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CAPM
Stochastischer Prozess
19,526
Stochastic process
19,079
Optionspreistheorie
15,600
Option pricing theory
15,140
Theorie
13,879
Theory
13,550
Volatilität
6,452
Volatility
6,346
Optionsgeschäft
4,081
Option trading
4,063
Derivat
3,059
Derivative
3,053
Mathematische Optimierung
2,838
Portfolio-Management
2,827
Mathematical programming
2,826
Portfolio selection
2,807
Schätzung
2,291
Estimation
2,242
Risiko
1,982
Schätztheorie
1,981
Risk
1,974
Estimation theory
1,957
Zeitreihenanalyse
1,888
Time series analysis
1,838
Hedging
1,573
Markov chain
1,530
Markov-Kette
1,529
Börsenkurs
1,464
Black-Scholes-Modell
1,444
Zinsstruktur
1,437
Share price
1,425
Yield curve
1,421
Black-Scholes model
1,386
Monte-Carlo-Simulation
1,306
Monte Carlo simulation
1,303
Analysis
1,266
Statistische Verteilung
1,233
Statistical distribution
1,212
Prognoseverfahren
1,191
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Free
643
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478
CC license
20
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978
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865
Journal
10
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924
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924
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256
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256
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245
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67
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55
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45
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44
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44
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43
Collection of articles of several authors
20
Sammelwerk
20
Bibliografie enthalten
18
Bibliography included
18
Glossar enthalten
15
Glossary included
15
Aufsatzsammlung
14
Collection of articles written by one author
14
Sammlung
14
Konferenzschrift
11
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7
Handbook
7
Handbuch
7
Systematic review
5
Übersichtsarbeit
5
Accompanied by computer file
3
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3
Einführung
3
Elektronischer Datenträger als Beilage
3
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3
Konferenzbeitrag
3
Aufgabensammlung
2
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2
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2
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2
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1
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1
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English
1,801
German
46
Italian
4
Spanish
1
Undetermined
1
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Hull, John
26
Jacobs, Kris
17
Lee, Cheng F.
17
Madan, Dilip B.
15
Fabozzi, Frank J.
14
Bakshi, Gurdip S.
12
Christoffersen, Peter F.
12
Macrina, Andrea
11
Račev, Svetlozar T.
11
Grishchenko, Olesya V.
10
Heston, Steven L.
10
Lo, Andrew W.
10
Campbell, John Y.
9
Elliott, Robert J.
9
Escobar, Marcos
9
Jarrow, Robert A.
9
Post, Thierry
9
Todorov, Viktor
9
Vanden, Joel M.
9
Barone-Adesi, Giovanni
8
Feunou, Bruno
8
Guidolin, Massimo
8
Kan, Raymond
8
Chabi-Yo, Fousseni
7
Härdle, Wolfgang
7
Rubio, Gonzalo
7
Wong, Hoi Ying
7
Zhang, Jianing
7
Back, Kerry E.
6
Branger, Nicole
6
Duffie, Darrell
6
Filipović, Damir
6
Garcia, René
6
Giglio, Stefano
6
Lee, John C.
6
Linetsky, Vadim
6
Nieto Domenech, Belen
6
Tauchen, George Eugene
6
Zhang, Jin E.
6
Zhou, Guofu
6
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National Bureau of Economic Research
22
Erasmus Research Institute of Management
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Trinity College Dublin / Department of Economics
2
University of British Columbia / Finance Division
2
Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
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
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of St. Louis
1
Federal Reserve System / Board of Governors
1
International Conference on Numerical Methods for Finance <2006, Dublin>
1
International Conference on Stochastic Finance <2004, Lissabon>
1
Johannes Gutenberg-Universität Mainz
1
Judge Institute of Management Studies
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
Universität Passau / Wirtschaftswissenschaftliche Fakultät
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
43
Finance and stochastics
29
Journal of banking & finance
27
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
Journal of economic dynamics & control
24
Quantitative finance
24
Journal of mathematical finance
23
NBER working paper series
22
Finance research letters
21
Research paper series / Swiss Finance Institute
21
Journal of financial economics
20
Annals of finance
19
Journal of econometrics
18
Insurance / Mathematics & economics
17
The European journal of finance
17
European journal of operational research : EJOR
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
The journal of finance : the journal of the American Finance Association
16
NBER Working Paper
15
Review of derivatives research
15
Journal of empirical finance
14
International journal of financial engineering
13
Mathematics and financial economics
13
Working paper / National Bureau of Economic Research, Inc.
13
Applied mathematical finance
12
Asia-Pacific financial markets
11
The review of financial studies
11
Risks : open access journal
10
Swiss Finance Institute Research Paper
10
Decisions in economics and finance : DEF ; a journal of applied mathematics
9
International review of financial analysis
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Review of quantitative finance and accounting
9
Computational economics
8
Economics letters
8
Journal of financial and quantitative analysis : JFQA
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of risk and financial management : JRFM
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
The journal of futures markets
8
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ECONIS (ZBW)
1,848
OLC EcoSci
4
EconStor
1
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1
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1
Special issue: Conference on Applications of Malliavin Calculus in Finance
2003
Persistent link: https://www.econbiz.de/10001765613
Saved in:
2
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
3
A contingent claim approach to bank valuation
Owoloko, Enahoro Alfred
;
Omoregbe, Nicholas Amienwan
; …
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 234-244
Persistent link: https://www.econbiz.de/10011312423
Saved in:
4
Credit risk pricing in a consumption-based equilibrium framework with incomplete accounting information
Ma, Junchi
;
Ogunsolu, Mobolaji
;
Qiu, Jinniao
;
Sezer, …
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 666-708
Persistent link: https://www.econbiz.de/10014329901
Saved in:
5
Joining the Heston and a three-factor short rate model : a closed-form approach
Horsky, Roman
;
Sayer, Tilman
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011419421
Saved in:
6
Wavelet-based option pricing : an empirical study
Liu, Xiaoquan
;
Cao, Yi
;
Ma, Chenghu
;
Shen, Liya
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
Saved in:
7
Penalty methods for bilateral XVA pricing in European and American contingent claims by a partial differential equation model
Chen, Yuwei
;
Christara, Christiana C.
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 41-70
Persistent link: https://www.econbiz.de/10012544162
Saved in:
8
Utility maximization, duality, price for risk, semimartingale represenations & continuous time CAPM
Leitner, Johannes
-
2001
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001626257
Saved in:
9
Risk measures and nonlinear expectations
Chen, Zengjing
;
He, Kun
;
Kulperger, Reg
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 383-391
Persistent link: https://www.econbiz.de/10010239533
Saved in:
10
Pricing foreign currency options with stochastic volatility
Melino, Angelo
;
Turnbull, Stuart M.
-
1988
Persistent link: https://www.econbiz.de/10000772329
Saved in:
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