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Option Prices with Stochastic...
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United States
Optionspreistheorie
14,659
Option pricing theory
14,195
Volatilität
3,950
Theorie
3,928
Volatility
3,882
Theory
3,781
Stochastischer Prozess
3,249
Stochastic process
3,196
Optionsgeschäft
2,918
Option trading
2,898
Derivat
2,416
Derivative
2,412
Black-Scholes-Modell
1,705
Black-Scholes model
1,609
Hedging
1,310
Portfolio-Management
1,169
Portfolio selection
1,153
CAPM
1,054
Zinsstruktur
948
Yield curve
938
Schätzung
897
Estimation
882
USA
781
Realoptionsansatz
647
Real options analysis
645
Risiko
641
Risk
638
Monte-Carlo-Simulation
620
Monte Carlo simulation
609
Kreditrisiko
586
Statistische Verteilung
582
Börsenkurs
580
Credit risk
576
Statistical distribution
572
Share price
565
Kapitaleinkommen
528
Capital income
527
Zinsderivat
460
Interest rate derivative
457
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8
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753
German
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Engle, Robert F.
8
Rosenberg, Joshua V.
8
Bates, David S.
7
Bollerslev, Tim
7
Madan, Dilip B.
7
Figlewski, Stephen
6
Fleming, Jeff
6
Jackwerth, Jens Carsten
6
Nandi, Saikat
6
Schwartz, Eduardo S.
6
Craig, Ben R.
5
Deng, Yongheng
5
Heston, Steven L.
5
Joshi, Mark S.
5
Pierdzioch, Christian
5
Skiadopoulos, George
5
Zhou, Hao
5
Benzoni, Luca
4
Carr, Peter
4
Chance, Don M.
4
Christoffersen, Peter F.
4
Crouhy, Michel
4
Driessen, Joost
4
Galai, Dan
4
Gibson, Michael S.
4
Jacobs, Kris
4
Jong, Frank de
4
Keller, Joachim G.
4
Lee, Cheng F.
4
Longstaff, Francis A.
4
Medvedev, Alexey
4
Pedersen, Lasse Heje
4
Poteshman, Allen M.
4
Ritchken, Peter H.
4
Scaillet, Olivier
4
Turvey, Calum Greig
4
Wiener, Zvi
4
Alexander, Carol
3
Ammann, Manuel
3
Bakshi, Gurdip S.
3
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2
Federal Reserve Bank of St. Louis
2
Transportation, Water, and Telecommunications Department, The World Bank
2
Weltbank
2
American Finance Association
1
Centre for Analytical Finance <Århus>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Federal Reserve Bank of Chicago
1
Federal Reserve System / Division of Research and Statistics
1
Forschungsstelle für Internationales Management
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Goethe-Universität Frankfurt am Main
1
Hydro-Electric Commission through its Energy Management Centre
1
Institute for Fiscal Studies
1
Institute of Finance and Accounting <London>
1
Institutionen för Skogsekonomi <Ume°a>
1
International Accounting Standards Board
1
International Centre for Trade and Sustainable Development
1
Kanada / Minister of State for Employment and Immigration
1
Kanada / Skill Development Leave Task Force
1
National Bureau of Economic Research
1
Office of State Planning and Development
1
Pennsylvania Land Policy Project
1
Practising Law Institute
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Tasmanian Dairy and Food Industry training Committee inc.
1
The Wharton Financial Institutions Center
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Waterloo / Department of Economics
1
Verlag Dr. Kovač
1
Weltwirtschaftsforum
1
Western Pennsylvania Conservancy
1
Wharton School
1
Wharton School / Finance Department
1
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The journal of futures markets
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
32
The review of financial studies
29
The journal of finance : the journal of the American Finance Association
23
Journal of financial and quantitative analysis : JFQA
19
Working paper / National Bureau of Economic Research, Inc.
19
Journal of financial economics
15
Journal of banking & finance
14
Review of derivatives research
11
The journal of fixed income
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
The journal of real estate finance and economics
10
The journal of computational finance
9
Finance and economics discussion series
8
Advances in futures and options research : a research annual
6
American journal of agricultural economics
6
International review of economics & finance : IREF
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of business : B
6
Working paper
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Discussion paper / Centre for Economic Policy Research
5
International journal of theoretical and applied finance
5
Review of quantitative finance and accounting
5
Federal Reserve Bank of Cleveland working paper series
4
Insurance / Mathematics & economics
4
Journal of econometrics
4
Journal of empirical finance
4
Journal of international money and finance
4
Review of financial economics : RFE
4
The financial review : the official publication of the Eastern Finance Association
4
The journal of financial research
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working paper series / Federal Reserve Bank of Atlanta
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advances in quantitative analysis of finance and accounting : a research annual
3
Applied financial economics
3
CORE discussion paper : DP
3
CREATES research paper
3
Canadian journal of agricultural economics : CJAE
3
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ECONIS (ZBW)
765
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1
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765
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Date (oldest first)
1
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
2
Bootstrap derivative asset pricing
Markellos, Raphaēl N.
-
1998
Persistent link: https://www.econbiz.de/10000996674
Saved in:
3
Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng
-
1997
Persistent link: https://www.econbiz.de/10000633272
Saved in:
4
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
5
An empirical test of the Hull-White option pricing model
Corrado, Charles Joseph
- In:
The journal of futures markets
18
(
1998
)
4
,
pp. 363-378
Persistent link: https://www.econbiz.de/10001242646
Saved in:
6
Optionsbewertung
Abel, Ulrich
- In:
Bank-Archiv : Zeitschrift für das gesamte Bank- und …
37
(
1989
)
11
,
pp. 1047-1055
Persistent link: https://www.econbiz.de/10001080613
Saved in:
7
Empirical testing and applications of CCA
Crouhy, Michel
(
ed.
);
Galai, Dan
(
ed.
);
Wiener, Zvi
(
ed.
)
-
2019
Persistent link: https://www.econbiz.de/10011993507
Saved in:
8
Transformation methods for evaluating approximations to the optimal exercise boundary for a linear and nonlinear Black-Scholes equation
Ševčovič, Daniel
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 173-218)
.
2008
Persistent link: https://www.econbiz.de/10011954443
Saved in:
9
Pathwise superreplication via Vovk's outer measure
Beiglböck, Mathias
;
Cox, Alexander M. G.
;
Huesmann, Martin
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 1141-1166
Persistent link: https://www.econbiz.de/10011944488
Saved in:
10
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
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