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Optionsgeschäft
Stochastischer Prozess
19,873
Stochastic process
19,426
Optionspreistheorie
15,801
Theorie
15,545
Option pricing theory
15,341
Theory
15,191
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7,029
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Börsenkurs
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CAPM
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1,935
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Chaos theory
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1,837
USA
1,584
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1,579
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1,577
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1,549
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1,526
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1,506
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Hull, John
41
Cui, Zhenyu
38
Ryu, Doojin
34
Madan, Dilip B.
32
Carr, Peter
29
Wang, Xingchun
29
Perrakis, Stylianos
27
Zhang, Jin E.
27
Fabozzi, Frank J.
26
Lee, Hangsuck
24
Fodor, Andy
22
Fusai, Gianluca
22
Stentoft, Lars
22
Kwok, Yue-Kuen
21
Joshi, Mark S.
20
Kelly, Bryan T.
20
Todorov, Viktor
20
Chiarella, Carl
19
Schoutens, Wim
19
Thomsett, Michael C.
19
Ewald, Christian-Oliver
18
Poteshman, Allen M.
18
Andersen, Torben
17
Jackwerth, Jens Carsten
17
Jacobs, Kris
17
Zhu, Song-Ping
17
Fusari, Nicola
16
Härdle, Wolfgang
16
Kōnstantinidēs, Giōrgos
16
Li, Lingfei
16
Wu, Liuren
16
Bebchuk, Lucian A.
15
Bernales, Alejandro
15
Chang, Chuang-chang
15
Ruan, Xinfeng
15
Takahashi, Akihiko
15
Czerwonko, Michal
14
Giglio, Stefano
14
He, Xin-Jiang
14
Levendorskii, Sergei
14
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
10
Center for Economic Research <Tilburg>
7
Christian-Albrechts-Universität zu Kiel
4
Institut for Finansiering <Frederiksberg>
4
Chambre de commerce et d'industrie de Paris
3
Rodney L. White Center for Financial Research
3
Walter de Gruyter Inc.
3
Arbeitsgruppe Optionsgeschäft
2
Chicago, Ill. / Board of Trade
2
European Parliament / Directorate-General for Internal Policies of the Union
2
International Centre for Trade and Sustainable Development
2
Judge Institute of Management Studies
2
Karlsruher Institut für Technologie
2
New York Institute of Finance
2
Pearson Studium
2
Svenska Handelshögskolan <Helsinki>
2
Weltwirtschaftsforum
2
Österreichische Termin- und Optionenbörse <Wien>
2
Australian National University / Faculty of Economics and Commerce
1
Banco Central do Brasil
1
Bank für Internationalen Zahlungsausgleich
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
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Business Information Centre <Toronto>
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Börsen-Buchverlag
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Center for International Food and Agricultural Policy
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EOE
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Eberhard Karls Universität Tübingen
1
Energy, Mines and Resources, Canada
1
Erasmus Research Institute of Management
1
European Stability Mechanism
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of Chicago
1
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The journal of futures markets
233
International journal of theoretical and applied finance
147
Journal of banking & finance
118
The journal of derivatives : the official publication of the International Association of Financial Engineers
98
Quantitative finance
92
Applied mathematical finance
86
Review of derivatives research
86
Finance research letters
82
The journal of computational finance
80
Finance and stochastics
61
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
The North American journal of economics and finance : a journal of financial economics studies
56
Computational economics
55
Journal of economic dynamics & control
53
Journal of financial economics
53
International journal of financial engineering
46
Journal of financial markets
44
International review of economics & finance : IREF
43
European journal of operational research : EJOR
42
Journal of mathematical finance
41
Risks : open access journal
41
NBER working paper series
40
Journal of financial and quantitative analysis : JFQA
37
Review of quantitative finance and accounting
37
Management science : journal of the Institute for Operations Research and the Management Sciences
35
Research paper series / Swiss Finance Institute
34
The European journal of finance
32
The journal of derivatives : JOD
32
NBER Working Paper
31
The journal of finance : the journal of the American Finance Association
31
Working paper / National Bureau of Economic Research, Inc.
31
International review of financial analysis
30
The review of financial studies
30
Insurance
27
Applied economics
26
Applied economics letters
26
Economic modelling
26
Asia-Pacific financial markets
25
Journal of risk and financial management : JRFM
24
Wiley trading series
23
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ECONIS (ZBW)
6,581
USB Cologne (EcoSocSci)
114
EconStor
30
RePEc
1
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1
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
Saved in:
2
Pricing path-dependent Bermudan options using Wiener chaos expansion : an embarrassingly parallel approach
Lelong, Jérõme
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012543612
Saved in:
3
On pricing double-barrier options with Markov regime switching
Zhang, Xiaoyuan
;
Zhang, Tianqi
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014288926
Saved in:
4
Barrier option pricing under a Markov Regime switching diffusion model
Zhang, Xiaoyuan
;
Zhang, Tianqi
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 273-280
Persistent link: https://www.econbiz.de/10014249123
Saved in:
5
Pricing of perpetual American options in a model with partial information
Gapeev, Pavel V.
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009562132
Saved in:
6
Mixed fractional Merton model to evaluate European options with transaction costs
Shokrollahi, Foad
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 623-639
Persistent link: https://www.econbiz.de/10012016527
Saved in:
7
Foreign exchange derivative pricing with stochastic correlation
Nabirye, Topilista
;
Ngare, Philip
;
Mungatu, Joseph
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 887-899
Persistent link: https://www.econbiz.de/10011658109
Saved in:
8
Pricing options in jump diffusion models using Mellin transforms
Frontczak, Robert
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 366-373
Persistent link: https://www.econbiz.de/10010239539
Saved in:
9
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
10
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
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