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  • Search: subject:"Option"
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Year of publication
Subject
All
Optionspreistheorie 5,477 Option pricing theory 5,218 Theorie 5,146 Theory 5,073 Optionsgeschäft 2,335 Option trading 2,190 USA 1,875 United States 1,853 Volatilität 1,620 Volatility 1,611 Aktienoption 1,476 Stock option 1,408 Kreditderivat 1,334 Credit derivative 1,329 Interest rate derivative 1,156 Zinsderivat 1,156 Derivative 1,125 Derivat 1,124 Hedging 957 Black-Scholes-Modell 866 Stochastischer Prozess 858 Black-Scholes model 842 Stochastic process 834 Deutschland 755 Schätzung 729 Estimation 716 Zinsstruktur 699 Yield curve 693 Germany 685 Credit risk 654 Kreditrisiko 652 Portfolio selection 646 Portfolio-Management 645 option pricing 550 Börsenkurs 532 Share price 524 Option pricing 480 Führungskräfte 454 Managers 451 CAPM 430
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Online availability
All
Free 4,526 Undetermined 1,247
Type of publication
All
Article 9,252 Book / Working Paper 6,108 Other 26 Journal 17
Type of publication (narrower categories)
All
Article in journal 7,211 Aufsatz in Zeitschrift 7,211 Graue Literatur 2,566 Non-commercial literature 2,566 Working Paper 2,345 Arbeitspapier 2,090 Hochschulschrift 865 Thesis 774 Aufsatz im Buch 653 Book section 653 Lehrbuch 232 Collection of articles of several authors 169 Dissertation u.a. Prüfungsschriften 169 Sammelwerk 169 Collection of articles written by one author 142 Sammlung 142 Bibliografie enthalten 123 Bibliography included 123 Glossar enthalten 57 Glossary included 57 Handbook 51 Handbuch 51 Aufsatzsammlung 47 Konferenzschrift 39 Amtsdruckschrift 38 Article 38 Government document 38 Ratgeber 32 Conference paper 29 Konferenzbeitrag 29 Guidebook 27 Conference proceedings 25 Systematic review 25 Übersichtsarbeit 25 Reprint 24 Forschungsbericht 22 Case study 20 Fallstudie 20 CD-ROM, DVD 16 Mehrbändiges Werk 15
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Language
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English 11,545 Undetermined 2,156 German 1,477 French 88 Spanish 56 Italian 36 Polish 21 Portuguese 15 Dutch 10 Czech 5 Hungarian 4 Romanian 3 Swedish 3 Lithuanian 2 Russian 2 Arabic 1 Finnish 1 Croatian 1 Indonesian 1 Norwegian 1
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Author
All
Chiarella, Carl 67 Härdle, Wolfgang 58 Hull, John 51 Carr, Peter 49 Fabozzi, Frank J. 42 Wystup, Uwe 41 Jarrow, Robert A. 40 Korn, Olaf 36 Madan, Dilip B. 36 Moretto, Michele 35 Subrahmanyam, Marti G. 35 Chesney, Marc 33 Jacobs, Kris 33 Elliott, Robert J. 32 Wu, Liuren 32 Belke, Ansgar 31 Korn, Ralf 31 Sandmann, Klaus 31 Scaillet, Olivier 31 Barone-Adesi, Giovanni 28 Kwok, Yue-Kuen 28 Stentoft, Lars 28 Lehnert, Thorsten 27 Takahashi, Akihiko 27 Broll, Udo 26 Scheicher, Martin 26 Chen, Ren-Raw 25 Schoenmakers, John 25 Schwartz, Eduardo S. 25 Schöbel, Rainer 25 Björk, Tomas 24 Das, Sanjiv R. 24 Broadie, Mark 23 Jackwerth, Jens Carsten 23 Joshi, Mark S. 23 Skiadopoulos, George 23 Vorst, Ton 23 Wei, Jason 23 Wilmott, Paul 23 Belomestny, Denis 22
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 108 EconWPA 62 HAL 44 International Monetary Fund (IMF) 42 Society for Computational Economics - SCE 38 University of Bonn, Germany 36 Université Paris-Dauphine (Paris IX) 34 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 33 Centre for Analytical Finance <Århus> 28 C.E.P.R. Discussion Papers 27 School of Economics and Management, University of Aarhus 24 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 19 Institute for the Study of Labor (IZA) 18 Svenska Handelshögskolan <Helsinki> 17 Tilburg University, Center for Economic Research 17 Tinbergen Instituut 14 Luxembourg School of Finance, Faculté de droit, d'économie et de finance 13 Finance Discipline Group, Business School 12 Fondazione ENI Enrico Mattei (FEEM) 12 Tinbergen Institute 12 Center for Economic Research <Tilburg> 11 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 11 CESifo 10 Ekonomiska forskningsinstitutet <Stockholm> 10 European Association of Agricultural Economists - EAAE 10 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 10 Institut für Schweizerisches Bankwesen <Zürich> 10 Department of Econometrics and Business Statistics, Monash Business School 9 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 9 Agricultural and Applied Economics Association - AAEA 8 Econometric Society 8 Institut für Weltwirtschaft (IfW) 8 International Monetary Fund 8 Manchester Business School 8 Université Paris-Dauphine 8 Cowles Foundation for Research in Economics, Yale University 7 Deutsche Bundesbank 7 Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät 7 London School of Economics (LSE) 7 School of Economics and Finance, Queen Mary 7
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Published in...
All
The journal of futures markets 420 International journal of theoretical and applied finance 335 Mathematical finance : an international journal of mathematics, statistics and financial theory 257 Journal of banking & finance 252 The journal of derivatives : the official publication of the International Association of Financial Engineers 206 Finance and stochastics 166 Review of derivatives research 146 Applied mathematical finance 134 The review of financial studies 133 The journal of computational finance 126 Journal of financial economics 122 The journal of finance : the journal of the American Finance Association 116 Journal of economic dynamics & control 115 Working paper / National Bureau of Economic Research, Inc. 115 MPRA Paper 104 Journal of financial and quantitative analysis : JFQA 93 International Journal of Theoretical and Applied Finance (IJTAF) 80 The European journal of finance 72 Asia-Pacific financial markets 69 Discussion paper / Centre for Economic Policy Research 67 International review of financial analysis 67 Review of quantitative finance and accounting 66 The journal of fixed income 64 Applied financial economics 63 Finance and Stochastics 63 Physica A: Statistical Mechanics and its Applications 62 SFB 649 discussion paper 61 International review of economics & finance : IREF 60 Advances in futures and options research : a research annual 58 Finance research letters 58 European journal of operational research : EJOR 56 Journal of empirical finance 56 The journal of real estate finance and economics 54 Applied Mathematical Finance 52 Finance 51 Journal of econometrics 50 Research paper series / Swiss Finance Institute 49 Journal of mathematical finance 48 The journal of structured finance 47 Europäische Hochschulschriften / 5 45
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Source
All
ECONIS (ZBW) 11,979 RePEc 2,425 USB Cologne (EcoSocSci) 538 EconStor 304 BASE 97 USB Cologne (business full texts) 57 Other ZBW resources 3
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Showing 1 - 10 of 15,403
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Optionen in der Energiewirtschaft
Schnorr, Stephan - 2020
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Persistent link: https://www.econbiz.de/10012221875
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Penalty American options
Ke, Ziwei; Goard, Joanna - In: International journal of theoretical and applied finance 22 (2019) 2, pp. 1-32
Persistent link: https://www.econbiz.de/10012012942
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Tempered stable process, first passage time, and path-dependent option pricing
Kim, Young Shin - In: Computational Management Science : CMS 16 (2019) 1/2, pp. 187-215
Persistent link: https://www.econbiz.de/10011993461
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Simplified option pricing techniques
Alghalith, Moawia; Floros, Christos; Poufinas, Thomas - In: Annals of financial economics 14 (2019) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10012015473
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A general framework for pricing Asian options under stochastic volatility on parallel architecture
Corsaro, Stefania; Kyriakou, Ioannis; Marazzina, Daniele; … - In: European journal of operational research : EJOR 272 (2019) 3, pp. 1082-1095
Persistent link: https://www.econbiz.de/10011942796
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Option prices and costly short-selling
Atmaz, Adem; Basak, Suleyman - In: Journal of financial economics 134 (2019) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10012166805
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American options on high dividend securities : a numerical investigation
Rotondi, Francesco - In: Risks : open access journal 7 (2019) 2/59, pp. 1-20
value of an American option. If this regression is ill-posed, the procedure might deliver biased results. The price of the … American option might even fall below the price of its European counterpart. For call options, this is likely to occur when the …
Persistent link: https://www.econbiz.de/10012019000
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Efficient numerical pricing of American call options using symmetry arguments
Stentoft, Lars - In: Journal of risk and financial management : JRFM 12 (2019) 2/59, pp. 1-26
98% . The relative importance of using the symmetric method increases with option maturity and with asset volatility …
Persistent link: https://www.econbiz.de/10012022212
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Stochastic dominance option pricing : an alternative approach to option market research
Perrakis, Stylianos - 2019
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Persistent link: https://www.econbiz.de/10011982413
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Small-time asymptotics in geometric Asian options for a stochastic volatility jump-diffusion model
Jafari, Hossein; Rahimi, Ghazaleh - In: International journal of theoretical and applied finance 22 (2019) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10012012961
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