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isPartOf:"Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement"
~isPartOf:"Journal of derivatives & hedge funds"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The European journal of finance"
~subject:"Black-Scholes model"
~subject:"Risiko"
~subject:"Stock option"
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Search: subject_exact:"Optionspreismodell"
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Black-Scholes model
Risiko
Stock option
Option pricing theory
216
Optionspreistheorie
216
Volatility
74
Volatilität
74
Option trading
63
Optionsgeschäft
63
Stochastic process
43
Stochastischer Prozess
43
Theorie
42
Theory
42
Derivat
36
Derivative
36
Black-Scholes-Modell
29
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Real options analysis
22
Realoptionsansatz
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Estimation
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Schätzung
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Credit risk
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Risk
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Capital income
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Zinsstruktur
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Aktienoption
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Risikoprämie
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Risk premium
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51
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3
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Alghalith, Moawia
3
Chen, Ren-Raw
2
Li, Gang
2
Paxson, Dean A.
2
Singh, Vipul Kumar
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Wang, Guanying
2
Aboura, Sofiane
1
Adkins, Roger
1
Ai, Hengjie
1
Anderluh, J. H. M.
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Andreou, Panayiotis C.
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1
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1
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1
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1
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1
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1
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1
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1
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Chu, Quentin C.
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
Journal of derivatives & hedge funds
Management science : journal of the Institute for Operations Research and the Management Sciences
Review of quantitative finance and accounting
The European journal of finance
International journal of theoretical and applied finance
68
Applied mathematical finance
34
The journal of futures markets
34
Review of derivatives research
31
Computational economics
30
Quantitative finance
30
Journal of banking & finance
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
Finance and stochastics
27
The journal of computational finance
27
International journal of financial engineering
25
Journal of mathematical finance
22
The North American journal of economics and finance : a journal of financial economics studies
21
Journal of financial economics
20
Research paper series / Swiss Finance Institute
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Finance research letters
17
Risks : open access journal
17
European journal of operational research : EJOR
15
Insurance / Mathematics & economics
15
Journal of economic dynamics & control
15
Journal of risk and financial management : JRFM
13
Applied economics
11
Asia-Pacific financial markets
11
The journal of finance : the journal of the American Finance Association
11
Journal of empirical finance
10
Mathematics and financial economics
9
NBER working paper series
9
Annals of finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
8
International review of economics & finance : IREF
8
International review of financial analysis
8
Working paper / National Bureau of Economic Research, Inc.
8
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
7
NBER Working Paper
7
The review of financial studies
7
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ECONIS (ZBW)
54
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1
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
2
Cross-sectional variation of option-implied volatility skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
3
Option implied riskiness and risk-taking incentives of executive compensation
Lu, Chia-Chi
;
Shen, Hsin-han
;
Shih, Pai-Ta
;
Tsai, Wei‐Che
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1143-1160
Persistent link: https://www.econbiz.de/10014291781
Saved in:
4
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
5
Information content of aggregate implied volatility spread
Han, Bing
;
Li, Gang
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1249-1269
Persistent link: https://www.econbiz.de/10012505469
Saved in:
6
The nonlinear relation between financing decisions and option compensation
Choi, Yoon K.
;
Han, Seung Hun
;
Mun, Seongjae
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1343-1356
Persistent link: https://www.econbiz.de/10012549797
Saved in:
7
Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan
;
Gu, Yuchi
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
Saved in:
8
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
Saved in:
9
An improved of Hull-White model for valuing Employee stock options (ESOs)
Chendra, Erwinna
;
Sidarto, Kuntjoro Adji
- In:
Review of quantitative finance and accounting
54
(
2020
)
2
,
pp. 651-669
Persistent link: https://www.econbiz.de/10012232883
Saved in:
10
An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol
;
Chen, Ren-Raw
;
Roh, Tai-Yong
;
Panda, Durga
- In:
The European journal of finance
26
(
2020
)
16
,
pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
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