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Option Prices with Stochastic...
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Optionspreistheorie
1,618
Option pricing theory
1,615
Theorie
682
Theory
682
Volatilität
417
Volatility
416
Stochastic process
332
Stochastischer Prozess
332
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234
Option trading
233
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185
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185
Black-Scholes model
177
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177
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150
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150
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143
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129
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129
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126
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126
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119
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112
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112
Börsenkurs
97
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97
Risiko
94
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94
Statistical distribution
74
Statistische Verteilung
74
Real options analysis
71
Realoptionsansatz
71
Risikoprämie
69
Risk premium
69
Interest rate derivative
67
Zinsderivat
67
Estimation theory
65
Schätztheorie
65
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64
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Härdle, Wolfgang
36
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24
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16
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16
Scaillet, Olivier
16
Wystup, Uwe
15
Filipović, Damir
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Schoenmakers, John
14
Stentoft, Lars
14
Alòs, Elisa
13
Barone-Adesi, Giovanni
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Jacobs, Kris
13
Platen, Eckhard
13
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12
Chesney, Marc
12
Howison, Sam
12
Rosenberg, Joshua V.
12
Vorst, Ton
12
Fengler, Matthias R.
11
Martin, Gael M.
11
Schlögl, Erik
11
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11
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11
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10
Dumas, Bernard
10
Korn, Olaf
10
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Wijnbergen, Sweder van
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9
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9
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8
Rombouts, Jeroen V. K.
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Chambre de commerce et d'industrie de Paris
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Svenska Handelshögskolan <Helsinki>
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Center for Economic Research <Tilburg>
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Ekonomiska forskningsinstitutet <Stockholm>
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National Bureau of Economic Research
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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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>
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Federal Reserve Bank of Chicago
2
Federal Reserve Bank of Cleveland
2
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Federal Reserve System / Board of Governors
2
International Center for Financial Asset Management and Engineering
2
Judge Institute of Management Studies
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Queen Mary College / Department of Economics
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Australian National University / Faculty of Economics and Commerce
1
Bank of England / Monetary Analysis Division
1
Center for Economic Research <Minneapolis, Minn.>
1
Center for International Food and Agricultural Policy
1
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1
Centre for Economic Policy Research
1
Columbia University / Graduate School of Business
1
Danmarks Nationalbank
1
ESCP-EAP European School of Management
1
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1
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Research paper series / Swiss Finance Institute
89
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
SFB 649 discussion paper
54
Working paper / National Bureau of Economic Research, Inc.
53
Swiss Finance Institute Research Paper
43
Discussion paper / Tinbergen Institute
36
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
30
CREATES research paper
29
Working paper
28
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
28
Discussion paper / Centre for Economic Policy Research
27
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25
Mathematical finance
25
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
21
Finance and economics discussion series
20
CoFE discussion papers
19
Discussion paper / Center for Economic Research, Tilburg University
19
Discussion papers of interdisciplinary research project 373
19
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
Les cahiers de recherche / HEC Paris
18
Working paper series / Centre for Practical Quantitative Finance
17
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
IMF working papers
16
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16
Working paper / Department of Econometrics and Business Statistics, Monash University
15
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14
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14
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13
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12
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Bonn Econ Discussion Papers / BGSE
11
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
11
SSE EFI working paper series in economics and finance
11
Tübinger Diskussionsbeitrag
11
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11
CESifo working papers
10
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ECONIS (ZBW)
1,701
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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
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