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~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Stock option"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Option"
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Stock option
Option pricing theory
421
Optionspreistheorie
421
Theorie
256
Theory
256
Option trading
129
Optionsgeschäft
129
Stochastic process
109
Stochastischer Prozess
109
Volatility
95
Volatilität
95
Hedging
62
Black-Scholes model
57
Black-Scholes-Modell
57
Derivat
50
Derivative
50
USA
50
United States
50
Yield curve
49
Zinsstruktur
49
Interest rate derivative
40
Zinsderivat
40
Martingal
35
Martingale
35
Portfolio selection
35
Portfolio-Management
35
CAPM
31
Swap
28
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Credit derivative
24
Kreditderivat
24
Estimation
22
Schätzung
21
Aktienoption
19
Credit risk
19
Kreditrisiko
19
Transaction costs
18
Transaktionskosten
18
Statistical distribution
17
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Aufsatz in Zeitschrift
Article in journal
19
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English
19
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Boyle, Phelim P.
2
Bajaj, Mukesh
1
Bakshi, Gurdip S.
1
Bernard, Carole
1
Broadie, Mark
1
Cai, Jie
1
Chance, Don M.
1
Chen, Jit Seng
1
Chin, Faith
1
Dennis, Patrick
1
Fengler, Matthias R.
1
Garriott, Corey
1
Glasserman, Paul
1
Jain, Gautam
1
Kallsen, Jan
1
Kapadia, Nikunj
1
Korn, Olaf
1
Krühner, Paul
1
Kumar, Raman
1
Mazumdar, Sumon C.
1
Pandher, Gurupdesh S.
1
Raymar, Steven B.
1
Rendleman, Richard J.
1
Rich, Don R.
1
Rogers, Leonard C. G.
1
Scheinkman, José Alexandre
1
Schwendner, Peter
1
Scott, William R.
1
Simaan, Yusif E.
1
Stentoft, Lars
1
Surana, Rahul
1
Taylor, Stephen
1
Uhrig-Homburg, Marliese
1
Unni, Sanjay
1
Vijh, Anand M.
1
Wu, Liuren
1
Yadav, Pradeep
1
Zhang, Yuanyuan
1
Zimmermann, Paul
1
Zwecher, Michael J.
1
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Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of financial economics
50
The review of financial studies
41
Journal of banking & finance
40
Journal of accounting & economics
38
The journal of finance : the journal of the American Finance Association
36
The journal of corporate finance : contracting, governance and organization
32
Review of quantitative finance and accounting
27
The journal of futures markets
25
Journal of business finance & accounting : JBFA
22
The accounting review : a publication of the American Accounting Association
21
Betriebs-Berater : BB
17
Finance research letters
17
Review of accounting studies
17
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
15
International review of economics & finance : IREF
15
Der Betrieb
14
Journal of financial and quantitative analysis : JFQA
14
The journal of applied business research
14
Applied economics
11
Contemporary accounting research : a journal of the Canadian Academic Accounting Association
11
Strategic management journal
11
WPg : Kompetenz schafft Vertrauen
11
Applied economics letters
10
International review of financial analysis
10
Managerial finance
10
Journal of empirical finance
9
KoR : internationale und kapitalmarktorientierte Rechnungslegung ; IFRS
9
Review of Pacific Basin financial markets and policies
9
Review of accounting & finance
9
The financial review : the official publication of the Eastern Finance Association
9
The journal of the American Taxation Association : a publ. of the Tax Section of the American Accounting Association
9
Corporate ownership & control : international scientific journal
8
Journal of business ethics : JOBE
8
Journal of economic dynamics & control
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Pacific-Basin finance journal
8
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
7
International journal of theoretical and applied finance
7
Journal of financial markets
7
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ECONIS (ZBW)
19
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1
Options decimalization
Chin, Faith
;
Garriott, Corey
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 88-103
Persistent link: https://www.econbiz.de/10011931871
Saved in:
2
Power options in executive compensation
Bernard, Carole
;
Boyle, Phelim P.
;
Chen, Jit Seng
- In:
The journal of derivatives : the official publication …
23
(
2016
)
3
,
pp. 9-20
Persistent link: https://www.econbiz.de/10011687178
Saved in:
3
On a Heath-Jarrow-Morton approach for stock options
Kallsen, Jan
;
Krühner, Paul
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 583-615
Persistent link: https://www.econbiz.de/10011418308
Saved in:
4
What we can learn from pricing 139,879 individual stock options
Stentoft, Lars
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 54-78
Persistent link: https://www.econbiz.de/10011399778
Saved in:
5
The fallacy of fully dividend-protected stock options and convertible bonds
Zimmermann, Paul
- In:
The journal of derivatives : the official publication …
23
(
2016
)
3
,
pp. 61-72
Persistent link: https://www.econbiz.de/10011687226
Saved in:
6
Cross-sectional analysis of risk-neutral skewness
Taylor, Stephen
;
Yadav, Pradeep
;
Zhang, Yuanyuan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003862759
Saved in:
7
Valuing multiple employee stock options issued by the same company
Dennis, Patrick
;
Rendleman, Richard J.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 44-69
Persistent link: https://www.econbiz.de/10003771453
Saved in:
8
Do lead-lag effects affect derivative pricing?
Korn, Olaf
;
Uhrig-Homburg, Marliese
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 34-51
Persistent link: https://www.econbiz.de/10003611417
Saved in:
9
A matrix-based lattice model to value employee stock options
Bajaj, Mukesh
;
Mazumdar, Sumon C.
;
Surana, Rahul
;
Unni, …
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10003379099
Saved in:
10
Executive stock and
option
valuation in a two state-variable framework
Cai, Jie
;
Vijh, Anand M.
- In:
The journal of derivatives : the official publication …
12
(
2004
)
3
,
pp. 9-27
Persistent link: https://www.econbiz.de/10002672445
Saved in:
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