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The robustness of the Black-Sc...
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Jarrow, Robert A.
71
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58
Fabozzi, Frank J.
58
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50
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47
Chiarella, Carl
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42
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36
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35
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33
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33
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33
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32
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Harvey, Campbell R.
31
Zin, Stanley E.
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30
Carr, Peter
29
Lo, Andrew W.
29
Scaillet, Olivier
29
Yaron, Amir
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Gollier, Christian
28
Satchell, Stephen
28
Wystup, Uwe
28
Aït-Sahalia, Yacine
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Bekaert, Geert
27
Gagliardini, Patrick
27
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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The Wharton Financial Institutions Center
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Universität Augsburg / Institut für Statistik und Mathematische Wirtschaftstheorie
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Université de Lausanne / École des Hautes Études Commerciales
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Associazione Operatori Bancari in Titoli
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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European Commission / Joint Research Centre
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Federal Reserve Bank of St. Louis
3
Institut for Finansiering <Frederiksberg>
3
Instituto Valenciano de Investigaciones Económicas
3
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Mathematical finance : an international journal of mathematics, statistics and financial theory
299
The journal of futures markets
241
NBER working paper series
239
Journal of banking & finance
234
Journal of financial economics
221
Working paper / National Bureau of Economic Research, Inc.
220
The journal of finance : the journal of the American Finance Association
219
International journal of theoretical and applied finance
210
The review of financial studies
196
NBER Working Paper
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Finance and stochastics
182
Journal of economic dynamics & control
173
The journal of derivatives : the official publication of the International Association of Financial Engineers
130
Journal of financial and quantitative analysis : JFQA
118
Finance research letters
107
Journal of empirical finance
101
Applied mathematical finance
97
Economics letters
97
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Advances in futures and options research : a research annual
85
International review of economics & finance : IREF
77
The journal of computational finance
76
International review of financial analysis
74
Research paper series / Swiss Finance Institute
74
Discussion paper / Centre for Economic Policy Research
72
Review of derivatives research
71
The European journal of finance
71
Journal of monetary economics
68
The journal of real estate finance and economics
67
Journal of economic theory
65
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
Journal of international money and finance
61
Journal of econometrics
57
Finance and economics discussion series
56
European journal of operational research : EJOR
55
The journal of fixed income
55
Economic modelling
54
Working paper
54
Review of quantitative finance and accounting
53
Discussion paper
51
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ECONIS (ZBW)
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1
Applied derivatives : options, futures, and swaps
Rendleman, Richard J.
-
2002
Persistent link: https://www.econbiz.de/10001626310
Saved in:
2
The Oxford guide to financial modeling : applications for capital markets, corporate finance, risk management and financial institutions
Ho, Thomas S. Y.
;
Yi, Sang-bin
-
2004
Persistent link: https://www.econbiz.de/10001792333
Saved in:
3
Term structure models of interest rates with jump-diffusion information : equilibrium,
CAPM
, and derivative asset pricing
Kusuda, Koji
-
2003
Persistent link: https://www.econbiz.de/10003379037
Saved in:
4
Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus
-
2001
-
2., verbesserte und erweiterte Auflage
Persistent link: https://www.econbiz.de/10001498159
Saved in:
5
Derivatbewertung aus theoretischer und praktischer Sicht
Wolter, Hans-Jürgen
- In:
Aufgaben von Wissenschaft und Praxis im nächsten …
,
(pp. 249-279)
.
2000
Persistent link: https://www.econbiz.de/10001536824
Saved in:
6
Quantitative modeling of derivative securities : from theory to practice
Avellaneda, Marco
-
2000
Persistent link: https://www.econbiz.de/10001403079
Saved in:
7
Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C.
-
1998
Persistent link: https://www.econbiz.de/10000676156
Saved in:
8
Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
Saved in:
9
Option pricing and implicit volatilities
Jarrow, Robert A.
- In:
Journal of economic surveys
3
(
1989
)
1
,
pp. 59-81
Persistent link: https://www.econbiz.de/10001072609
Saved in:
10
Optionsteori för företagsvärdering
Eneroth, Kristina
- In:
Ekonomisk debatt
15
(
1987
)
5
,
pp. 381-387
Persistent link: https://www.econbiz.de/10001040431
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