, Ren-Raw
16
Chen, Son-nan
16
Lin, Shih-kuei
16
Ryu, Doojin
16
Zhu, Song-Ping
16
Chung, San-lin
15
Eberlein, Ernst
15
Xu, Wei
15
Chiarella, Carl
14
Christoffersen, Peter F.
14
Câmara, António
14
Fusai, Gianluca
14
Hobson, David G.
14
Härdle, Wolfgang
14
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Journal of financial markets
1
Journal of forecasting
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
Stock illiquidity and option returns
Kanne, Stefan
;
Korn, Olaf
;
Uhrig-Homburg, Marliese
- In:
Journal of financial markets
63
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014278623
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2
Risk-adjusted option-implied moments
Brinkmann, Felix
;
Korn, Olaf
- In:
Review of derivatives research
21
(
2018
)
2
,
pp. 149-173
Persistent link: https://www.econbiz.de/10012055736
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3
Portfolio optimization using forward-looking information
Kempf, Alexander
;
Korn, Olaf
;
Saßning, Sven
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
1
,
pp. 467-490
Persistent link: https://www.econbiz.de/10011342794
Saved in:
4
Do lead-lag effects affect derivative pricing?
Korn, Olaf
;
Uhrig-Homburg, Marliese
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 34-51
Persistent link: https://www.econbiz.de/10003611417
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5
Absicherung langfristiger Lieferverpflichtungen mit kurzfristigen Futures : möglich oder unmöglich?
Bühler, Wolfgang
;
Korn, Olaf
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
52
(
2000
)
4
,
pp. 315-347
Persistent link: https://www.econbiz.de/10001481399
Saved in:
6
Improving the pricing of options : a neural network approach
Anders, Ulrich
;
Korn, Olaf
;
Schmitt, Christian
- In:
Journal of forecasting
17
(
1998
)
5/6
,
pp. 369-388
Persistent link: https://www.econbiz.de/10001363176
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