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Search: subject:"Optionspreistheorie"
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Option pricing theory
43
Optionspreistheorie
43
Volatility
22
Volatilität
22
Option trading
14
Optionsgeschäft
14
Stochastic process
13
Stochastischer Prozess
13
Derivat
9
Derivative
9
Black-Scholes model
6
Black-Scholes-Modell
6
ARCH model
5
ARCH-Modell
5
CAPM
5
Estimation
5
Hedging
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Risiko
5
Risk
5
Schätzung
5
Börsenkurs
4
GARCH
4
Real options analysis
4
Realoptionsansatz
4
Share price
4
Estimation theory
3
Experiment
3
Index futures
3
Index-Futures
3
Interest rate
3
Interest rate derivative
3
Investitionsentscheidung
3
Investment decision
3
Option pricing
3
Risikomaß
3
Risk measure
3
Schätztheorie
3
Zins
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Article
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English
43
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Chen, Shi
2
Dempsey, Michael
2
Elyasiani, Elyas
2
Gehricke, Sebastian A.
2
Huang, Fu-Wei
2
Lin, Jyh-horng
2
Muzzioli, Silvia
2
Wang, Tianyi
2
Ze-To, Samuel Yau Man
2
Zhang, Jin E.
2
Ahalawat, Shweta
1
Aziz, Saqib
1
Baaquie, Belal E.
1
Backwell, Alex
1
Ballestra, Luca Vincenzo
1
Barbachan, José Santiago Fajardo
1
Bisso, Claudio R. S.
1
Brito, José Maria Brandão de
1
Chen, Chao-liang
1
Chen, Dar-hsin
1
Chen, Jian
1
Cheng, Sicong
1
Chiu, Yen-Chen
1
Chuang, I-Yuan
1
Costa, Letícia de Almeida
1
Dihle, Hanno
1
Du, Xiaodong
1
Du, Xin
1
Dutta, Satyaki
1
Endres, Sylvia
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Fabozzi, Frank J.
1
Ferreira, Léo da R.
1
Fong, Lik
1
Gambarelli, Luca
1
Gondat-Larralde, Céline
1
Guo, Wei
1
Göncu, Ahmet
1
Han, Chulwoo
1
Hennessy, David A.
1
Hu, Yu
1
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Applied economics
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
International journal of financial engineering
116
Finance research letters
111
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
96
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
43
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1
Which value component has a larger effect on idiosyncratic volatility, assets in place or growth options?
Hu, Yu
;
Jiang, Xiaoquan
- In:
Applied economics
56
(
2024
)
46
,
pp. 5530-5554
Persistent link: https://www.econbiz.de/10015051109
Saved in:
2
Heterogeneous trading of option implied volatility
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics
55
(
2023
)
9
,
pp. 990-998
Persistent link: https://www.econbiz.de/10013498968
Saved in:
3
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
4
Spot market and derivative segment of equity in India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
5
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
6
The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
Saved in:
7
Directly pricing VIX futures : the role of dynamic volatility and jump intensity
Wang, Tianyi
;
Cheng, Sicong
;
Yin, Fangsheng
;
Yu, Mei
- In:
Applied economics
54
(
2022
)
32
,
pp. 3678-3694
Persistent link: https://www.econbiz.de/10013410814
Saved in:
8
Pandemic options
Peng, Juan
;
Wang, Jinhong
;
Yang, Jinqiang
- In:
Applied economics
54
(
2022
)
55
,
pp. 6437-6444
Persistent link: https://www.econbiz.de/10013411382
Saved in:
9
Analytic formula for option margin with liquidity costs under dynamic delta hedging
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Applied economics
53
(
2021
)
29
,
pp. 3391-3407
Persistent link: https://www.econbiz.de/10012589463
Saved in:
10
Insurer acquisition in a narrow-synergy structure and policyholder protection under capital regulation
Lin, Jyh-horng
;
Chen, Shi
;
Huang, Fu-Wei
- In:
Applied economics
53
(
2021
)
32
,
pp. 3679-3693
Persistent link: https://www.econbiz.de/10012589532
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