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~subject:"Option pricing theory"
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Option pricing theory
Theorie
78
Theory
78
Capital income
32
Kapitaleinkommen
32
CAPM
28
Risikoprämie
21
Risiko
20
Risk
20
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20
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Volatilität
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Börsenkurs
19
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19
Estimation
18
Schätzung
18
Estimation theory
14
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14
Optionspreistheorie
14
Portfolio selection
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Portfolio-Management
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Prognoseverfahren
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Statistical distribution
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Statistische Verteilung
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USA
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11
Markov chain
11
Markov-Kette
11
Risk aversion
11
Financial market
10
Liquidity
10
Liquidität
10
Nichtparametrisches Verfahren
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Nonparametric statistics
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Risikoaversion
10
Capital market returns
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English
14
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Garcia, René
14
Renault, Eric
10
Luger, Richard
7
Almeida, Caio
3
Gençay, Ramazan
1
Ghysels, Eric
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
Journal of econometrics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
The Canadian journal of economics
1
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ECONIS (ZBW)
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Pricing and hedging derivative securities with neural networks and a homogeneity hint
Garcia, René
;
Gençay, Ramazan
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001437747
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2
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
3
A note on hedging in ARCH and stochastic volatility option pricing models
Garcia, René
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
Saved in:
4
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
5
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549287
Saved in:
6
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2001
Persistent link: https://www.econbiz.de/10001614493
Saved in:
7
Asymmetric smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2001
Persistent link: https://www.econbiz.de/10001614502
Saved in:
8
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 49-83
Persistent link: https://www.econbiz.de/10001772141
Saved in:
9
Viewpoint: option prices, preferences, and state variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
The Canadian journal of economics
38
(
2005
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10002654852
Saved in:
10
Option prices, preferences, and state variables
Garcia, René
(
contributor
);
Luger, Richard
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002750617
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