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Stochastic process
Börsenkurs
53,750
Share price
53,680
Theorie
16,849
Theory
16,714
Optionspreistheorie
15,676
Option pricing theory
15,210
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13,711
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7,690
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6,558
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5,598
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5,356
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5,336
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4,909
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4,897
Optionsgeschäft
4,433
Stochastischer Prozess
4,428
Option trading
4,415
Risk
3,961
Risiko
3,948
Prognoseverfahren
3,898
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3,890
Derivat
3,692
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3,688
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3,532
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Cui, Zhenyu
36
Takahashi, Akihiko
36
Chiarella, Carl
34
McAleer, Michael
28
Madan, Dilip B.
27
Fabozzi, Frank J.
26
Carr, Peter
25
Hainaut, Donatien
24
Platen, Eckhard
23
Elliott, Robert J.
22
Siu, Tak Kuen
22
Todorov, Viktor
20
Alòs, Elisa
19
Jacquier, Antoine (Jack)
19
Oosterlee, Cornelis W.
19
Nguyen, Duy
18
Benth, Fred Espen
17
Kim, Young Shin
17
Wang, Xingchun
17
Yamazaki, Akira
17
Escobar, Marcos
16
Härdle, Wolfgang
16
Kirkby, Justin
16
Li, Lingfei
16
Yamada, Toshihiro
16
Forde, Martin
15
Gatheral, Jim
15
Grasselli, Martino
15
Kim, Jeong-Hoon
15
Levendorskij, Sergej Z.
15
Račev, Svetlozar T.
15
Ziveyi, Jonathan
15
Ewald, Christian-Oliver
14
He, Xin-Jiang
14
Kwok, Yue-Kuen
14
Mijatović, Aleksandar
14
Schoutens, Wim
14
Ballotta, Laura
13
Filipović, Damir
13
Fouque, Jean-Pierre
13
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Centre for Analytical Finance <Århus>
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Queen Mary College / Department of Economics
2
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
Centre for Economic Policy Research
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Econometrisch Instituut <Rotterdam>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of Cleveland
1
International Center for Financial Asset Management and Engineering
1
Judge Institute of Management Studies
1
School of Finance and Business Economics <Perth, Western Australia>
1
Society of Actuaries
1
Springer International Publishing
1
Taylor and Francis.
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Canterbury / Dept. of Economics and Finance
1
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International journal of theoretical and applied finance
248
Quantitative finance
148
Finance and stochastics
112
The journal of computational finance
103
Applied mathematical finance
101
Insurance / Mathematics & economics
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
71
European journal of operational research : EJOR
70
Computational economics
67
International journal of financial engineering
64
Journal of mathematical finance
58
Risks : open access journal
58
Journal of econometrics
57
Finance research letters
56
Journal of economic dynamics & control
48
Review of derivatives research
46
The journal of futures markets
43
Annals of finance
42
Journal of banking & finance
42
Research paper series / Swiss Finance Institute
37
The North American journal of economics and finance : a journal of financial economics studies
37
Asia-Pacific financial markets
31
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
27
The European journal of finance
26
Discussion paper / Tinbergen Institute
24
Economic modelling
24
Journal of risk and financial management : JRFM
24
Energy economics
23
SFB 649 discussion paper
23
Mathematical finance : an international journal of mathematics, statistics and financial economics
21
Mathematics and financial economics
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Journal of empirical finance
19
Mathematics of operations research
19
Operations research letters
19
Swiss Finance Institute Research Paper
19
Decisions in economics and finance : DEF ; a journal of applied mathematics
18
Decisions in economics and finance : a journal of applied mathematics
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Optionsbewertung bei stochastischer Volatilität
Nagel, Hartmut
-
2001
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001530489
Saved in:
2
Ökonomische und ökonometrische Analyse der Bewertung von Optionen unter stochastischer Volatilität
Schmitt, Christian
-
1999
Persistent link: https://www.econbiz.de/10001531425
Saved in:
3
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:
4
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
Saved in:
5
Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX-index options market
Rieken, Sascha
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001440110
Saved in:
6
Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices
Brigo, Damiano
;
Mercurio, Fabio
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 147-159
Persistent link: https://www.econbiz.de/10001486694
Saved in:
7
Stochastic volatility with an Ornstein-Uhlenbeck process : an extension
Schöbel, Rainer
;
Zhu, Jianwei
-
1998
-
Rev.
Persistent link: https://www.econbiz.de/10000676009
Saved in:
8
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
9
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413478
Saved in:
10
Optionspreise und implizite Kursprozesse
Wallmeier, Martin
- In:
Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift …
,
(pp. 331-346)
.
2003
Persistent link: https://www.econbiz.de/10001736363
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