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isPartOf:"Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Estimation"
~subject:"Risiko"
~subject:"Stock option"
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Search: subject_exact:"Optionspreismodell"
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Estimation
Risiko
Stock option
Option pricing theory
205
Optionspreistheorie
205
Theorie
76
Theory
76
Volatility
62
Volatilität
62
Option trading
38
Optionsgeschäft
38
Stochastic process
38
Stochastischer Prozess
38
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28
Derivat
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23
Real options analysis
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Realoptionsansatz
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Bakshi, Gurdip S.
2
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Aït-Sahalia, Yacine
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
Review of quantitative finance and accounting
The European journal of finance
The journal of finance : the journal of the American Finance Association
The journal of futures markets
46
International journal of theoretical and applied finance
32
Journal of banking & finance
32
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
Journal of financial economics
24
Review of derivatives research
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Journal of econometrics
18
Quantitative finance
17
Research paper series / Swiss Finance Institute
17
Insurance / Mathematics & economics
16
Journal of empirical finance
15
Finance research letters
14
NBER working paper series
14
Working paper / National Bureau of Economic Research, Inc.
14
Applied mathematical finance
13
Working paper
12
Applied economics
11
Finance and stochastics
11
Risks : open access journal
11
European journal of operational research : EJOR
10
International review of economics & finance : IREF
10
International review of financial analysis
10
Journal of economic dynamics & control
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of computational finance
10
The review of financial studies
10
International journal of financial engineering
9
Journal of financial markets
9
Journal of risk and financial management : JRFM
9
NBER Working Paper
9
SFB 649 discussion paper
9
Journal of financial and quantitative analysis : JFQA
8
Journal of financial econometrics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Annals of finance
7
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1
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
2
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:
3
Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay
;
Cevik, Emrah Ismail
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
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
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:
6
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:
7
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:
8
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:
9
Option-implied filtering : evidence from the GARCH option pricing model
Li, Bingxin
- In:
Review of quantitative finance and accounting
54
(
2020
)
3
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10012233110
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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