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~subject:"Option pricing theory"
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Option pricing theory
Martingale
1,005
Martingal
1,003
Theorie
615
Theory
613
Stochastischer Prozess
303
Stochastic process
302
Optionspreistheorie
243
Portfolio selection
186
Portfolio-Management
186
Volatility
181
Volatilität
176
CAPM
163
Estimation theory
130
Schätztheorie
130
Zeitreihenanalyse
109
Time series analysis
108
Estimation
85
Börsenkurs
84
Share price
84
Hedging
83
Incomplete market
83
Unvollkommener Markt
83
Schätzung
81
Arbitrage Pricing
70
Arbitrage pricing
70
High frequency
65
Statistical test
63
Statistischer Test
63
Semimartingale
62
Derivat
60
Derivative
59
Mathematical programming
59
Mathematische Optimierung
59
Capital income
57
Kapitaleinkommen
57
high frequency
57
Arbitrage
56
Financial market
51
Finanzmarkt
51
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Free
74
Undetermined
56
CC license
4
Type of publication
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Article
157
Book / Working Paper
85
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Article in journal
150
Aufsatz in Zeitschrift
150
Graue Literatur
42
Non-commercial literature
42
Arbeitspapier
37
Working Paper
37
Aufsatz im Buch
7
Book section
7
Hochschulschrift
7
Thesis
5
Collection of articles written by one author
4
Sammlung
4
Amtsdruckschrift
3
Conference paper
3
Government document
3
Konferenzbeitrag
3
Einführung
1
Konferenzschrift
1
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1
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Language
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English
240
German
2
Author
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Prigent, Jean-Luc
8
Renault, Olivier
7
Scaillet, Olivier
7
Schweizer, Martin
6
Siu, Tak Kuen
6
Bayraktar, Erhan
5
Cheang, Gerald H. L.
4
Chiarella, Carl
4
Elliott, Robert J.
4
Grbac, Zorana
4
Guyon, Julien
4
Hobson, David G.
4
Miyahara, Yoshio
4
Carr, Peter
3
Cui, Zhenyu
3
Delbaen, Freddy
3
Dolinsky, Yan
3
Fontana, Claudio
3
Jarrow, Robert A.
3
Jeanblanc, Monique
3
Kardaras, Constantinos
3
Ruf, Johannes
3
Schachermayer, Walter
3
Schmidt, Thorsten
3
Soner, Halil Mete
3
Badescu, Alexandru
2
Beißner, Patrick
2
Belomestny, Denis
2
Bernard, Carole
2
Bouchard, Bruno
2
Busch, Thomas
2
Callegaro, Giorgia
2
Campi, Luciano
2
Choulli, Tahir
2
Cox, Alexander M. G.
2
Criens, David
2
Dupire, Bruno
2
Fouque, Jean-Pierre
2
Frittelli, Marco
2
Glau, Kathrin
2
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Institution
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Deutsche Forschungsgemeinschaft
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Centre for Analytical Finance <Århus>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Universität Ulm
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Published in...
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Finance and stochastics
32
International journal of theoretical and applied finance
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Quantitative finance
7
Research paper series / Swiss Finance Institute
7
Risks : open access journal
7
Applied mathematical finance
5
Asia-Pacific financial markets
5
Journal of mathematical finance
5
Swiss Finance Institute Research Paper
5
The journal of futures markets
5
Mathematical methods of operations research
4
Mathematics and financial economics
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Insurance / Mathematics & economics
3
International journal of financial engineering
3
Mathematical finance
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Review of derivatives research
3
SFB 649 discussion paper
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Annals of finance
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Decisions in economics and finance : a journal of applied mathematics
2
Discussion paper / B
2
Discussion paper series / LSE Financial Markets Group
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of economic dynamics & control
2
Springer finance
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied economics
1
Brazilian review of econometrics : the review of the Brazilian Econometric Society
1
CORE discussion papers : DP
1
CoFE discussion papers
1
Cogent economics & finance
1
Cowles Foundation discussion paper
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
242
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1
Purely discontinuous Lévy processes and power variation : inference for integrated volatility and the scale parameter
Woerner, Jeannette H. C.
-
2003
Persistent link: https://www.econbiz.de/10009581651
Saved in:
2
Estimation of integrated volatility in stochastic volatility models
Woerner, Jeannette H. C.
-
2003
Persistent link: https://www.econbiz.de/10009581654
Saved in:
3
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
Saved in:
4
The estimation for Lévy processes in high frequency data
Zheng, Jing
;
Gu, Wentao
;
Xu, Baolin
;
Cai, Zongwu
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
Saved in:
5
An explosion time characterization of asset price bubbles
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 469-479
Persistent link: https://www.econbiz.de/10014326312
Saved in:
6
Price systems constructed by optimal dynamic portfolios
Schäl, Manfred
- In:
Mathematical methods of operations research
51
(
2000
)
3
,
pp. 375-397
Persistent link: https://www.econbiz.de/10001519650
Saved in:
7
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001533318
Saved in:
8
Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10001450616
Saved in:
9
Changes of numeraire for pricing futures, forwards, and options
Schroder, Mark D.
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 1143-1163
Persistent link: https://www.econbiz.de/10001434633
Saved in:
10
No-arbitrage option pricing : new evidence on the validity of the martingale property
Brenner, Menachem
;
Eom, Young Ho
-
1997
Persistent link: https://www.econbiz.de/10001442896
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