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Option pricing theory
50
Optionspreistheorie
50
Theorie
23
Theory
23
USA
17
United States
17
CAPM
9
Volatility
9
Volatilität
9
Estimation
8
Schätzung
8
Derivat
5
Derivative
5
Hedging
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Index futures
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Index-Futures
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Aktienoption
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Option trading
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Optionsgeschäft
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Stock option
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Currency derivative
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Currency option
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Devisenoption
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Exchange rate policy
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Financial crisis
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Finanzkrise
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Führungskräfte
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Managers
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Portfolio selection
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Risiko
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Risikoprämie
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Risk
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Wechselkurspolitik
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Yield curve
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Zinsstruktur
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Aït-Sahalia, Yacine
4
Bates, David S.
4
Engle, Robert F.
4
Dumas, Bernard
3
Lo, Andrew W.
3
Rosenberg, Joshua V.
3
Hall, Brian J.
2
Jennergren, Lars Peter
2
Kōnstantinidēs, Giōrgos
2
Murphy, Kevin James
2
Näslund, Bertil
2
Perrakis, Stylianos
2
Seo, Sang Byung
2
Veronesi, Pietro
2
Wachter, Jessica
2
Wang, Jiang
2
Abel, Andrew B.
1
Andersen, Torben
1
Ang, Andrew
1
Asea, Patrick K.
1
Backus, David
1
Barro, Robert J.
1
Bernheim, Bert Douglas
1
Bondarenko, Oleg
1
Campa, José Manuel
1
Chacko, George
1
Chaigneau, Pierre
1
Chang, P. H. Kevin
1
Choi, Jaewon
1
Culp, Christopher L.
1
Czerwonko, Michal
1
Darby, Michael R.
1
Das, Sanjiv R.
1
Dixit, Avinash K.
1
Duarte, Jefferson
1
Duffie, Darrell
1
Eberly, Janice C.
1
Edmans, Alex
1
Fleckenstein, Matthias
1
Fleming, Jeff
1
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Working paper / National Bureau of Economic Research, Inc.
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
240
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
196
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
130
International journal of financial engineering
116
Finance research letters
110
Journal of mathematical finance
107
Computational economics
106
Risks : open access journal
93
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
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
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
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)
50
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1
Optimal default options : the case for opt-out minimization
Bernheim, Bert Douglas
;
Gastell, Jonas Mueller
-
2020
Persistent link: https://www.econbiz.de/10012423626
Saved in:
2
The price of biodiesel RINs and economic fundamentals
Irwin, Scott H.
;
McCormack, Kristen
;
Stock, James H.
-
2018
Persistent link: https://www.econbiz.de/10011980491
Saved in:
3
Mispriced index option portfolios
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
-
2017
Persistent link: https://www.econbiz.de/10011732296
Saved in:
4
An equilibrium model of housing and mortgage markets with state-contingent lending contracts
Piskorski, Tomasz
;
Tchistyi, Alexei
-
2017
Persistent link: https://www.econbiz.de/10011674429
Saved in:
5
Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
-
2016
Persistent link: https://www.econbiz.de/10011563045
Saved in:
6
Options-pricing formula with disaster risk
Barro, Robert J.
;
Liao, Gordon Y.
-
2016
Persistent link: https://www.econbiz.de/10011432216
Saved in:
7
Financial markets' views about the Euro-Swiss Franc floor
Jermann, Urban J.
-
2016
Persistent link: https://www.econbiz.de/10011436782
Saved in:
8
The value of informativeness for contracting
Chaigneau, Pierre
;
Edmans, Alex
;
Gottlieb, Daniel
-
2014
Persistent link: https://www.econbiz.de/10010423487
Saved in:
9
Inflating away the public debt? : an empirical assessment
Hilscher, Jens
;
Raviv, Alon
;
Reis, Ricardo
-
2014
Persistent link: https://www.econbiz.de/10010394621
Saved in:
10
The price of political uncertainty : theory and evidence from the option market
Kelly, Bryan T.
;
Pástor, Ľuboš
;
Veronesi, Pietro
-
2014
Persistent link: https://www.econbiz.de/10010240002
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