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Determinants of option moneyne...
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Optionspreistheorie
15,700
Option pricing theory
15,240
Optionsgeschäft
6,665
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6,459
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4,780
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4,712
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4,372
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4,225
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1,542
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1,401
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1,044
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1,012
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743
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Index-Futures
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698
Realoptionsansatz
697
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696
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Härdle, Wolfgang
99
Madan, Dilip B.
95
Fabozzi, Frank J.
94
Carr, Peter
76
Cui, Zhenyu
71
Joshi, Mark S.
67
Takahashi, Akihiko
67
Chiarella, Carl
63
Hull, John
60
Schoutens, Wim
57
Stentoft, Lars
55
Jacobs, Kris
53
Benth, Fred Espen
50
Kwok, Yue-Kuen
50
Jarrow, Robert A.
48
Elliott, Robert J.
47
Wystup, Uwe
47
Christoffersen, Peter F.
44
Zhang, Jin E.
43
Ryu, Doojin
41
Perrakis, Stylianos
40
Siu, Tak Kuen
39
Wang, Xingchun
39
Račev, Svetlozar T.
38
Belomestny, Denis
37
Kim, Young Shin
37
Lee, Cheng F.
37
Chesney, Marc
36
Fusai, Gianluca
36
Barone-Adesi, Giovanni
35
Ewald, Christian-Oliver
35
Schwartz, Eduardo S.
35
Todorov, Viktor
35
Oosterlee, Cornelis W.
34
Schlögl, Erik
34
Platen, Eckhard
33
Subrahmanyam, Marti G.
33
Yang, Zhaojun
33
Jacquier, Antoine (Jack)
32
Korn, Olaf
32
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National Bureau of Economic Research
88
Centre for Analytical Finance <Århus>
29
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Institut für Schweizerisches Bankwesen <Zürich>
14
Center for Economic Research <Tilburg>
11
Svenska Handelshögskolan <Helsinki>
11
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Deutsche Forschungsgemeinschaft
6
Institut for Finansiering <Frederiksberg>
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Christian-Albrechts-Universität zu Kiel
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Institute of Finance and Accounting <London>
4
International Center for Financial Asset Management and Engineering
4
Johannes Gutenberg-Universität Mainz
4
Karlsruher Institut für Technologie
4
Springer Fachmedien Wiesbaden
4
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
4
Centre for Economic Policy Research
3
Federal Reserve Bank of St. Louis
3
Judge Institute of Management Studies
3
Rodney L. White Center for Financial Research
3
Walter de Gruyter Inc.
3
Arbeitsgruppe Optionsgeschäft
2
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Cambridge University Press
2
Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Chicago, Ill. / Board of Trade
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Eberhard Karls Universität Tübingen
2
Econometrisch Instituut <Rotterdam>
2
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Published in...
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International journal of theoretical and applied finance
507
The journal of futures markets
384
Journal of banking & finance
271
Mathematical finance : an international journal of mathematics, statistics and financial theory
268
The journal of computational finance
258
Applied mathematical finance
257
Finance and stochastics
250
The journal of derivatives : the official publication of the International Association of Financial Engineers
250
Quantitative finance
233
Review of derivatives research
193
Insurance / Mathematics & economics
159
Finance research letters
155
European journal of operational research : EJOR
140
Journal of economic dynamics & control
139
Computational economics
129
International journal of financial engineering
122
Risks : open access journal
120
Journal of mathematical finance
113
Journal of financial economics
108
Research paper series / Swiss Finance Institute
99
The North American journal of economics and finance : a journal of financial economics studies
97
The European journal of finance
93
Journal of financial and quantitative analysis : JFQA
86
NBER working paper series
86
Asia-Pacific financial markets
80
The journal of finance : the journal of the American Finance Association
80
The review of financial studies
78
International review of economics & finance : IREF
77
Journal of econometrics
77
Working paper / National Bureau of Economic Research, Inc.
72
Review of quantitative finance and accounting
69
Management science : journal of the Institute for Operations Research and the Management Sciences
65
International review of financial analysis
64
Journal of empirical finance
64
Journal of risk and financial management : JRFM
64
Energy economics
63
NBER Working Paper
62
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
62
Annals of finance
61
SFB 649 discussion paper
57
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ECONIS (ZBW)
17,780
USB Cologne (EcoSocSci)
280
EconStor
183
USB Cologne (business full texts)
67
RePEc
15
OLC EcoSci
6
BASE
5
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Showing
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1
Do Chinese retail option traders know anything about market volatility?
Liu, Ming-hua
;
Rangan, Nanda K.
- In:
Frontiers of business research in China : selected …
6
(
2012
)
4
,
pp. 508-526
Persistent link: https://www.econbiz.de/10009688736
Saved in:
2
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
3
Options, futures, and other derivative securities
Hull, John
-
1989
Persistent link: https://www.econbiz.de/10004068190
Saved in:
4
PDE methods for pricing barrier options
Zvan, R.
;
Vetzal, Kenneth R.
;
Forsyth, Peter
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1563-1590
Persistent link: https://www.econbiz.de/10001508750
Saved in:
5
The valuation of American barrier options using the decomposition technique
Gao, Bin
;
Huang, Jing-Zhi
;
Subrahmanyam, Marti G.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1783-1827
Persistent link: https://www.econbiz.de/10001508774
Saved in:
6
Nonparametric estimation of American options' exercise boundaries and call prices
Broadie, Mark
(
contributor
)
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1829-1857
Persistent link: https://www.econbiz.de/10001508777
Saved in:
7
Index option market activity and cash market volatility under different market conditions : an empirical study from Sweden
Hagelin, Niclas
- In:
Empirical essays on financial markets, firms, and derivates
,
(pp. 11-41)
.
2000
Persistent link: https://www.econbiz.de/10001509964
Saved in:
8
Valuing the strategic option to sell life insurance business : theory and evidence
Klumpes, Paul J. M.
;
Shackleton, Mark B.
- In:
Journal of banking & finance
24
(
2000
)
10
,
pp. 1681-1702
Persistent link: https://www.econbiz.de/10001511634
Saved in:
9
Pricing near the barrier : the case of discrete knock-out options
Steiner, Manfred
;
Wallmeier, Martin
;
Hafner, Reinhold
- In:
The journal of computational finance
3
(
1999
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10001517413
Saved in:
10
A new integral representation of the early exercise boundary for American put options
Little, Thomas
;
Pant, Vijay
;
Hou, Chunli
- In:
The journal of computational finance
3
(
2000
)
3
,
pp. 73-96
Persistent link: https://www.econbiz.de/10001517427
Saved in:
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