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Option Prices with Stochastic...
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Optionspreistheorie
14,645
Option pricing theory
14,182
Volatilität
3,946
Theorie
3,928
Volatility
3,878
Theory
3,781
Stochastischer Prozess
3,246
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3,193
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2,916
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2,896
Derivat
2,414
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2,410
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1,609
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636
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619
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584
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581
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579
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574
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460
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Madan, Dilip B.
93
Cui, Zhenyu
73
Härdle, Wolfgang
72
Fabozzi, Frank J.
67
Joshi, Mark S.
67
Carr, Peter
64
Schoutens, Wim
61
Takahashi, Akihiko
59
Chiarella, Carl
53
Elliott, Robert J.
53
Stentoft, Lars
51
Jacobs, Kris
46
Wystup, Uwe
45
Hull, John
42
Jarrow, Robert A.
40
Benth, Fred Espen
39
Kwok, Yue-Kuen
39
Korn, Ralf
38
Oosterlee, Cornelis W.
36
Belomestny, Denis
35
Schlögl, Erik
35
Chesney, Marc
34
Fusai, Gianluca
34
Kim, Young Shin
33
Platen, Eckhard
33
Schoenmakers, John
33
Siu, Tak Kuen
33
Barone-Adesi, Giovanni
32
Christoffersen, Peter F.
32
Perrakis, Stylianos
32
Schwartz, Eduardo S.
31
Wang, Xingchun
31
Zhang, Jin E.
31
Ewald, Christian-Oliver
30
Scaillet, Olivier
30
Wilmott, Paul
30
Račev, Svetlozar T.
29
Subrahmanyam, Marti G.
29
Alghalith, Moawia
28
Jacquier, Antoine (Jack)
28
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National Bureau of Economic Research
59
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
20
Institut für Schweizerisches Bankwesen <Zürich>
16
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Johannes Gutenberg-Universität Mainz
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
5
Deutsche Forschungsgemeinschaft
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Springer Fachmedien Wiesbaden
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
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4
Institut for Finansiering <Frederiksberg>
4
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3
Erasmus Research Institute of Management
3
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3
Institutt for Foretaksøkonomi <Bergen, Norwegen>
3
International Center for Financial Asset Management and Engineering
3
Karlsruher Institut für Technologie
3
National Centre of Competence in Research North South <Bern>
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
World Bank
3
Associazione Operatori Bancari in Titoli
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Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Cambridge University Press
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Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Eberhard Karls Universität Tübingen
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of Chicago
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
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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
267
The journal of computational finance
259
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
214
Quantitative finance
192
Review of derivatives research
178
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
134
European journal of operational research : EJOR
131
International journal of financial engineering
115
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
81
Journal of econometrics
73
Journal of financial and quantitative analysis : JFQA
62
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The journal of finance : the journal of the American Finance Association
59
The review of financial studies
59
Energy economics
57
NBER working paper series
57
Review of quantitative finance and accounting
56
SFB 649 discussion paper
55
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
International review of economics & finance : IREF
50
Journal of risk and financial management : JRFM
50
Economic modelling
48
SpringerLink / Bücher
48
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ECONIS (ZBW)
14,823
USB Cologne (EcoSocSci)
185
EconStor
170
USB Cologne (business full texts)
75
OLC EcoSci
6
BASE
5
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61
On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
Saved in:
62
Valuation of reverse convertibles in the variance gamma economy
Deng, Geng
;
Dulaney, Tim
;
McCann, Craig
- In:
Journal of derivatives & hedge funds
19
(
2013
)
4
,
pp. 244-258
Persistent link: https://www.econbiz.de/10010259402
Saved in:
63
Modeling volatility smile : empirical evidence from India
Singh, Vipul Kumar
- In:
Journal of derivatives & hedge funds
19
(
2013
)
3
,
pp. 208-240
Persistent link: https://www.econbiz.de/10010259418
Saved in:
64
Asymptotics of implied volatility to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
Saved in:
65
Valuation of American partial barrier options
Jun, Doobae
;
Ku, Hyejin
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 167-191
Persistent link: https://www.econbiz.de/10009774397
Saved in:
66
Pricing discrete path-dependent options under a double exponential jump-diffusion model
Fuh, Cheng-der
;
Luo, Sheng-feng
;
Yen, Ju-fang
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2702-2713
Persistent link: https://www.econbiz.de/10009776395
Saved in:
67
Valuing stock options when prices are subject to a lower boundary : a correction
Hertrich, Markus
;
Veestraeten, Dirk
- In:
The journal of futures markets
33
(
2013
)
9
,
pp. 889-890
Persistent link: https://www.econbiz.de/10009779058
Saved in:
68
Recent developments in fuzzy sets approach in option pricing
Appadoo, Srimantoorao S.
;
Thavaneswaran, Aerambamoorthy
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 312-322
Persistent link: https://www.econbiz.de/10010239557
Saved in:
69
On the internal consistency of the Black-scholes option pricing model
Berkowitz, Jeremy
- In:
Theoretical economics letters
3
(
2013
)
3
,
pp. 191-195
Persistent link: https://www.econbiz.de/10010239685
Saved in:
70
Super-diffusive noise source in asset dynamics
Hongler, Max-Olivier
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 53-58
Persistent link: https://www.econbiz.de/10010240227
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