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isPartOf:"Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement"
~isPartOf:"Journal of econometrics"
~subject:"Industrieforschung"
~subject:"Theory"
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Search: subject_exact:"Optionspreismodell"
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Industrieforschung
Theory
Option pricing theory
83
Optionspreistheorie
83
Volatility
39
Volatilität
39
Theorie
27
Stochastic process
26
Stochastischer Prozess
26
Estimation
17
Schätzung
17
Derivat
15
Derivative
15
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Statistical distribution
14
Statistische Verteilung
14
Estimation theory
13
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13
Option trading
9
Optionsgeschäft
9
ARCH model
8
ARCH-Modell
8
Black-Scholes model
7
Black-Scholes-Modell
7
Börsenkurs
7
Share price
7
Option pricing
6
Real options analysis
6
Realoptionsansatz
6
Stochastic volatility
6
CAPM
5
Capital income
5
Hedging
5
Kapitaleinkommen
5
Firm valuation
4
Jumps
4
Markov chain
4
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4
Options
4
Time series analysis
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27
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27
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German
14
English
13
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Aït-Sahalia, Yacine
2
Garcia, René
2
Gouriéroux, Christian
2
Hommel, Ulrich
2
Monfort, Alain
2
Müller, Jürgen
2
Asea, Patrick K.
1
Bakshi, Gurdip S.
1
Bates, David S.
1
Berner, Christian
1
Bollen, Nicolas P. B.
1
Broadie, Mark
1
Cao, Charles Q.
1
Chen, Zhiwu
1
Clément, Emmanuelle
1
Duarte, Jefferson
1
Ernst, Dietmar
1
Gençay, Ramazan
1
Gray, Stephen
1
Jacquier, Eric
1
Jarrow, Robert A.
1
Jones, Christopher S.
1
Koch, Christian
1
Krolle, Sigrid
1
Luger, Richard
1
Mayer, Matija D.
1
Ncube, Mthuli
1
Nelles, Michael
1
Oßwald, Ulrich
1
Rams, Andreas
1
Rathgeber, Andreas
1
Renault, Eric
1
Rocke, Roman
1
Rojahn, Joachim
1
Röder, Klaus
1
Schäfer, Henry
1
Schässburger, Bernd
1
Siddiqui, Sikandar
1
Thümmel, Roderich C.
1
Timmreck, Christian
1
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Published in...
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
Journal of econometrics
Mathematical finance : an international journal of mathematics, statistics and financial theory
185
Finance and stochastics
106
International journal of theoretical and applied finance
103
The journal of derivatives : the official publication of the International Association of Financial Engineers
90
The journal of futures markets
69
The journal of computational finance
67
Applied mathematical finance
60
Review of derivatives research
52
Journal of banking & finance
46
The journal of finance : the journal of the American Finance Association
39
Journal of economic dynamics & control
38
The journal of real estate finance and economics
38
The review of financial studies
35
Working paper series / Centre for Practical Quantitative Finance
29
Advances in futures and options research : a research annual
27
Journal of financial and quantitative analysis : JFQA
27
Journal of financial economics
27
SFB 649 discussion paper
27
Gabler Edition Wissenschaft
25
Working paper / National Bureau of Economic Research, Inc.
23
SpringerLink / Bücher
21
Discussion paper / B
20
Finance : revue de l'Association Française de Finance
20
The journal of fixed income
19
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
The European journal of finance
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Decisions in economics and finance : DEF ; a journal of applied mathematics
16
Europäische Hochschulschriften / 5
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Asia-Pacific financial markets
15
Springer finance
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Lecture notes in economics and mathematical systems : LNEMS
14
The journal of risk and insurance : the journal of the American Risk and Insurance Association
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
13
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ECONIS (ZBW)
27
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1
Econometric specification of stochastic discount factor models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 509-530
Persistent link: https://www.econbiz.de/10003412662
Saved in:
2
Nonparametric option pricing under shape restrictions
Aït-Sahalia, Yacine
;
Duarte, Jefferson
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 9-47
Persistent link: https://www.econbiz.de/10001772140
Saved in:
3
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 49-83
Persistent link: https://www.econbiz.de/10001772141
Saved in:
4
The dynamics of stochastic volatility : evidence from underlying and options markets
Jones, Christopher S.
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 181-224
Persistent link: https://www.econbiz.de/10001772147
Saved in:
5
Realoptionen und mehrere Preisprozesse : ein leicht zugängliches Verfahren
Rathgeber, Andreas
;
Wagner, Marc
- In:
Finanz-Betrieb : FB ; Zeitschrift für …
5
(
2003
)
12
,
pp. 830-837
Persistent link: https://www.econbiz.de/10001872414
Saved in:
6
Wertorientiertes Management von Wachstumsunternehmen unter Berücksichtigung des Realoptionsansatzes
Rojahn, Joachim
;
Berner, Christian
- In:
Finanz-Betrieb : FB ; Zeitschrift für …
4
(
2002
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10001646414
Saved in:
7
ß-Faktoren: Anwendungsprobleme und Lösungsansätze
Timmreck, Christian
- In:
Finanz-Betrieb : FB ; Zeitschrift für …
4
(
2002
)
5
,
pp. 300-307
Persistent link: https://www.econbiz.de/10001670937
Saved in:
8
Zur Eignung der Optionspreistheorie für die Aussprache von Finanzierungsempfehlungen an innovative Unternehmungen : eine kritische Analyse bestehender theoretischer Ansätze
Mayer, Matija D.
- In:
Finanz-Betrieb : FB ; Zeitschrift für …
3
(
2001
)
11
,
pp. 595-599
Persistent link: https://www.econbiz.de/10001646364
Saved in:
9
Do option markets correctly price the probabilities of movement of the underlying asset?
Aït-Sahalia, Yacine
;
Wang, Yubo
;
Yared, Francis
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 67-110
Persistent link: https://www.econbiz.de/10001575286
Saved in:
10
Wertorientierte Strategieberatung mit Real Option Valuation TM
Krolle, Sigrid
;
Oßwald, Ulrich
- In:
Finanz-Betrieb : FB ; Zeitschrift für …
3
(
2001
)
4
,
pp. 233-239
Persistent link: https://www.econbiz.de/10001578077
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