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Search: subject:"option pricing theory"
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Optionspreistheorie
15,397
Option pricing theory
15,184
Volatilität
4,119
Volatility
4,106
Optionsgeschäft
4,014
Option trading
4,005
Stochastischer Prozess
3,712
Stochastic process
3,705
Theorie
3,336
Theory
3,335
Derivat
2,862
Derivative
2,862
Black-Scholes-Modell
1,343
Hedging
1,333
CAPM
1,311
Black-Scholes model
1,310
Portfolio selection
1,253
Portfolio-Management
1,253
Zinsstruktur
1,074
Yield curve
1,068
Estimation
900
Schätzung
897
Risk
887
Risiko
885
Börsenkurs
766
Share price
763
Kreditrisiko
727
Credit risk
720
Monte-Carlo-Simulation
713
Monte Carlo simulation
709
Real options analysis
678
Realoptionsansatz
678
USA
634
United States
628
Statistical distribution
581
Statistische Verteilung
581
Index-Futures
568
Index futures
565
Capital income
561
Kapitaleinkommen
561
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Online availability
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Free
4,893
Undetermined
3,309
CC license
204
Type of publication
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Article
8,541
Book / Working Paper
6,861
Journal
15
Type of publication (narrower categories)
All
Article in journal
7,887
Aufsatz in Zeitschrift
7,887
Graue Literatur
1,812
Non-commercial literature
1,812
Working Paper
1,632
Arbeitspapier
1,630
Hochschulschrift
576
Aufsatz im Buch
552
Book section
552
Thesis
448
Lehrbuch
185
Textbook
173
Collection of articles of several authors
120
Sammelwerk
120
Collection of articles written by one author
81
Sammlung
81
Dissertation u.a. Prüfungsschriften
80
Bibliografie enthalten
77
Bibliography included
77
Aufsatzsammlung
75
Conference paper
45
Konferenzbeitrag
45
Forschungsbericht
40
Glossar enthalten
31
Glossary included
31
Konferenzschrift
28
Handbook
27
Handbuch
27
Systematic review
21
Übersichtsarbeit
21
Amtsdruckschrift
18
Government document
18
Reprint
16
Bibliografie
15
Conference proceedings
15
Einführung
12
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11
CD-ROM, DVD
11
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11
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10
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English
14,697
German
617
French
39
Undetermined
32
Spanish
19
Italian
14
Portuguese
5
Croatian
1
Hungarian
1
Dutch
1
Polish
1
Russian
1
Swedish
1
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Author
All
Madan, Dilip B.
90
Härdle, Wolfgang
88
Fabozzi, Frank J.
82
Cui, Zhenyu
70
Takahashi, Akihiko
66
Carr, Peter
65
Joshi, Mark S.
65
Chiarella, Carl
59
Schoutens, Wim
56
Stentoft, Lars
55
Jacobs, Kris
52
Hull, John
49
Kwok, Yue-Kuen
47
Benth, Fred Espen
45
Elliott, Robert J.
45
Christoffersen, Peter F.
43
Jarrow, Robert A.
39
Račev, Svetlozar T.
38
Kim, Young Shin
37
Lee, Cheng F.
37
Siu, Tak Kuen
37
Fusai, Gianluca
34
Oosterlee, Cornelis W.
34
Wang, Xingchun
34
Schlögl, Erik
33
Schwartz, Eduardo S.
33
Zhang, Jin E.
33
Jacquier, Antoine (Jack)
32
Platen, Eckhard
32
Yang, Zhaojun
32
Barone-Adesi, Giovanni
31
Chesney, Marc
31
Ewald, Christian-Oliver
31
Korn, Ralf
29
Li, Lingfei
29
Schoenmakers, John
29
Todorov, Viktor
29
Wilmott, Paul
29
Prokopczuk, Marcel
28
Wong, Hoi Ying
28
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Institution
All
National Bureau of Economic Research
60
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Chambre de commerce et d'industrie de Paris
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Deutsche Forschungsgemeinschaft
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Institut for Finansiering <Frederiksberg>
4
Johannes Gutenberg-Universität Mainz
4
Springer Fachmedien Wiesbaden
4
Centre for Economic Policy Research
3
Institute of Finance and Accounting <London>
3
International Center for Financial Asset Management and Engineering
3
Karlsruher Institut für Technologie
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Cambridge University Press
2
Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Eberhard Karls Universität Tübingen
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
European Parliament / Directorate-General for Internal Policies of the Union
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Hochschule für Bankwirtschaft
2
Institutt for Foretaksøkonomi <Bergen, Norwegen>
2
International Centre for Trade and Sustainable Development
2
Judge Institute of Management Studies
2
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Published in...
All
International journal of theoretical and applied finance
481
The journal of futures markets
275
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
The journal of computational finance
256
Applied mathematical finance
249
Finance and stochastics
233
Quantitative finance
225
Journal of banking & finance
218
The journal of derivatives : the official publication of the International Association of Financial Engineers
212
Review of derivatives research
179
Insurance / Mathematics & economics
158
European journal of operational research : EJOR
137
Finance research letters
137
Journal of economic dynamics & control
128
Computational economics
127
International journal of financial engineering
121
Risks : open access journal
113
Journal of mathematical finance
112
Research paper series / Swiss Finance Institute
90
The North American journal of economics and finance : a journal of financial economics studies
86
The European journal of finance
85
Journal of financial economics
83
Asia-Pacific financial markets
76
Journal of econometrics
72
International review of economics & finance : IREF
62
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
60
Journal of financial and quantitative analysis : JFQA
59
Annals of finance
58
NBER working paper series
58
Energy economics
57
Journal of risk and financial management : JRFM
57
SFB 649 discussion paper
57
The journal of finance : the journal of the American Finance Association
57
Review of quantitative finance and accounting
56
Journal of empirical finance
55
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Economic modelling
53
The journal of derivatives : JOD
52
The journal of real estate finance and economics
52
Mathematics and financial economics
51
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Source
All
ECONIS (ZBW)
15,242
USB Cologne (EcoSocSci)
154
RePEc
16
EconStor
3
BASE
2
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81
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81
Robustness of Hilbert space-valued stochastic volatility models
Benth, Fred Espen
;
Eyjolfsson, Heidar
- In:
Finance and stochastics
28
(
2024
)
4
,
pp. 1117-1146
Persistent link: https://www.econbiz.de/10015130556
Saved in:
82
Extreme ATM skew in a local volatility model with discontinuity : joint density approach
Gairat, Alexander
;
Shcherbakov, Vadim
- In:
Finance and stochastics
28
(
2024
)
4
,
pp. 1179-1202
Persistent link: https://www.econbiz.de/10015130561
Saved in:
83
Pricing VIX options based on mean-reverting models driven by information
Yin, Ya-Hua
;
Zhu, Fu-min
;
Zheng, Zun-Xin
- In:
The North American journal of economics and finance : a …
74
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10015133585
Saved in:
84
Volatility risk premium, good volatility and bad volatility : evidence from SSE 50 ETF options
Li, Zhe
;
Shen, Jiashuang
;
Xiao, Weilin
- In:
The North American journal of economics and finance : a …
74
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015133586
Saved in:
85
Option trading volume and the cross-section of option returns
Yuan, Jianglei
;
Liu, Dehong
;
Chen, Carl R.
;
Hu, Sen
- In:
The North American journal of economics and finance : a …
74
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015133708
Saved in:
86
Pricing levered warrants under the CEV diffusion model
Glória, Carlos Miguel
;
Dias, José Carlos
;
Cruz, Aricson
- In:
Review of derivatives research
27
(
2024
)
1
,
pp. 55-84
Persistent link: https://www.econbiz.de/10015133908
Saved in:
87
VIX-managed portfolios
Boz̆ović, Milos̆
- In:
International review of financial analysis
95
(
2024
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10015147883
Saved in:
88
Put-Call parities, absence of arbitrage opportunities, and nonlinear pricing rules
Bastianello, Lorenzo
;
Chateauneuf, Alain
;
Cornet, Bernard
- In:
Mathematical finance : an international journal of …
34
(
2024
)
4
,
pp. 1242-1262
Persistent link: https://www.econbiz.de/10015149385
Saved in:
89
Implied parameter estimation for jump diffusion option pricing models : pricing accuracy and the role of loss and evaluation functions
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ngo, Julie T. D.
- In:
Journal of commodity markets : JCM
35
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015077292
Saved in:
90
Deep learning for quadratic hedging in incomplete jump market
Agram, Nacira
;
Øksendal, Bernt K.
;
Rems, Jan
- In:
Digital finance : smart data analytics, investment …
6
(
2024
)
3
,
pp. 463-499
Persistent link: https://www.econbiz.de/10015078228
Saved in:
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