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~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Option Prices with Stochastic...
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Optionspreistheorie
8,934
Option pricing theory
8,927
Theorie
2,645
Theory
2,645
Volatilität
2,587
Volatility
2,586
Stochastic process
2,240
Stochastischer Prozess
2,240
Optionsgeschäft
1,908
Option trading
1,905
Derivat
1,435
Derivative
1,435
Black-Scholes-Modell
1,121
Black-Scholes model
1,120
Hedging
824
Portfolio selection
721
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721
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630
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618
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612
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612
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612
USA
607
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606
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479
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479
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470
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467
Statistical distribution
413
Statistische Verteilung
413
Real options analysis
412
Realoptionsansatz
412
Credit risk
391
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391
Börsenkurs
356
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356
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337
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337
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315
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315
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7,567
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45
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29
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27
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Madan, Dilip B.
58
Härdle, Wolfgang
52
Carr, Peter
50
Joshi, Mark S.
43
Takahashi, Akihiko
42
Elliott, Robert J.
39
Fabozzi, Frank J.
39
Kwok, Yue-Kuen
36
Chiarella, Carl
35
Stentoft, Lars
35
Schoutens, Wim
34
Siu, Tak Kuen
32
Christoffersen, Peter F.
31
Cui, Zhenyu
31
Wang, Xingchun
31
Jacobs, Kris
28
Jarrow, Robert A.
28
Barone-Adesi, Giovanni
27
Benth, Fred Espen
27
Zhang, Jin E.
27
Alòs, Elisa
26
Chesney, Marc
26
Schoenmakers, John
26
Platen, Eckhard
25
Scaillet, Olivier
24
Filipović, Damir
23
Kim, Young Shin
23
Račev, Svetlozar T.
23
Subrahmanyam, Marti G.
23
Schwartz, Eduardo S.
22
Escobar, Marcos
21
Lee, Cheng F.
21
Belomestny, Denis
20
Das, Sanjiv R.
20
Leippold, Markus
20
Levendorskij, Sergej Z.
20
Wong, Hoi Ying
20
Zanette, Antonino
20
Kohlmann, Michael
19
Pelsser, Antoon André Jean
19
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Centre for Analytical Finance <Århus>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Chambre de commerce et d'industrie de Paris
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Ekonomiska forskningsinstitutet <Stockholm>
7
National Bureau of Economic Research
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Centre of Financial Studies
4
Erasmus Research Institute of Management
3
Institut for Finansiering <Frederiksberg>
3
Institute of Finance and Accounting <London>
3
Institutt for Foretaksøkonomi <Bergen, Norwegen>
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of Chicago
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Board of Governors
2
International Center for Financial Asset Management and Engineering
2
Judge Institute of Management Studies
2
Queen Mary College / Department of Economics
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Bank of England / Monetary Analysis Division
1
Capital Markets Conference <UTI Institute of Capital Markets, Navi Mumbai> <1, 1997, Navi Muṃbaī>
1
Center for Economic Research <Minneapolis, Minn.>
1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Centre for Economic Policy Research
1
Columbia University / Graduate School of Business
1
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Published in...
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International journal of theoretical and applied finance
496
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
266
The journal of computational finance
256
Applied mathematical finance
253
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of banking & finance
212
Quantitative finance
192
Review of derivatives research
178
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
133
European journal of operational research : EJOR
130
International journal of financial engineering
117
Journal of mathematical finance
109
Finance research letters
108
Computational economics
103
Risks : open access journal
93
Research paper series / Swiss Finance Institute
89
Asia-Pacific financial markets
86
The North American journal of economics and finance : a journal of financial economics studies
84
The European journal of finance
83
Journal of financial economics
80
Journal of econometrics
73
Journal of financial and quantitative analysis : JFQA
63
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The review of financial studies
59
Energy economics
56
Review of quantitative finance and accounting
56
The journal of finance : the journal of the American Finance Association
55
SFB 649 discussion paper
54
Working paper / National Bureau of Economic Research, Inc.
53
Annals of finance
51
The journal of real estate finance and economics
51
Decisions in economics and finance : DEF ; a journal of applied mathematics
50
Journal of risk and financial management : JRFM
50
International review of economics & finance : IREF
49
Economic modelling
48
International review of financial analysis
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
9,363
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1
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
1998
Persistent link: https://www.econbiz.de/10000168118
Saved in:
2
Options, sunspots, and the creation of uncertainty
Bowman, David
;
Faust, Jon
-
1995
Persistent link: https://www.econbiz.de/10000911316
Saved in:
3
A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte
;
Décamps, Jean-Paul
;
Koehl, …
-
1996
Persistent link: https://www.econbiz.de/10000936713
Saved in:
4
Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959376
Saved in:
5
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan
-
1994
Persistent link: https://www.econbiz.de/10000959539
Saved in:
6
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
7
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
8
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
9
Shifted poisson processes and the pricing of perpetual American options
Michaud, Frédéric
-
1997
Persistent link: https://www.econbiz.de/10000971722
Saved in:
10
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
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