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Option pricing theory
Börsenkurs
53,746
Share price
53,676
Theorie
16,848
Theory
16,713
Optionspreistheorie
15,674
Kapitaleinkommen
13,710
Capital income
13,709
Volatilität
13,594
Volatility
13,515
Aktienmarkt
12,735
Stock market
12,624
Schätzung
7,973
Estimation
7,954
USA
7,756
United States
7,690
Ankündigungseffekt
6,557
Announcement effect
6,557
CAPM
5,597
Anlageverhalten
5,353
Behavioural finance
5,333
Portfolio-Management
4,909
Portfolio selection
4,897
Optionsgeschäft
4,433
Stochastischer Prozess
4,427
Option trading
4,415
Stochastic process
4,374
Risk
3,960
Risiko
3,947
Prognoseverfahren
3,898
Forecasting model
3,890
Derivat
3,692
Derivative
3,688
Finanzmarkt
3,532
Financial market
3,526
Welt
3,461
World
3,454
Finanzkrise
3,081
Financial crisis
3,074
Wertpapierhandel
2,804
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207
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Madan, Dilip B.
90
Härdle, Wolfgang
88
Fabozzi, Frank J.
83
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
Kwok, Yue-Kuen
47
Hull, John
46
Benth, Fred Espen
45
Elliott, Robert J.
45
Christoffersen, Peter F.
43
Jarrow, Robert A.
38
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
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
Schwartz, Eduardo S.
31
Li, Lingfei
29
Schoenmakers, John
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
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
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 Economic Policy Research
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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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
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
179
Insurance / Mathematics & economics
158
Finance research letters
139
European journal of operational research : EJOR
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
Journal of financial economics
86
The North American journal of economics and finance : a journal of financial economics studies
86
The European journal of finance
85
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
The journal of finance : the journal of the American Finance Association
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
Journal of empirical finance
56
Review of quantitative finance and accounting
56
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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ECONIS (ZBW)
15,208
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1
Smiles, skews, implied distributions and market expectations from option prices : the case of American equity options
Allen, Aidan
;
Alles, Lakshman
-
2000
Persistent link: https://www.econbiz.de/10001509334
Saved in:
2
Modelle zur Schätzung der Volatilität : eine theoretische und empirische Analyse am Beispiel von Finanzmarktdaten
Specht, Katja
-
2000
Persistent link: https://www.econbiz.de/10001511096
Saved in:
3
Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 549-584
Persistent link: https://www.econbiz.de/10001499744
Saved in:
4
Optionsbewertung bei stochastischer Volatilität
Nagel, Hartmut
-
2001
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001530489
Saved in:
5
Ökonomische und ökonometrische Analyse der Bewertung von Optionen unter stochastischer Volatilität
Schmitt, Christian
-
1999
Persistent link: https://www.econbiz.de/10001531425
Saved in:
6
Ökonomische und ökonometrische Analyse der Bewertung von Optionen unter stochastischer Volatilität
Schmitt, Christian
-
2000
-
1. Aufl.
-Optionspreise mit Hilfe einer auf stochastischen Volatilitäten beruhenden
Optionspreistheorie
besser erklärt werden als mit den …
Persistent link: https://www.econbiz.de/10001534154
Saved in:
7
Estimating state-price densities from derivative prices : parametric and nonparametric methods
Guidolin, Massimo
-
1999
Persistent link: https://www.econbiz.de/10001446623
Saved in:
8
Pricing stock and bond derivatives with a multi-factor Gaussian model
Bajeux-Besnainou, Isabelle
;
Portait, Roland
- In:
Applied mathematical finance
5
(
1998
)
3/4
,
pp. 207-225
Persistent link: https://www.econbiz.de/10001446813
Saved in:
9
A note on mean-variance hedging of non-attainable claims
Kohlmann, Michael
;
Peisl, Bernhard
-
2000
Persistent link: https://www.econbiz.de/10001450614
Saved in:
10
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
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