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~subject:"Optionspreistheorie"
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Delta hedging bei stochastisch...
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Optionspreistheorie
Theorie
728,423
Theory
713,511
Schätzung
37,066
Estimation
36,309
Welt
35,120
World
34,506
USA
33,239
United States
31,868
Risiko
27,006
Risk
26,805
Portfolio-Management
24,843
Portfolio selection
24,633
Geldpolitik
24,283
Deutschland
24,006
Monetary policy
23,491
Germany
22,562
Volatilität
20,839
Volatility
20,529
Mathematische Optimierung
19,746
Mathematical programming
19,638
Prognoseverfahren
18,505
Forecasting model
18,229
Wirtschaftswachstum
16,714
Börsenkurs
16,113
Economic growth
16,073
Share price
15,891
Zeitreihenanalyse
15,747
Time series analysis
15,350
Option pricing theory
15,181
Stochastischer Prozess
14,223
Stochastic process
13,942
Konsumentenverhalten
12,706
Spieltheorie
12,576
Kapitaleinkommen
12,563
Consumer behaviour
12,559
Capital income
12,527
Finanzmarkt
12,314
Einkommensverteilung
12,217
Experiment
12,177
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Free
5,060
Undetermined
3,300
CC license
203
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Article
8,531
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7,089
Journal
21
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Article in journal
7,883
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7,883
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576
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552
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552
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451
Lehrbuch
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Sammelwerk
120
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81
Sammlung
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77
Bibliography included
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Aufsatzsammlung
75
Conference paper
45
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45
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40
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31
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28
Handbook
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Handbuch
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English
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French
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Spanish
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Portuguese
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Russian
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Härdle, Wolfgang
95
Madan, Dilip B.
90
Fabozzi, Frank J.
82
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
Hull, John
49
Kwok, Yue-Kuen
47
Elliott, Robert J.
46
Benth, Fred Espen
45
Christoffersen, Peter F.
43
Wystup, Uwe
40
Jarrow, Robert A.
39
Račev, Svetlozar T.
38
Kim, Young Shin
37
Lee, Cheng F.
37
Siu, Tak Kuen
37
Belomestny, Denis
35
Fusai, Gianluca
34
Oosterlee, Cornelis W.
34
Schlögl, Erik
34
Schwartz, Eduardo S.
34
Wang, Xingchun
34
Zhang, Jin E.
33
Barone-Adesi, Giovanni
32
Chesney, Marc
32
Jacquier, Antoine (Jack)
32
Platen, Eckhard
32
Yang, Zhaojun
32
Ewald, Christian-Oliver
31
Korn, Olaf
30
Scaillet, Olivier
30
Korn, Ralf
29
Li, Lingfei
29
Schoenmakers, John
29
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National Bureau of Economic Research
61
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Institut für Schweizerisches Bankwesen <Zürich>
14
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
Centre for Economic Policy Research
3
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 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
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Published in...
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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
249
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
European journal of operational research : EJOR
137
Finance research letters
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
The North American journal of economics and finance : a journal of financial economics studies
86
The European journal of finance
85
Journal of financial economics
83
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
NBER working paper series
59
Annals of finance
58
Energy economics
57
Journal of risk and financial management : JRFM
57
SFB 649 discussion paper
57
The journal of finance : the journal of the American Finance Association
57
Review of quantitative finance and accounting
56
Journal of empirical finance
55
Management science : journal of the Institute for Operations Research and the Management Sciences
54
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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Source
All
ECONIS (ZBW)
15,238
USB Cologne (EcoSocSci)
169
EconStor
156
USB Cologne (business full texts)
67
OLC EcoSci
6
BASE
5
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1
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1
Essays on financial models
Amilon, Henrik
-
2000
Persistent link: https://www.econbiz.de/10001534304
Saved in:
2
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:
3
Improving the option pricing performance of GARCH models in inefficient market
Lahouel, Noureddine
;
Hellara, Slaheddine
- In:
Investment management and financial innovations
17
(
2020
)
2
,
pp. 14-25
Persistent link: https://www.econbiz.de/10012303053
Saved in:
4
Modelle zur Schätzung der Volatilität : eine theoretische und empirische Analyse am Beispiel von Finanzmarktdaten
Specht, Katja
-
2000
Persistent link: https://www.econbiz.de/10001511096
Saved in:
5
An analytical approximation for the GARCH option pricing model
Duan, Jin-Chuan
;
Gauthier, Geneviève
;
Simonato, Jean-Guy
- In:
The journal of computational finance
2
(
1999
)
4
,
pp. 75-116
Persistent link: https://www.econbiz.de/10001517300
Saved in:
6
The GARCH option pricing model : a lattice approach
Cakici, Nusret
;
Topyan, Kudret
- In:
The journal of computational finance
3
(
2000
)
4
,
pp. 71-85
Persistent link: https://www.econbiz.de/10001517434
Saved in:
7
Is implied correlation worth calculating? : Evidence from foering exchange options
Walter, Christian A.
;
López, José A.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 65-81
Persistent link: https://www.econbiz.de/10001497759
Saved in:
8
Some exotic options under symmetric and asymmetric conditional volatility of returns
Walsh, David M.
- In:
Journal of multinational financial management
9
(
1999
)
3/4
,
pp. 403-417
Persistent link: https://www.econbiz.de/10001506210
Saved in:
9
Ökonomische und ökonometrische Analyse der Bewertung von Optionen unter stochastischer Volatilität
Schmitt, Christian
-
1999
Persistent link: https://www.econbiz.de/10001531425
Saved in:
10
Ökonomische und ökonometrische Analyse der Bewertung von Optionen unter stochastischer Volatilität
Schmitt, Christian
-
2000
-
1. Aufl.
-Optionspreise mit Hilfe einer auf stochastischen Volatilitäten beruhenden
Optionspreistheorie
besser erklärt werden als mit den …
Persistent link: https://www.econbiz.de/10001534154
Saved in:
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