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isPartOf:"Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement"
~isPartOf:"Journal of derivatives & hedge funds"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The European journal of finance"
~subject:"Black-Scholes model"
~subject:"Risiko"
~subject:"Stock option"
~subject:"USA"
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Search: subject_exact:"Optionspreismodell"
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Black-Scholes model
Risiko
Stock option
USA
Option pricing theory
170
Optionspreistheorie
170
Volatility
54
Volatilität
54
Option trading
44
Optionsgeschäft
44
Theorie
38
Theory
38
Stochastic process
37
Stochastischer Prozess
37
Derivat
28
Derivative
28
Black-Scholes-Modell
25
Real options analysis
20
Realoptionsansatz
20
CAPM
18
Estimation
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Schätzung
14
Hedging
12
Aktienoption
11
Credit risk
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Kreditrisiko
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Risk
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Share price
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Capital income
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Kapitaleinkommen
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United States
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Option pricing
7
Statistical distribution
7
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48
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Alghalith, Moawia
3
Chen, Ren-Raw
3
Chesney, Marc
2
Lee, Cheng F.
2
Palmon, Oded
2
Paxson, Dean A.
2
Singh, Vipul Kumar
2
Wang, Guanying
2
Wang, Shin-yun
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Aboura, Sofiane
1
Adkins, Roger
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Anderluh, J. H. M.
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Andreou, Panayiotis C.
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Bakshi, Gurdip S.
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1
Cao, Charles Q.
1
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1
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1
Chang, Chuang-chang
1
Charalambous, Chris
1
Chen, Sonnan
1
Chen, Yibing
1
Chendra, Erwinna
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Choi, Yoon K.
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Chu, Quentin C.
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Fan, Yunfeng
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
Journal of derivatives & hedge funds
Review of quantitative finance and accounting
The European journal of finance
International journal of theoretical and applied finance
72
The journal of futures markets
71
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
Journal of banking & finance
41
Review of derivatives research
41
The journal of computational finance
36
Applied mathematical finance
34
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Quantitative finance
32
Journal of financial economics
31
Computational economics
30
Finance and stochastics
28
The journal of finance : the journal of the American Finance Association
28
The review of financial studies
28
International journal of financial engineering
25
Journal of mathematical finance
23
The North American journal of economics and finance : a journal of financial economics studies
21
Working paper / National Bureau of Economic Research, Inc.
21
Journal of financial and quantitative analysis : JFQA
20
Research paper series / Swiss Finance Institute
20
Insurance / Mathematics & economics
19
Finance research letters
17
Risks : open access journal
17
European journal of operational research : EJOR
16
Journal of economic dynamics & control
16
Applied economics
13
Journal of empirical finance
13
Journal of risk and financial management : JRFM
13
Asia-Pacific financial markets
12
International review of economics & finance : IREF
12
Working paper
12
International review of financial analysis
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
11
The journal of fixed income
11
Decisions in economics and finance : DEF ; a journal of applied mathematics
10
NBER working paper series
10
The journal of real estate finance and economics
10
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
9
The valuation of vulnerable European options with risky collateral
Wang, Guanying
;
Wang, Xingchun
;
Shao, Xinjian
- In:
The European journal of finance
26
(
2020
)
13
,
pp. 1315-1331
Persistent link: https://www.econbiz.de/10012264969
Saved in:
10
Debt rollover-induced local volatility model
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
52
(
2019
)
4
,
pp. 1065-1084
Persistent link: https://www.econbiz.de/10012172912
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