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Option pricing theory
Optionspreistheorie
15,674
Theorie
6,864
Monte-Carlo-Simulation
6,727
Theory
6,714
Monte Carlo simulation
6,528
Volatilität
4,721
Volatility
4,648
Stochastischer Prozess
4,370
Stochastic process
4,317
Optionsgeschäft
4,144
Option trading
4,124
Derivat
3,019
Derivative
3,015
Aktienoption
2,746
Stock option
2,587
Schätztheorie
1,948
Estimation theory
1,933
Schätzung
1,878
Estimation
1,853
Portfolio-Management
1,592
Portfolio selection
1,579
Markov-Kette
1,447
Hedging
1,443
Markov chain
1,440
Black-Scholes-Modell
1,411
CAPM
1,410
USA
1,374
Black-Scholes model
1,348
United States
1,348
Simulation
1,286
Risiko
1,205
Risk
1,203
Börsenkurs
1,165
Share price
1,146
Zinsstruktur
1,144
Yield curve
1,133
Führungskräfte
1,058
Managers
1,047
Prognoseverfahren
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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
An application of the put-call-parity to variance reduced Monte-Carlo option pricing
Müller, Armin
-
2016
Persistent link: https://www.econbiz.de/10011479909
Saved in:
2
Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole
;
Boyle, Phelim P.
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 169-196
Persistent link: https://www.econbiz.de/10009155447
Saved in:
3
Liquidity and employee options : an empirical examination of the Microsoft experience
Chance, Don M.
- In:
The journal of corporate finance : contracting, …
15
(
2009
)
4
,
pp. 469-487
Persistent link: https://www.econbiz.de/10003871942
Saved in:
4
The early exercise premium in American put option prices
Engström, Malin
;
Nordén, Lars
- In:
Journal of multinational financial management
10
(
2000
)
3/4
,
pp. 461-479
Persistent link: https://www.econbiz.de/10001532724
Saved in:
5
Stock options for undiversified executives
Hall, Brian J.
;
Murphy, Kevin James
-
2000
Persistent link: https://www.econbiz.de/10001538228
Saved in:
6
Optimal exercise prices for executive stock options
Hall, Brian J.
;
Murphy, Kevin James
-
2000
Persistent link: https://www.econbiz.de/10001456284
Saved in:
7
A note on pricing Asian derivatives with continuous geometric averaging
Angus, John E.
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 845-858
Persistent link: https://www.econbiz.de/10001443364
Saved in:
8
Pricing American stock options by linear programming
Dempster, Michael A. H.
;
Hutton, J. P.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 229-254
Persistent link: https://www.econbiz.de/10001444164
Saved in:
9
Die Theorie nichtlinearer Prozesse und ihre Bedeutung für die Bewertung von Aktienoptionen
Willems, Guido
-
1999
Persistent link: https://www.econbiz.de/10001424894
Saved in:
10
Time-lags between price changes of stocks and stock options
Gais, Martina
;
Hecker, Renate
;
Wenger, Ekkehard
- In:
Empirical research on the German capital market : with …
,
(pp. 255-279)
.
1999
Persistent link: https://www.econbiz.de/10001427684
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