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Option Prices with Stochastic...
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CAPM
Optionspreistheorie
15,606
Option pricing theory
15,140
Volatilität
4,296
Volatility
4,228
Optionsgeschäft
4,098
Option trading
4,079
Theorie
3,891
Stochastischer Prozess
3,825
Stochastic process
3,772
Theory
3,744
Derivat
2,933
Derivative
2,928
Black-Scholes-Modell
2,007
Black-Scholes model
1,910
Hedging
1,436
Portfolio-Management
1,349
Portfolio selection
1,333
Zinsstruktur
1,100
Yield curve
1,090
Schätzung
956
Estimation
940
Risiko
914
Risk
912
Börsenkurs
812
Share price
796
Kreditrisiko
739
Monte-Carlo-Simulation
731
Credit risk
729
Monte Carlo simulation
720
USA
699
Realoptionsansatz
688
Real options analysis
686
United States
683
Statistische Verteilung
602
Index-Futures
594
Statistical distribution
592
Index futures
585
Kapitaleinkommen
585
Capital income
584
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446
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333
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18
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700
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10
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42
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18
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9
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7
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5
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4
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4
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3
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3
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3
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3
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3
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3
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2
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2
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1,302
German
39
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4
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1
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Hull, John
26
Lee, Cheng F.
18
Fabozzi, Frank J.
13
Jacobs, Kris
13
Madan, Dilip B.
12
Račev, Svetlozar T.
11
Macrina, Andrea
10
Barone-Adesi, Giovanni
9
Lo, Andrew W.
9
Vanden, Joel M.
9
Elliott, Robert J.
8
Feunou, Bruno
8
Grishchenko, Olesya V.
7
Zhang, Jianing
7
Christoffersen, Peter F.
6
Duffie, Darrell
6
Escobar, Marcos
6
Heston, Steven L.
6
Jarrow, Robert A.
6
Lee, John C.
6
Zhang, Jin E.
6
Asea, Patrick K.
5
Back, Kerry E.
5
Bakshi, Gurdip S.
5
Carr, Peter
5
Fusari, Nicola
5
Ho, Thomas S. Y.
5
Härdle, Wolfgang
5
Jackwerth, Jens Carsten
5
Jeanblanc, Monique
5
Linetsky, Vadim
5
Ncube, Mthuli
5
Sala, Carlo
5
Seo, Sang Byung
5
Shirvani, Abootaleb
5
Takahashi, Akihiko
5
Yi, Sang-bin
5
Ammann, Manuel
4
Backus, David
4
Bali, Turan G.
4
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National Bureau of Economic Research
13
American Finance Association
1
Bank of Canada
1
Cambridge University Press
1
Center for Economic Research <Minneapolis, Minn.>
1
Centre for Analytical Finance <Århus>
1
Committee on Finance, United States Senate
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Deutsche Forschungsgemeinschaft
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve System / Board of Governors
1
International Conference on Numerical Methods for Finance <2006, Dublin>
1
Johannes Gutenberg-Universität Mainz
1
Nuffield College
1
OECD
1
Oxford Financial Research Centre
1
Pearson Studium
1
Salomon Brothers Center for the Study of Financial Institutions
1
Social Systems Research Institute
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Svenska Handelshögskolan <Helsinki>
1
Trinity College Dublin / Department of Economics
1
University of British Columbia / Finance Division
1
Workshop on Mathematical Finance <2000, Konstanz>
1
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Published in...
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International journal of theoretical and applied finance
38
Finance and stochastics
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Journal of mathematical finance
19
Journal of banking & finance
18
Quantitative finance
18
Insurance / Mathematics & economics
14
Research paper series / Swiss Finance Institute
14
Review of derivatives research
14
International journal of financial engineering
13
NBER working paper series
13
Journal of economic dynamics & control
12
Journal of financial economics
12
The European journal of finance
12
Annals of finance
11
Applied mathematical finance
11
European journal of operational research : EJOR
11
Finance research letters
11
The journal of finance : the journal of the American Finance Association
11
Risks : open access journal
10
Journal of empirical finance
9
Journal of financial and quantitative analysis : JFQA
9
Working paper / National Bureau of Economic Research, Inc.
9
Journal of econometrics
8
Journal of risk and financial management : JRFM
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Review of quantitative finance and accounting
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
The journal of futures markets
8
Asia-Pacific financial markets
7
International review of financial analysis
7
Mathematics and financial economics
7
NBER Working Paper
7
Applied economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Economics letters
6
International review of economics & finance : IREF
6
Staff working paper / Bank of Canada
6
The journal of computational finance
6
The journal of real estate finance and economics
6
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ECONIS (ZBW)
1,342
OLC EcoSci
4
EconStor
1
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1
[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 995-996
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001497491
Saved in:
2
An asymptotic expansion approach to pricing financial contingent claims
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 115-151
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001449307
Saved in:
3
The investment policy and the pricing of equity in a levered firm : a re-examination of the "contingent claims" valuation approach
Chesney, Marc
;
Gibson, Rajna
- In:
The European journal of finance
5
(
1999
)
2
,
pp. 95-107
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001439614
Saved in:
4
Incomepleteness of markets driven by a mixed diffusion
Bellamy, N.
;
Jeanblanc, Monique
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 209-222
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001487034
Saved in:
5
An introduction to mathematical finance : options and other topics
Ross, Sheldon M.
-
1999
-
1. publ.
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001391962
Saved in:
6
Black and scholes pricing and markets with transaction costs : an example
Reisman, Haim
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 549-555
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001614617
Saved in:
7
Renditesteigerungen mit gedeckten Optionsstrategien : eine empirische Untersuchung für den Kapitalmarkt Schweiz
Pauletti, Fabrizio
-
2003
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001763688
Saved in:
8
Applied derivatives : options, futures, and swaps
Rendleman, Richard J.
-
2002
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001626310
Saved in:
9
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
1999
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000663279
Saved in:
10
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000643460
Saved in:
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