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Optionspreistheorie
15,218
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4,007
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3,999
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634
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582
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567
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Madan, Dilip B.
90
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88
Fabozzi, Frank J.
82
Cui, Zhenyu
70
Joshi, Mark S.
66
Takahashi, Akihiko
66
Carr, Peter
65
Chiarella, Carl
60
Schoutens, Wim
56
Stentoft, Lars
55
Jacobs, Kris
52
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47
Kwok, Yue-Kuen
47
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45
Elliott, Robert J.
45
Christoffersen, Peter F.
43
Račev, Svetlozar T.
39
Jarrow, Robert A.
37
Kim, Young Shin
37
Lee, Cheng F.
37
Siu, Tak Kuen
37
Fusai, Gianluca
34
Oosterlee, Cornelis W.
34
Wang, Xingchun
34
Ewald, Christian-Oliver
33
Platen, Eckhard
33
Schlögl, Erik
33
Zhang, Jin E.
33
Jacquier, Antoine (Jack)
32
Schwartz, Eduardo S.
32
Yang, Zhaojun
32
Barone-Adesi, Giovanni
31
Chesney, Marc
31
Schoenmakers, John
31
Li, Lingfei
29
Todorov, Viktor
29
Prokopczuk, Marcel
28
Wong, Hoi Ying
28
Wystup, Uwe
28
Alexander, Carol
27
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National Bureau of Economic Research
63
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
Weierstraß-Institut für Angewandte Analysis und Stochastik
8
Chambre de commerce et d'industrie de Paris
7
Deutsche Forschungsgemeinschaft
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Verlag Dr. Kovač
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Bonn Graduate School of Economics
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Centre of Financial Studies
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Institut for Finansiering <Frederiksberg>
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Johannes Gutenberg-Universität Mainz
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Springer Fachmedien Wiesbaden
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Springer International Publishing
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Centre for Economic Policy Research
3
Institute of Finance and Accounting <London>
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International Center for Financial Asset Management and Engineering
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Karlsruher Institut für Technologie
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
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Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
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Birkbeck College / Department of Economics
2
Cambridge University Press
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel
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2
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2
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2
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2
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2
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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
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International journal of theoretical and applied finance
486
The journal of futures markets
274
The journal of computational finance
257
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
Applied mathematical finance
251
Finance and stochastics
233
Quantitative finance
225
Journal of banking & finance
217
The journal of derivatives : the official publication of the International Association of Financial Engineers
212
Review of derivatives research
180
Insurance / Mathematics & economics
159
European journal of operational research : EJOR
138
Finance research letters
135
Computational economics
133
Journal of economic dynamics & control
132
International journal of financial engineering
121
Journal of mathematical finance
112
Risks : open access journal
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
84
Asia-Pacific financial markets
77
Journal of econometrics
73
International review of economics & finance : IREF
62
NBER working paper series
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
60
Journal of financial and quantitative analysis : JFQA
59
Annals of finance
58
SFB 649 discussion paper
58
Energy economics
57
Journal of risk and financial management : JRFM
57
The journal of finance : the journal of the American Finance Association
57
Review of quantitative finance and accounting
56
Journal of empirical finance
54
SpringerLink / Bücher
54
Economic modelling
53
Management science : journal of the Institute for Operations Research and the Management Sciences
53
Mathematics and financial economics
52
The journal of derivatives : JOD
52
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ECONIS (ZBW)
USB Cologne (EcoSocSci)
262
EconStor
167
RePEc
71
USB Cologne (business full texts)
67
BASE
10
Other ZBW resources
10
OLC EcoSci
6
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1
PDE methods for pricing barrier options
Zvan, R.
;
Vetzal, Kenneth R.
;
Forsyth, Peter
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1563-1590
Persistent link: https://www.econbiz.de/10001508750
Saved in:
2
Discrete Asian barrier options
Zvan, R.
;
Forsyth, Peter
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
3
(
1999
)
1
,
pp. 41-67
Persistent link: https://www.econbiz.de/10001517411
Saved in:
3
Pricing discretely monitored barrier options
Sullivan, Michael A.
- In:
The journal of computational finance
3
(
2000
)
4
,
pp. 35-52
Persistent link: https://www.econbiz.de/10001517430
Saved in:
4
Einführung in die numerische Berechnung von Finanz-Derivaten : computational finance ; mit 4 Tabellen und 36 Übungsaufgaben
Seydel, Rüdiger
-
2000
Persistent link: https://www.econbiz.de/10001452649
Saved in:
5
Multigrid for American option pricing with stochastic volatility
Clarke, Nigel
;
Parrott, Kevin
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 177-195
Persistent link: https://www.econbiz.de/10001490689
Saved in:
6
Pricing American options with stochastic volatility : evidence from S&P 500 futures options
Lim, Kian-Guan
;
Guo, Xiaoqiang
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 625-659
Persistent link: https://www.econbiz.de/10001523740
Saved in:
7
First-order schemes in the numerical quantization method
Bally, V.
;
Pagès, G.
;
Printems, J.
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001765624
Saved in:
8
Small dimension PDE for discrete Asian options
Benhamou, Eric
;
Duguet, Alexandre
- In:
Journal of economic dynamics & control
27
(
2003
)
11/12
,
pp. 2095-2114
Persistent link: https://www.econbiz.de/10001768895
Saved in:
9
Computational finance : numerical methods for pricing financial instruments
Levy, George
-
2004
-
1. publ.
Persistent link: https://www.econbiz.de/10001783711
Saved in:
10
A numerical PDE approach for pricing callable bonds
D'Halluin, Y.
(
contributor
)
- In:
Applied mathematical finance
8
(
2001
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10001625721
Saved in:
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