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~subject:"Optionspreistheorie"
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Optionspreistheorie
Volatility
40,878
Volatilität
39,787
Theorie
11,803
Theory
11,793
Börsenkurs
9,711
Share price
9,685
Schätzung
9,130
Estimation
9,100
Kapitaleinkommen
7,359
Capital income
7,358
ARCH-Modell
6,481
ARCH model
6,473
Aktienmarkt
6,051
Stock market
6,038
Welt
5,918
World
5,889
Finance
5,725
Public finance
5,683
Öffentliche Finanzen
5,678
USA
5,225
United States
5,193
Ägypten
5,164
Egypt
5,146
Exchange rate
4,618
Wechselkurs
4,616
Rohstoffderivat
4,343
Commodity derivative
4,341
Prognoseverfahren
4,156
Forecasting model
4,140
Option pricing theory
4,011
Stochastischer Prozess
3,919
Stochastic process
3,911
Zeitreihenanalyse
3,340
Time series analysis
3,317
Risk
2,870
Oil price
2,801
Ölpreis
2,796
Risiko
2,761
Portfolio selection
2,664
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All
Free
1,415
Undetermined
1,170
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All
Article
2,356
Book / Working Paper
1,671
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All
Article in journal
2,252
Aufsatz in Zeitschrift
2,252
Graue Literatur
453
Non-commercial literature
453
Working Paper
410
Arbeitspapier
408
Hochschulschrift
113
Aufsatz im Buch
100
Book section
100
Thesis
81
Collection of articles written by one author
18
Sammlung
18
Collection of articles of several authors
16
Sammelwerk
16
Conference paper
15
Konferenzbeitrag
15
Forschungsbericht
11
Bibliografie enthalten
8
Bibliography included
8
Lehrbuch
8
Aufsatzsammlung
7
Textbook
7
Dissertation u.a. Prüfungsschriften
5
Amtsdruckschrift
4
Government document
4
Accompanied by computer file
2
Bibliografie
2
Elektronischer Datenträger als Beilage
2
Konferenzschrift
2
Systematic review
2
Übersichtsarbeit
2
CD-ROM, DVD
1
Elektronischer Datenträger
1
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1
Handbuch
1
Ratgeber
1
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1
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English
3,961
German
64
French
2
Portuguese
1
Spanish
1
Undetermined
1
Author
All
Cui, Zhenyu
47
Jacobs, Kris
27
Carr, Peter
26
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Nguyen, Duy
23
Gatheral, Jim
22
Härdle, Wolfgang
21
Takahashi, Akihiko
21
Alòs, Elisa
20
Christoffersen, Peter F.
20
Lorig, Matthew
20
Zhang, Jin E.
20
Guyon, Julien
19
Benth, Fred Espen
18
Fengler, Matthias R.
18
Wang, Xingchun
16
Escobar, Marcos
15
Grasselli, Martino
15
Elliott, Robert J.
14
Ewald, Christian-Oliver
14
Forde, Martin
14
Fouque, Jean-Pierre
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Oosterlee, Cornelis W.
14
Schlögl, Erik
14
Schoutens, Wim
14
Shiraya, Kenichiro
14
Skiadopoulos, George
14
Wong, Hoi Ying
14
Wu, Liuren
14
Fabozzi, Frank J.
13
Grzelak, Lech A.
13
Madan, Dilip B.
13
Todorov, Viktor
13
Zheng, Wendong
13
Heston, Steven L.
12
Kwok, Yue-Kuen
12
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National Bureau of Economic Research
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Eric Cuvillier <Firma>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Hochschule für Bankwirtschaft
1
Institut for Finansiering <Frederiksberg>
1
Institute of Finance and Accounting <London>
1
Institutt for Foretaksøkonomi <Bergen, Norwegen>
1
International Center for Financial Asset Management and Engineering
1
Investors Intelligence
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Universität Ulm
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
Wharton School / Finance Department
1
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Published in...
All
International journal of theoretical and applied finance
158
Quantitative finance
105
The journal of futures markets
86
Journal of banking & finance
80
Applied mathematical finance
75
European journal of operational research : EJOR
66
The journal of computational finance
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Review of derivatives research
51
Finance research letters
48
International journal of financial engineering
47
Finance and stochastics
40
Computational economics
39
Journal of econometrics
39
The North American journal of economics and finance : a journal of financial economics studies
39
The journal of derivatives : the official publication of the International Association of Financial Engineers
38
Journal of economic dynamics & control
37
Journal of mathematical finance
36
Risks : open access journal
32
Annals of finance
27
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
Insurance / Mathematics & economics
26
Journal of financial economics
26
Energy economics
25
The European journal of finance
25
International review of economics & finance : IREF
23
Applied economics
22
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Journal of empirical finance
20
Journal of risk and financial management : JRFM
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Journal of financial and quantitative analysis : JFQA
19
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Asia-Pacific financial markets
18
Economic modelling
18
The journal of finance : the journal of the American Finance Association
17
International review of financial analysis
16
Asia-Pacific journal of financial studies
14
Discussion paper / Tinbergen Institute
14
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Source
All
ECONIS (ZBW)
4,017
USB Cologne (EcoSocSci)
8
EconStor
2
Showing
1
-
10
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4,027
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date (newest first)
date (oldest first)
1
Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic
volatility
and convenience yield : do fish jump?
Ewald, Christian
;
Zou, Yihan
- In:
European journal of operational research : EJOR
294
(
2021
)
2
,
pp. 801-815
Persistent link: https://www.econbiz.de/10012595911
Saved in:
2
Forecasting option smile dynamics
Le, Van
;
Zurbruegg, Ralf
- In:
International review of financial analysis
35
(
2014
),
pp. 32-45
Persistent link: https://www.econbiz.de/10010529632
Saved in:
3
An option theoretic approach to market efficiency
Bhattacharya, Rajeev R.
- In:
Annals of financial economics
14
(
2019
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012226607
Saved in:
4
Time-changed Ornstein-Uhlenbeck processes and their applications in commodity derivative models
Li, Lingfei
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
Saved in:
5
Modeling and valuation of energy structures : analylsis., econometrics, and numerics
Mahoney, Daniel
-
2016
Persistent link: https://www.econbiz.de/10011399615
Saved in:
6
Modeling and Valuation of Energy Structures : Analytics, Econometrics, and Numerics
Mahoney, Daniel
-
2016
single
volume
for the first time. A particular emphasis is placed on the central role that the underlying market resolution …
Persistent link: https://www.econbiz.de/10014306581
Saved in:
7
Nonlinear and stochastic dynamical systems modeling price dynamics : aspects of financial economics in oil markets
Jäger, Simon
-
2008
Persistent link: https://www.econbiz.de/10003719533
Saved in:
8
The pricing of electricity forwards
Muck, Matthias
;
Rudolf, Markus
- In:
The handbook of commodity investing
,
(pp. 596-612)
.
2008
Persistent link: https://www.econbiz.de/10003795216
Saved in:
9
Unspanned stochastic
volatility
and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
Saved in:
10
Intermediate
volatility
forecasts using implied forward
volatility
: the performance of selected agricultural commodity options
Egelkraut, Thorsten Michael
;
García, Philip
- In:
Journal of agricultural and resource economics : JARE ; …
31
(
2006
)
3
,
pp. 508-528
Persistent link: https://www.econbiz.de/10003416262
Saved in:
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