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~subject:"Optionspreistheorie"
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Optionspreistheorie
Volatility
39,948
Volatilität
39,173
Arbeitsmobilität
13,175
Labour mobility
13,172
Theorie
11,725
Theory
11,574
Schätzung
9,636
Estimation
9,537
Börsenkurs
9,210
Share price
9,128
Kapitaleinkommen
6,958
Capital income
6,947
ARCH-Modell
6,214
ARCH model
6,164
Aktienmarkt
5,688
Stock market
5,672
USA
5,646
United States
5,559
Welt
4,873
World
4,823
Wechselkurs
4,522
Exchange rate
4,508
Stochastischer Prozess
3,807
Option pricing theory
3,788
Stochastic process
3,760
Prognoseverfahren
3,689
Forecasting model
3,654
Zeitreihenanalyse
3,175
Time series analysis
3,120
volatility
2,590
Risk
2,579
Risiko
2,517
Spillover-Effekt
2,335
Spillover effect
2,317
Konjunktur
2,266
Oil price
2,255
Business cycle
2,253
Ölpreis
2,250
Deutschland
2,173
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All
Free
1,384
Undetermined
1,069
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All
Article
2,188
Book / Working Paper
1,633
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All
Article in journal
2,097
Aufsatz in Zeitschrift
2,097
Graue Literatur
436
Non-commercial literature
436
Working Paper
423
Arbeitspapier
398
Hochschulschrift
98
Aufsatz im Buch
88
Book section
88
Thesis
71
Collection of articles written by one author
16
Sammlung
16
Collection of articles of several authors
15
Conference paper
15
Konferenzbeitrag
15
Sammelwerk
15
Forschungsbericht
11
Bibliografie enthalten
7
Bibliography included
7
Lehrbuch
7
Textbook
6
Amtsdruckschrift
4
Aufsatzsammlung
4
Government document
4
Dissertation u.a. Prüfungsschriften
3
Systematic review
3
Übersichtsarbeit
3
Bibliografie
2
Konferenzschrift
2
Accompanied by computer file
1
Amtliche Publikation
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1
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English
3,767
German
53
French
2
Spanish
1
Undetermined
1
Author
All
Cui, Zhenyu
44
Carr, Peter
26
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Jacobs, Kris
23
Gatheral, Jim
21
Härdle, Wolfgang
21
Nguyen, Duy
21
Takahashi, Akihiko
20
Zhang, Jin E.
20
Alòs, Elisa
19
Fengler, Matthias R.
19
Guyon, Julien
19
Lorig, Matthew
19
Christoffersen, Peter F.
18
Benth, Fred Espen
15
Elliott, Robert J.
15
Escobar, Marcos
15
Grasselli, Martino
15
Wang, Xingchun
15
Forde, Martin
14
Fouque, Jean-Pierre
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Oosterlee, Cornelis W.
14
Schoutens, Wim
14
Skiadopoulos, George
14
Ewald, Christian-Oliver
13
Grzelak, Lech A.
13
Madan, Dilip B.
13
Todorov, Viktor
13
Wong, Hoi Ying
13
Wu, Liuren
13
Zheng, Wendong
13
Branger, Nicole
12
Fabozzi, Frank J.
12
Heston, Steven L.
12
Joshi, Mark S.
12
Kim, Sol
12
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National Bureau of Economic Research
11
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Hochschule für Bankwirtschaft
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Ulm
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
Wharton School / Finance Department
1
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Published in...
All
International journal of theoretical and applied finance
156
Quantitative finance
100
The journal of futures markets
78
Journal of banking & finance
75
Applied mathematical finance
72
The journal of computational finance
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Review of derivatives research
49
International journal of financial engineering
46
Finance research letters
43
European journal of operational research : EJOR
40
Finance and stochastics
40
Journal of econometrics
39
The North American journal of economics and finance : a journal of financial economics studies
38
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Computational economics
35
Journal of economic dynamics & control
35
Journal of mathematical finance
35
Risks : open access journal
29
Journal of financial economics
27
Research paper series / Swiss Finance Institute
27
Insurance / Mathematics & economics
26
Review of quantitative finance and accounting
26
Annals of finance
24
International review of economics & finance : IREF
22
The European journal of finance
22
Applied economics
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Energy economics
19
Journal of empirical finance
19
Journal of risk and financial management : JRFM
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Asia-Pacific financial markets
16
Economic modelling
16
International review of financial analysis
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Discussion paper / Tinbergen Institute
15
Journal of financial and quantitative analysis : JFQA
15
Asia-Pacific journal of financial studies
14
Mathematics and financial economics
14
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Source
All
ECONIS (ZBW)
3,791
EconStor
25
USB Cologne (EcoSocSci)
5
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Date (oldest first)
1
Implied
volatility
surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
2
New evidence on the information content of implied
volatility
of S&P 500 : model-free versus model-based
Zhang, Weiwei
;
Sun, Tiezhu
;
Ma, Yechi
;
Wang, Zilong
- In:
Romanian journal of economic forecasting
24
(
2021
)
1
,
pp. 109-121
Persistent link: https://www.econbiz.de/10012587118
Saved in:
3
Calibration in the "real world" of a partially specified stochastic
volatility
model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
4
Approximate option pricing under a two-factor Heston-Kou stochastic
volatility
model
El-Khatib, Youssef
;
Makumbe, Zororo S.
;
Vives, Josep
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014393433
Saved in:
5
Political uncertainty and currency markets
Leippold, Markus
;
Matthys, Felix
;
Mueller, Philippe
; …
-
2024
Persistent link: https://www.econbiz.de/10014486798
Saved in:
6
Volatility
is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
Saved in:
7
Joint modelling of S&P500 and VIX indices with rough fractional Ornstein-Uhlenbeck
volatility
model
Önalan, Ömer
- In:
Romanian journal of economic forecasting
25
(
2022
)
1
,
pp. 68-84
Persistent link: https://www.econbiz.de/10013411688
Saved in:
8
Forecasting realized
volatility
: new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
9
Short-dated smile under rough
volatility
: asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
10
Empirical analysis of rough and classical stochastic
volatility
models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
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