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American option valuation : im...
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Optionspreistheorie
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Option pricing theory
15,269
ARCH-Modell
11,775
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11,761
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11,633
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11,594
Theorie
7,610
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7,387
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6,680
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6,474
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4,349
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4,289
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3,956
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3,888
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3,580
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2,955
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USA
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United States
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Risk
1,814
CAPM
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Black-Scholes-Modell
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McAleer, Michael
245
Härdle, Wolfgang
116
Fabozzi, Frank J.
110
Chang, Chia-Lin
99
Madan, Dilip B.
96
Gupta, Rangan
95
Engle, Robert F.
87
Hafner, Christian M.
84
Carr, Peter
76
Cui, Zhenyu
72
Bauwens, Luc
69
Caporale, Guglielmo Maria
69
Joshi, Mark S.
67
Takahashi, Akihiko
67
Teräsvirta, Timo
66
Chiarella, Carl
63
Caporin, Massimiliano
61
Christoffersen, Peter F.
61
Hull, John
61
Karanasos, Menelaos
57
Schoutens, Wim
57
Jacobs, Kris
56
Stentoft, Lars
55
Rombouts, Jeroen V. K.
53
Benth, Fred Espen
52
Bouri, Elie
52
Conrad, Christian
51
Ma, Feng
51
Kwok, Yue-Kuen
50
Bollerslev, Tim
49
Herwartz, Helmut
49
Elliott, Robert J.
48
Jarrow, Robert A.
48
Alexander, Carol
47
Francq, Christian
47
Račev, Svetlozar T.
47
Ryu, Doojin
47
Wystup, Uwe
47
Lee, Cheng F.
46
Andersen, Torben
45
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National Bureau of Economic Research
108
Centre for Analytical Finance <Århus>
39
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
36
Ekonomiska forskningsinstitutet <Stockholm>
24
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Institut für Schweizerisches Bankwesen <Zürich>
14
Center for Economic Research <Tilburg>
13
Svenska Handelshögskolan <Helsinki>
13
Chambre de commerce et d'industrie de Paris
10
Econometrisch Instituut <Rotterdam>
10
University of Canterbury / Dept. of Economics and Finance
8
Shakai-Keizai-Kenkyūsho <Osaka>
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Deutsche Forschungsgemeinschaft
6
Institut for Finansiering <Frederiksberg>
6
Instituto Valenciano de Investigaciones Económicas
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Springer Fachmedien Wiesbaden
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
6
Christian-Albrechts-Universität zu Kiel
5
Federal Reserve Bank of St. Louis
5
International Center for Financial Asset Management and Engineering
5
Verlag Dr. Kovač
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Institute of Finance and Accounting <London>
4
Johannes Gutenberg-Universität Mainz
4
Karlsruher Institut für Technologie
4
Queen Mary College / Department of Economics
4
Rodney L. White Center for Financial Research
4
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
4
Centre for Economic Policy Research
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Erasmus Research Institute of Management
3
European University Institute / Department of Economics
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Judge Institute of Management Studies
3
London School of Economics and Political Science
3
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International journal of theoretical and applied finance
515
The journal of futures markets
453
Journal of banking & finance
374
Finance research letters
358
Energy economics
331
Mathematical finance : an international journal of mathematics, statistics and financial theory
269
Quantitative finance
269
Applied mathematical finance
262
The journal of computational finance
260
The journal of derivatives : the official publication of the International Association of Financial Engineers
254
Finance and stochastics
253
Journal of econometrics
242
Economic modelling
222
Applied economics
216
The North American journal of economics and finance : a journal of financial economics studies
213
International review of economics & finance : IREF
211
Review of derivatives research
205
International review of financial analysis
195
Journal of empirical finance
194
Computational economics
181
The European journal of finance
176
Insurance
169
Journal of economic dynamics & control
162
Risks : open access journal
162
Discussion paper / Tinbergen Institute
158
Economics letters
154
European journal of operational research : EJOR
154
Applied financial economics
152
Journal of risk and financial management : JRFM
151
Research in international business and finance
144
Journal of mathematical finance
134
Applied economics letters
129
International journal of forecasting
129
International journal of financial engineering
128
Journal of international financial markets, institutions & money
128
Working paper
124
Journal of forecasting
121
Journal of financial economics
120
Research paper series / Swiss Finance Institute
120
Review of quantitative finance and accounting
110
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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USB Cologne (business full texts)
67
RePEc
35
OLC EcoSci
10
BASE
6
ArchiDok
2
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Showing
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29,668
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1
Immunizing options against changes in volatility
Shaffer, Sherrill
-
1990
Persistent link: https://www.econbiz.de/10000787901
Saved in:
2
Lookback and barrier options : a comparison between black-scholes and ABC pricing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 143-152
Persistent link: https://www.econbiz.de/10001544338
Saved in:
3
Regime switching in foreign exchange rates : evidence from currency option prices
Bollen, Nicolas P. B.
;
Gray, Stephen
;
Whaley, Robert E.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 239-276
Persistent link: https://www.econbiz.de/10001437758
Saved in:
4
Improving the option pricing performance of GARCH models in inefficient market
Lahouel, Noureddine
;
Hellara, Slaheddine
- In:
Investment management and financial innovations
17
(
2020
)
2
,
pp. 14-25
Persistent link: https://www.econbiz.de/10012303053
Saved in:
5
Volatility model applications in China's SSE50 options market
Chi, Yeguang
;
Hao, Wenyan
;
Zhang, Yifei
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
Saved in:
6
VIX option pricing through nonaffine GARCH dynamics and semianalytical formula
Liu, Junting
;
Wang, Qi
;
Zhang, Yuanyuan
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1189-1223
Persistent link: https://www.econbiz.de/10014553980
Saved in:
7
American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 880-902
Persistent link: https://www.econbiz.de/10009492526
Saved in:
8
American option valuation : implied calibration of GARCH pricing-models
Weber, Michael
;
Prokopczuk, Marcel
-
2010
Persistent link: https://www.econbiz.de/10009375875
Saved in:
9
GARCH option pricing models, the CBOE VIX, and variance risk premium
Hao, Jinji
;
Zhang, Jin E.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
3
,
pp. 556-580
Persistent link: https://www.econbiz.de/10009786515
Saved in:
10
The information content of option-based forecasts of volatility : evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
Saved in:
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