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United States
Optionspreistheorie
14,659
Option pricing theory
14,201
Optionsgeschäft
5,053
Option trading
4,844
Theorie
4,572
Theory
4,417
Volatilität
4,295
Volatility
4,230
Stochastischer Prozess
3,247
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3,195
Derivat
2,706
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2,701
Hedging
1,459
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1,314
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1,302
USA
1,199
Black-Scholes-Modell
1,181
Black-Scholes model
1,125
CAPM
1,078
Schätzung
1,051
Estimation
1,032
Zinsstruktur
980
Yield curve
970
Börsenkurs
858
Share price
844
Kalkulation
814
data
722
Risiko
704
Daten
699
Risk
698
Deutschland
694
Kapitaleinkommen
669
Capital income
668
Realoptionsansatz
645
Real options analysis
644
Data
641
Monte-Carlo-Simulation
631
Monte Carlo simulation
625
Germany
611
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27
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Poteshman, Allen M.
11
Engle, Robert F.
10
Jackwerth, Jens Carsten
10
Madan, Dilip B.
9
Rosenberg, Joshua V.
8
Carr, Peter
7
Chernov, Mikhail
7
Kelly, Bryan T.
7
Kōnstantinidēs, Giōrgos
7
Whaley, Robert E.
7
Bates, David S.
6
Ederington, Louis H.
6
Lustig, Hanno
6
Martin, Ian
6
Nandi, Saikat
6
Pedersen, Lasse Heje
6
Perrakis, Stylianos
6
Schwartz, Eduardo S.
6
Wu, Liuren
6
Aït-Sahalia, Yacine
5
Backus, David
5
Bliss, Robert R.
5
Bollerslev, Tim
5
Brandt, Michael W.
5
Craig, Ben R.
5
Crouhy, Michel
5
Deng, Yongheng
5
Doran, James S.
5
Fleming, Jeff
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Galai, Dan
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Giglio, Stefano
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5
Pierdzioch, Christian
5
Ronn, Ehud I.
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Skiadopoulos, George
5
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4
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4
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Droemer Verlag
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Ekonomiska forskningsinstitutet <Stockholm>
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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
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Forschungsstelle für Internationales Management
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Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
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Hydro-Electric Commission through its Energy Management Centre
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Institute of Finance and Accounting <London>
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Institute of Medicine <Washington, DC> / Food and Nutrition Board
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Institutionen för Skogsekonomi <Ume°a>
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International Accounting Standards Board
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International Center for Financial Asset Management and Engineering
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International Centre for Trade and Sustainable Development
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Pennsylvania Land Policy Project
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Rutgers University / Department of Economics
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Tasmanian Dairy and Food Industry training Committee inc.
1
Technische Universität Dresden
1
The Wharton Financial Institutions Center
1
USA / Subcommittee on Risk Management, Research, and Specialty Crops
1
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The journal of futures markets
76
The review of financial studies
46
The journal of derivatives : the official publication of the International Association of Financial Engineers
40
Journal of financial and quantitative analysis : JFQA
35
Working paper / National Bureau of Economic Research, Inc.
35
The journal of finance : the journal of the American Finance Association
31
Journal of banking & finance
23
Journal of financial economics
19
The journal of fixed income
14
Review of derivatives research
12
Real estate economics : journal of the American Real Estate and Urban Economics Association
11
The journal of business : B
11
Discussion paper / Centre for Economic Policy Research
10
The journal of real estate finance and economics
10
The journal of computational finance
9
American journal of agricultural economics
8
Review of quantitative finance and accounting
8
Finance and economics discussion series
7
International review of economics & finance : IREF
7
International review of financial analysis
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Working paper
7
Journal of empirical finance
6
The financial review : the official publication of the Eastern Finance Association
6
The journal of trading
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
The review of economics and statistics
6
Advances in quantitative analysis of finance and accounting : a research annual
5
Applied financial economics
5
Global finance journal
5
International journal of theoretical and applied finance
5
The journal of risk and insurance : the journal of the American Risk and Insurance Association
5
Working paper series / Federal Reserve Bank of Atlanta
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
5
Working papers / Rodney L. White Center for Financial Research
5
Federal Reserve Bank of Cleveland working paper series
4
Insurance / Mathematics & economics
4
International journal of business
4
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
4
Journal of econometrics
4
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ECONIS (ZBW)
1,160
RePEc
4
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11
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20
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1,164
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11
Biases and sensitivities of the black-scholes option price
Lee, Cheng F.
- In:
Advances in quantitative analysis of finance and …
4
(
1996
),
pp. 105-116
Persistent link: https://www.econbiz.de/10001202959
Saved in:
12
The impact of equity option expirations on the prices of non-expiring options
Broughton, John B.
- In:
Review of financial economics : RFE
4
(
1995
)
2
,
pp. 109-123
Persistent link: https://www.econbiz.de/10001188744
Saved in:
13
The mispricing of US treasury callable bonds
Carayannopoulos, Peter
- In:
The journal of futures markets
15
(
1995
)
8
,
pp. 861-879
Persistent link: https://www.econbiz.de/10001190840
Saved in:
14
The relative mispricing of the constant variance American put model
Hadjiyannakis, Steve
- In:
International review of economics & finance : IREF
7
(
1998
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10001247535
Saved in:
15
The effects of Central Bank intervention on the volatility of exchange rates : evidence from the options market
Ko, Jong-moon
- In:
The Korean economic review
11
(
1996
)
2
,
pp. 141-155
Persistent link: https://www.econbiz.de/10001250687
Saved in:
16
Insider and liquidity trading in stock and options markets
Biais, Bruno
- In:
The review of financial studies
7
(
1994
)
4
,
pp. 743-780
Persistent link: https://www.econbiz.de/10001174798
Saved in:
17
Theory and measurement of exotic options in US agricultural support programs
Tirupattur, Viswanath
- In:
American journal of agricultural economics
79
(
1997
)
4
,
pp. 1127-1139
Persistent link: https://www.econbiz.de/10001238855
Saved in:
18
Assessing the FDIC's premium and examination policies using 'Soviet' put options
Epps, Thomas W.
- In:
Journal of banking & finance
20
(
1996
)
4
,
pp. 699-721
Persistent link: https://www.econbiz.de/10001197704
Saved in:
19
Analysis of trends and options
Johnson, Paul
(
contributor
);
Disney, Richard
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000926444
Saved in:
20
An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung
;
Lee, Yung-Hsin
;
Chao, Wan-Ling
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
Saved in:
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