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Option pricing theory
Volatility
44,000
Volatilität
43,736
Theorie
13,174
Börsenkurs
12,997
Theory
12,923
Share price
12,826
Schätzung
9,141
Estimation
8,931
Kapitaleinkommen
8,258
Capital income
8,229
Aktienmarkt
7,987
Stock market
7,882
ARCH-Modell
7,593
ARCH model
7,517
Börsenhandel
7,472
Stock exchange trading
7,281
Aktienindex
7,230
Stock index
7,101
Welt
6,427
World
6,330
USA
5,563
United States
5,402
Wechselkurs
5,166
Exchange rate
5,072
Prognoseverfahren
4,522
Forecasting model
4,466
Optionspreistheorie
4,270
Stochastischer Prozess
4,239
Stochastic process
4,177
Zeitreihenanalyse
4,083
Time series analysis
4,003
Portfolio-Management
3,916
Portfolio selection
3,903
Risk
3,545
Risiko
3,500
Finanzmarkt
3,420
Financial market
3,363
volatility
2,723
Index-Futures
2,641
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Online availability
All
Free
1,547
Undetermined
1,252
CC license
87
Type of publication
All
Article
2,485
Book / Working Paper
1,725
Type of publication (narrower categories)
All
Article in journal
2,370
Aufsatz in Zeitschrift
2,370
Graue Literatur
460
Non-commercial literature
460
Arbeitspapier
420
Working Paper
420
Aufsatz im Buch
105
Book section
105
Hochschulschrift
99
Thesis
70
Collection of articles written by one author
18
Conference paper
18
Konferenzbeitrag
18
Sammlung
18
Collection of articles of several authors
14
Sammelwerk
14
Forschungsbericht
11
Bibliografie enthalten
7
Bibliography included
7
Lehrbuch
7
Textbook
6
Amtsdruckschrift
4
Government document
4
Aufsatzsammlung
3
Bibliografie
2
Konferenzschrift
2
Systematic review
2
Übersichtsarbeit
2
Accompanied by computer file
1
CD-ROM, DVD
1
Elektronischer Datenträger als Beilage
1
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1
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1
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1
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English
4,149
German
54
French
5
Spanish
4
Italian
1
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Cui, Zhenyu
39
Carr, Peter
28
Jacobs, Kris
27
Jacquier, Antoine (Jack)
27
Härdle, Wolfgang
26
Chiarella, Carl
25
Christoffersen, Peter F.
24
Alòs, Elisa
23
Takahashi, Akihiko
23
Gatheral, Jim
22
Zhang, Jin E.
22
Lorig, Matthew
21
Guyon, Julien
19
Benth, Fred Espen
18
Nguyen, Duy
18
Todorov, Viktor
18
Grasselli, Martino
17
Kim, Sol
17
Kwok, Yue-Kuen
17
Escobar, Marcos
16
Kang, Boda
16
Stentoft, Lars
16
Ewald, Christian-Oliver
15
Kim, Jeong-Hoon
15
Feunou, Bruno
14
Forde, Martin
14
Fouque, Jean-Pierre
14
He, Xin-Jiang
14
Jacquier, Antoine
14
Platen, Eckhard
14
Ruan, Xinfeng
14
Schoutens, Wim
14
Skiadopoulos, George
14
Wong, Hoi Ying
14
Engle, Robert F.
13
Fabozzi, Frank J.
13
Fengler, Matthias R.
13
Grzelak, Lech A.
13
Jiang, George J.
13
Madan, Dilip B.
13
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Institution
All
National Bureau of Economic Research
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Centre for Analytical Finance <Århus>
5
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Hochschule für Bankwirtschaft
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
Wharton School / Finance Department
1
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Published in...
All
International journal of theoretical and applied finance
165
Quantitative finance
120
The journal of futures markets
90
Applied mathematical finance
79
Journal of banking & finance
77
The journal of computational finance
69
Finance research letters
64
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
International journal of financial engineering
52
Review of derivatives research
52
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
Finance and stochastics
44
European journal of operational research : EJOR
42
The North American journal of economics and finance : a journal of financial economics studies
41
Computational economics
40
Risks : open access journal
39
Journal of econometrics
36
Journal of economic dynamics & control
35
Journal of empirical finance
33
Journal of financial economics
31
Journal of mathematical finance
31
Research paper series / Swiss Finance Institute
31
Annals of finance
30
Insurance / Mathematics & economics
28
International review of economics & finance : IREF
26
Applied economics
25
Review of quantitative finance and accounting
25
Energy economics
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
Journal of risk and financial management : JRFM
19
Decisions in economics and finance : DEF ; a journal of applied mathematics
18
International review of financial analysis
18
The European journal of finance
18
The journal of derivatives : JOD
17
Discussion paper / Tinbergen Institute
16
Economic modelling
16
Journal of financial and quantitative analysis : JFQA
16
Journal of financial markets
16
Swiss Finance Institute Research Paper
16
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Source
All
ECONIS (ZBW)
4,210
Showing
1
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10
of
4,210
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date (newest first)
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1
Dynamic relationship between Indian stock index and commodity derivatives : with special reference to metals
Mohanty, Debasis
;
Khan, Jakki Samir
;
Das, Subhasish
; …
- In:
International journal of economics and accounting : IJEA
10
(
2021
)
4
,
pp. 394-409
Persistent link: https://www.econbiz.de/10012669225
Saved in:
2
Volatility
analysis of Shanghai composite index and financial crises
Sheraz, Muhammad
;
Breda, Vasile
-
2016
Persistent link: https://www.econbiz.de/10013164574
Saved in:
3
Why do we smile? : On the determinants of the implied
volatility
function
Peña Sánchez de Rivera, Juan Ignacio
;
Rubio, Gonzalo
; …
- In:
Journal of banking & finance
23
(
1999
)
8
,
pp. 1151-1179
Persistent link: https://www.econbiz.de/10001391604
Saved in:
4
Modeling
volatility
of national stock exchange of India
Joshi, Prashant
- In:
Asian African journal of economics and econometrics
10
(
2010
)
2
,
pp. 337-354
Persistent link: https://www.econbiz.de/10009007472
Saved in:
5
Implied
volatility
of structured warrants : emerging market evidence
Najmi Ismail Murad Samsudin
;
Mohamad, Azhar
;
Sifat, Imtiaz
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 464-479
Persistent link: https://www.econbiz.de/10012655531
Saved in:
6
Pricing vanilla options using artificial neural networks : application to the South African market
Du Plooy, Ryno
;
Venter, Pierre J.
- In:
Cogent economics & finance
9
(
2021
)
1
,
pp. 1-15
European call options using a constructed implied
volatility
surface. The prices generated by the ANN were compared to the …
Persistent link: https://www.econbiz.de/10013183896
Saved in:
7
Index option market activity and cash market
volatility
under different market conditions : an empirical study from Sweden
Hagelin, Niclas
- In:
Empirical essays on financial markets, firms, and derivates
,
(pp. 11-41)
.
2000
Persistent link: https://www.econbiz.de/10001509964
Saved in:
8
Stock index
volatility
expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000767421
Saved in:
9
Predicting
volatility
of stock indexes for option pricing on a small security market
Berglund, Tom
;
Hedvall, Kaj
;
Liljeblom, Eva
-
1990
Persistent link: https://www.econbiz.de/10000816312
Saved in:
10
Messung und Prognose von Volatilitäten am Beispiel des DAX-Index
Sautter, Jörg
-
1996
-
1. Aufl
Persistent link: https://www.econbiz.de/10000937935
Saved in:
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