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~subject:"Volatility"
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Option Prices with Stochastic...
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Monte Carlo simulation
Volatility
Optionspreistheorie
14,648
Option pricing theory
14,185
Volatilität
3,947
Theorie
3,928
Theory
3,781
Stochastischer Prozess
3,247
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2,917
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2,897
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2,415
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2,411
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1,705
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1,609
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1,310
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1,168
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1,152
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1,054
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947
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937
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897
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882
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780
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764
Realoptionsansatz
647
Real options analysis
645
Risiko
639
Risk
636
Monte-Carlo-Simulation
619
Kreditrisiko
586
Statistische Verteilung
582
Börsenkurs
580
Credit risk
576
Statistical distribution
572
Share price
565
Kapitaleinkommen
526
Capital income
525
Zinsderivat
460
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457
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Cui, Zhenyu
44
Joshi, Mark S.
32
Chiarella, Carl
29
Carr, Peter
27
Jacquier, Antoine (Jack)
26
Stentoft, Lars
24
Jacobs, Kris
23
Takahashi, Akihiko
23
Härdle, Wolfgang
22
Fengler, Matthias R.
21
Gatheral, Jim
21
Nguyen, Duy
21
Alòs, Elisa
20
Zhang, Jin E.
20
Guyon, Julien
19
Lorig, Matthew
19
Christoffersen, Peter F.
18
Grzelak, Lech A.
17
Oosterlee, Cornelis W.
17
Escobar, Marcos
16
Benth, Fred Espen
15
Fabozzi, Frank J.
15
Fouque, Jean-Pierre
15
Grasselli, Martino
15
Le Floc'h, Fabien
15
Schoutens, Wim
15
Skiadopoulos, George
15
Wang, Xingchun
15
Wong, Hoi Ying
15
Elliott, Robert J.
14
Forde, Martin
14
Jacquier, Antoine
14
Kang, Boda
14
Madan, Dilip B.
14
Shiraya, Kenichiro
14
Ewald, Christian-Oliver
13
Heston, Steven L.
13
Lin, Shih-kuei
13
Schoenmakers, John
13
Todorov, Viktor
13
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National Bureau of Economic Research
10
Centre for Analytical Finance <Århus>
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Columbia University / Graduate School of Business
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
Hochschule für Bankwirtschaft
1
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Institutt for Foretaksøkonomi <Bergen, Norwegen>
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International Center for Financial Asset Management and Engineering
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Karlsruher Institut für Technologie
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1
Springer Fachmedien Wiesbaden
1
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1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
Universität Ulm
1
Wharton School
1
Wharton School / Finance Department
1
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International journal of theoretical and applied finance
190
Quantitative finance
116
The journal of computational finance
99
Applied mathematical finance
91
The journal of futures markets
80
Journal of banking & finance
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Review of derivatives research
56
Finance and stochastics
55
European journal of operational research : EJOR
53
International journal of financial engineering
51
Computational economics
49
Finance research letters
46
The journal of derivatives : the official publication of the International Association of Financial Engineers
46
The North American journal of economics and finance : a journal of financial economics studies
44
Journal of economic dynamics & control
43
Journal of econometrics
41
Journal of mathematical finance
40
Risks : open access journal
36
Research paper series / Swiss Finance Institute
30
Insurance / Mathematics & economics
29
Journal of financial economics
28
The European journal of finance
28
Applied economics
26
Journal of risk and financial management : JRFM
26
Review of quantitative finance and accounting
26
Decisions in economics and finance : DEF ; a journal of applied mathematics
25
Annals of finance
24
Asia-Pacific financial markets
24
Energy economics
24
Management science : journal of the Institute for Operations Research and the Management Sciences
24
International review of economics & finance : IREF
23
International review of financial analysis
21
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
Journal of empirical finance
19
Journal of financial and quantitative analysis : JFQA
18
Economic modelling
16
Applied financial economics
15
Discussion paper / Tinbergen Institute
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
4,367
EconStor
3
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1
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
Saved in:
2
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:
3
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
4
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
5
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
6
Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001355949
Saved in:
7
Why do we smile? : On the determinants of the implied volatility function
Peña Sánchez de Rivera, Juan Ignacio
;
Rubio, Gonzalo
; …
- In:
Journal of banking & finance
23
(
1999
)
8
,
pp. 1151-1179
Persistent link: https://www.econbiz.de/10001391604
Saved in:
8
Varianzminimierende Hedgingstrategien für Optionen bei möglichen Kurssprüngen
Grünewald, Barbara
- In:
Bewertung und Einsatz von Finanzderivaten
,
(pp. 43-87)
.
1997
Persistent link: https://www.econbiz.de/10001321784
Saved in:
9
Option pricing under stochastic volatility and stochastic interest rate in the Spanish case
Sáez, Marc
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10001226979
Saved in:
10
New insights into smile, mispricing, and value at risk : the hyperbolic model
Eberlein, Ernst
- In:
The journal of business : B
71
(
1998
)
3
,
pp. 371-405
Persistent link: https://www.econbiz.de/10001247514
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