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The robustness of the Black-Sc...
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Volatility
CAPM
20,193
Theorie
17,899
Theory
17,710
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15,676
Option pricing theory
15,216
Derivat
14,933
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4,117
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4,080
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3,980
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3,542
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3,541
Risikomanagement
2,293
Kreditrisiko
2,096
Welt
2,093
Zinsstruktur
2,088
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2,084
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2,083
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2,071
Credit risk
2,041
Black-Scholes-Modell
2,016
Aktienmarkt
2,001
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Cui, Zhenyu
40
Christoffersen, Peter F.
34
Carr, Peter
33
Chiarella, Carl
33
Jacobs, Kris
33
Härdle, Wolfgang
31
Jacquier, Antoine (Jack)
28
Todorov, Viktor
28
Takahashi, Akihiko
25
Zhang, Jin E.
25
Alòs, Elisa
24
Benth, Fred Espen
23
Gatheral, Jim
22
Lorig, Matthew
21
Fouque, Jean-Pierre
20
Escobar, Marcos
19
Guyon, Julien
19
Tauchen, George Eugene
19
Aït-Sahalia, Yacine
18
Fabozzi, Frank J.
18
Madan, Dilip B.
18
Nguyen, Duy
18
Ryu, Doojin
18
Schlag, Christian
18
Skiadopoulos, George
18
Branger, Nicole
17
Grasselli, Martino
17
Guirguis, Michel
17
Kwok, Yue-Kuen
17
McAleer, Michael
17
Wong, Hoi Ying
17
Andersen, Torben
16
Bekaert, Geert
16
Heston, Steven L.
16
Jiang, George J.
16
Kang, Boda
16
Ruan, Xinfeng
16
Schoutens, Wim
16
Ewald, Christian-Oliver
15
Fengler, Matthias R.
15
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
5
Federal Reserve Bank of St. Louis
4
School of Accounting, Economics and Finance <Geelong>
4
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of San Francisco
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Instituto Valenciano de Investigaciones Económicas
2
University of Bonn, Germany
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1
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Danmarks Nationalbank
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Federal Reserve System / Division of Research and Statistics
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Goethe-Universität Frankfurt am Main
1
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Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
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1
Institutt for Foretaksøkonomi <Bergen, Norwegen>
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1
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1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Mannheim
1
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International journal of theoretical and applied finance
189
The journal of futures markets
131
Journal of banking & finance
128
Quantitative finance
126
Finance research letters
113
Applied mathematical finance
92
Journal of financial economics
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
Journal of empirical finance
72
The journal of computational finance
72
Journal of econometrics
67
International review of economics & finance : IREF
63
The North American journal of economics and finance : a journal of financial economics studies
62
Review of derivatives research
59
International review of financial analysis
58
International journal of financial engineering
55
Finance and stochastics
53
Journal of economic dynamics & control
52
Energy economics
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
51
European journal of operational research : EJOR
47
Computational economics
43
Research paper series / Swiss Finance Institute
43
Working paper / National Bureau of Economic Research, Inc.
43
Management science : journal of the Institute for Operations Research and the Management Sciences
42
NBER working paper series
41
Risks : open access journal
41
Annals of finance
38
Applied economics
37
Economic modelling
37
Journal of mathematical finance
37
The European journal of finance
37
Review of quantitative finance and accounting
34
The review of financial studies
33
Applied financial economics
32
NBER Working Paper
32
Journal of financial markets
31
Pacific-Basin finance journal
31
Research in international business and finance
31
Insurance / Mathematics & economics
30
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ECONIS (ZBW)
6,760
RePEc
6
EconStor
3
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1
Asymptotic expansion formula of option price under multifactor Heston model
Nagashima, Kazuki
;
Chung, Tsz-Kin
;
Tanaka, Keiichi
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 351-396
Persistent link: https://www.econbiz.de/10010511560
Saved in:
2
The performance of skewness and kurtosis adjusted option pricing model in emerging markets : a case of Turkish derivatives market
Alp, Ozge Sezgin
- In:
International journal of finance & banking studies : JJFBS
5
(
2016
)
3
,
pp. 70-84
Persistent link: https://www.econbiz.de/10011448750
Saved in:
3
Option implied beta and option return
Ze-To, Samuel Yau Man
- In:
Applied economics
50
(
2018
)
2
,
pp. 128-142
Persistent link: https://www.econbiz.de/10011845923
Saved in:
4
A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
5
Too much of a good thing? : a review of volatility extensions in Black-Scholes
Kermiche, Lamya
- In:
The journal of applied business research
30
(
2014
)
4
,
pp. 1171-1182
Persistent link: https://www.econbiz.de/10010400603
Saved in:
6
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
7
Option prices and implied volatilities : an empirical analysis
Edey, Malcolm L.
;
Elliott, Graham
-
1989
Persistent link: https://www.econbiz.de/10000775666
Saved in:
8
Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
Saved in:
9
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:
10
Uncertain volatility models : theory and application
Buff, Robert
-
2002
Persistent link: https://www.econbiz.de/10001647305
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