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  • Search: subject:"Binomial Model"
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Year of publication
Subject
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binomial model 36 negative binomial model 34 Binomial model 33 Option pricing theory 27 Optionspreistheorie 27 Black-Scholes model 19 Black-Scholes-Modell 13 Statistical distribution 12 Statistische Verteilung 12 zero-inflated negative binomial model 11 Theorie 10 Theory 10 Option trading 9 Optionsgeschäft 9 CAPM 8 Derivative 8 Derivat 7 Binomial Model 6 Option pricing 6 option valuation 6 R&D 5 Real options analysis 5 Realoptionsansatz 5 Stochastic process 5 Stochastischer Prozess 5 Transaction costs 5 gravity model 5 trinomial model 5 Binnenwanderung 4 Efficient hedging 4 Gravitationsmodell 4 Gravity model 4 Greedy algorithm 4 Hedging 4 Holiday behaviour 4 Internal migration 4 Knapsack problem 4 Negative Binomial Model 4 Poland 4 Polen 4
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Online availability
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Undetermined 76 Free 67 CC license 2
Type of publication
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Article 113 Book / Working Paper 49 Other 4
Type of publication (narrower categories)
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Article in journal 60 Aufsatz in Zeitschrift 60 Graue Literatur 9 Non-commercial literature 9 Working Paper 9 Arbeitspapier 7 Article 5 Thesis 3 Conference paper 2 Konferenzbeitrag 2 research-article 2 Aufsatz im Buch 1 Book section 1 Conference Paper 1 Forschungsbericht 1 Hochschulschrift 1
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Language
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English 100 Undetermined 61 Spanish 2 French 1 Polish 1 Portuguese 1
Author
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Leisen, Dietmar 6 Chang, Chia-Lin 4 Favero, Gino 4 Jallab, Mustapha Sadni 4 Lindberg, Peter 4 McAleer, Michael 4 Sandretto, René 4 Sanwald, Alice 4 Theurl, Engelbert 4 Capuno, Joseph J. 3 Chen, Sung-Po 3 Cieślik, Andrzej 3 Korn, Ralf 3 Leisen, Dietmar P.J. 3 Moses, Eldridge 3 Wöster, Christoph 3 Alfaro, Rodrigo 2 Asare-Marfo, Dorene 2 Bendob, Ali 2 Bentouir, Naima 2 Bergstrom, John C. 2 Birol, Ekin 2 Bock, Alona 2 Brodzicki, Tomasz 2 Brown, Donald J. 2 Dowd, Caitriona 2 Fabozzi, Frank J. 2 Gbakou, Monnet 2 Gbakou, Monnet Benoît Patrick 2 Gonçalves, Eduardo 2 Hadad, Yossi 2 Hagerty, Talia 2 Hauschild, Bastian 2 Hoque, Ahmed A. 2 Hossain, Belayet 2 Ibragimov, Rustam 2 Inks, Lisa 2 Keren, Baruch 2 McDougal, Topher L. 2 Okpukpara, Benjamin 2
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Institution
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University of Bonn, Germany 6 HAL 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 African Association of Agricultural Economists - AAAE 1 Agricultural Economics Association of South Africa - AEASA 1 Agricultural and Applied Economics Association - AAEA 1 Center for the Study of Rationality, Hebrew University of Jerusalem 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Agricultural and Applied Economics, University of Georgia 1 Department of Economics and Finance, College of Business and Economics 1 Department of Economics, University of Victoria 1 Department of Economics, Waikato Management School 1 EconWPA 1 Erasmus University Rotterdam, Econometric Institute 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Faculty of Economics, Kyushu Sangyo University 1 Florida Department of Citrus 1 HEC Paris (École des Hautes Études Commerciales) 1 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 1 Institute of Economic Research, Kyoto University 1 International Food Policy Research Institute (IFPRI) 1 Rural Economy Research Centre (RERC), Irish Agriculture and Food Development Authority (Teagasc) 1 School of Management, Yale University 1 Southern Agricultural Economics Association - SAEA 1
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Published in...
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Computational Statistics 6 Discussion Paper Serie B 6 Mathematical Methods of Operations Research 5 International journal of theoretical and applied finance 4 Finance and Stochastics 3 International Journal of Theoretical and Applied Finance (IJTAF) 3 Journal for studies in economics and econometrics : SEE 3 MPRA Paper 3 Post-Print / HAL 3 Psychometrika 3 Global Economy Journal 2 Journal of travel research : a quarterly publication of the Travel and Tourism Research Association 2 Risks : open access journal 2 Working Papers in Economics 2 2010 AAAE Third Conference/AEASA 48th Conference, September 19-23, 2010, Cape Town, South Africa 1 2011 Annual Meeting, February 5-8, 2011, Corpus Christi, Texas 1 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 1 AERC research paper 1 AStA Advances in Statistical Analysis 1 Annals - Economy Series 1 Annals of Tourism Research 1 Annals of finance 1 Applied Mathematical Finance 1 Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Agglomeration, Transport and Trade 1 Business & Information Systems Engineering 1 Business Research 1 Business research 1 CIRRELT 1 Ciencias administrativas : revista digital 1 Computational Statistics & Data Analysis 1 Contributions to Finance and Accounting 1 Cowles Foundation Discussion Papers 1 Czech Journal of Economics and Finance (Finance a uver) 1 Discussion Paper Series / Center for the Study of Rationality, Hebrew University of Jerusalem 1 Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1 Discussion Papers / Faculty of Economics, Kyushu Sangyo University 1 Discussion paper / B 1 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 1 Discussion paper / University of the Philippines, School of Economics 1 Documentos de Trabajo del ICAE 1
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Source
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RePEc 79 ECONIS (ZBW) 71 EconStor 8 BASE 6 Other ZBW resources 2
Showing 111 - 120 of 166
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Antidumping Procedures and Macroeconomic Factors
Jallab, Mustapha Sadni; Sandretto, René; Gbakou, Monnet - HAL - 2006
This paper aims at extending some recent publications about the relationship between antidumping filings and macroeconomic factors by comparing the United States (US) and the European Union (EU), two major users of antidumping procedures. Results of our estimations confirm that the exchange rate...
Persistent link: https://www.econbiz.de/10008791984
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Valuation of IT Investments Using Real Options Theory
Ullrich, Christian - In: Business & Information Systems Engineering 5 (2013) 5, pp. 331-341
Real Options Theory is often applied to the valuation of IT investments. The application of Real Options Theory is generally accompanied by a monetary valuation of real options through option pricing models which in turn are based on restrictive assumptions and thus subject to criticism....
Persistent link: https://www.econbiz.de/10010848855
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Duality and convergence for binomial markets with friction
Dolinsky, Yan; Soner, Halil - In: Finance and Stochastics 17 (2013) 3, pp. 447-475
We prove limit theorems for the super-replication cost of European options in a binomial model with friction. Examples …
Persistent link: https://www.econbiz.de/10010997042
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The optimal-drift model: an accelerated binomial scheme
Korn, Ralf; Müller, Stefanie - In: Finance and Stochastics 17 (2013) 1, pp. 135-160
We introduce the optimal-drift model for the approximation of a lognormal stock price process by an accelerated binomial scheme. This model converges with order o(1/N), which is superior compared to today’s benchmark methods. Our approach is based on the observation that risk-neutral binomial...
Persistent link: https://www.econbiz.de/10010997043
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The occurrence and frequency of overnight job travel in the USA
Jeong, Yu-Jin; Zvonkovic, Anisa M; Sano, Yoshie; Acock, … - In: Work, Employment & Society 27 (2013) 1, pp. 138-152
This study examined to what extent gender, occupation and family situations influenced the occurrence and frequency of overnight work-related travel that US employees experienced. Unlike previous work, the data analysis allowed for differentiation of the factors associated with being in jobs...
Persistent link: https://www.econbiz.de/10010686453
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On the internal consistency of the Black-scholes option pricing model
Berkowitz, Jeremy - In: Theoretical economics letters 3 (2013) 3, pp. 191-195
Persistent link: https://www.econbiz.de/10010239685
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Replication in Consistent Binomial Models
Wöster, Christoph - 2005
The binomial model has been used to price a wide variety of equity and interest rate options for more than two decades … binomial model and elaborate the relation between real world processes, replicating strategies and martingales in a strict way. …
Persistent link: https://www.econbiz.de/10009452495
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Sign Tests for Dependent Observations and Bounds for Path-Dependent Options
Brown, Donald J.; Ibragimov, Rustam - Cowles Foundation for Research in Economics, Yale University - 2005
The present paper introduces new sign tests for testing for conditionally symmetric martingale-difference assumptions as well as for testing that conditional distributions of two (arbitrary) martingale-difference sequences are the same. Our analysis is based on the results that demonstrate that...
Persistent link: https://www.econbiz.de/10005593290
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Sign Tests for Dependent Observations and Bounds for Path-Dependent Options
Brown, Donald; Ibragimov, Rustam - School of Management, Yale University - 2005
The present paper introduces new sign tests for testing for conditionally symmetric martingale-difference assumptions as well as for testing that conditional distributions of two (arbitrary) martingale-difference sequences are the same. Our analysis is based on the results that demonstrate that...
Persistent link: https://www.econbiz.de/10008854014
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Binomial model of real option valuation
Wilimowska, Zofia; Lukaniuk, Malgorzata - In: Operations Research and Decisions 1 (2005), pp. 71-83
, a binomial model in real option valuation is presented and its application to postponement and giving up option pricing …
Persistent link: https://www.econbiz.de/10008777205
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