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~person:"Chang, Charles"
~person:"Korn, Olaf"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Optionsbewertung"
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Schätzung
Option pricing theory
9
Optionspreistheorie
9
Estimation
4
Aktienoption
3
Option trading
3
Optionsgeschäft
3
Stock option
3
Theorie
3
Theory
3
Capital income
2
Derivat
2
Derivative
2
Deutschland
2
Germany
2
Hedging
2
Kapitaleinkommen
2
Portfolio selection
2
Portfolio-Management
2
1994
1
ARCH model
1
ARCH-Modell
1
Commodity derivative
1
Currency derivative
1
Disappointment aversion
1
Equity options
1
Estimation theory
1
Führungskräfte
1
Hedging costs
1
Illiquidity
1
Implied preferences
1
Index futures
1
Index-Futures
1
Jump clustering
1
Jump diffusion
1
Lag model
1
Lag-Modell
1
Managers
1
Markov-modulated
1
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Aufsatz in Zeitschrift
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Graue Literatur
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Article in journal
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English
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Chang, Charles
Korn, Olaf
Todorov, Viktor
8
Bakshi, Gurdip S.
5
Engle, Robert F.
5
Madan, Dilip B.
5
Härdle, Wolfgang
4
Rosenberg, Joshua V.
4
Zhang, Jin E.
4
Agrawal, Puja
3
Bollerslev, Tim
3
Cao, Charles Q.
3
Fusari, Nicola
3
Heston, Steven L.
3
Jacobs, Kris
3
Lim, Kian-Guan
3
Lin, Shih-kuei
3
Nandan, Tanuj
3
Nandi, Saikat
3
Rebonato, Riccardo
3
Ruan, Xinfeng
3
Wang, Bin
3
Alòs, Elisa
2
Andersen, Torben
2
Andreou, Panayiotis C.
2
Aït-Sahalia, Yacine
2
Badescu, Alexandru
2
Ballestra, Luca Vincenzo
2
Barone-Adesi, Giovanni
2
Bates, David S.
2
Baule, Rainer
2
Bühler, Wolfgang
2
Capozza, Dennis R.
2
Chen, Sonnan
2
Chen, Zhiwu
2
Chi, Yeguang
2
Christoffersen, Peter F.
2
Chuang, Ming-Che
2
Corsi, Fulvio
2
Crosby, John
2
D'Addona, Stefano
2
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Journal of banking & finance
1
Journal of forecasting
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
4
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Ensuring more is better : on the simultaneous application of stock and options data to estimate the GARCH options pricing model
Chang, Charles
;
Cheng, Hung-Wen
;
Fuh, Cheng-Der
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 7-25
Persistent link: https://www.econbiz.de/10011968669
Saved in:
2
A tale of two regimes : theory and empirical evidence for a Markov-modulated jump diffusion model of equity returns and derivative pricing implications
Chang, Charles
;
Fuh, Cheng-der
;
Lin, Shih-kuei
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3204-3217
Persistent link: https://www.econbiz.de/10009778451
Saved in:
3
Absicherung langfristiger Lieferverpflichtungen mit kurzfristigen Futures : möglich oder unmöglich?
Bühler, Wolfgang
;
Korn, Olaf
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
52
(
2000
)
4
,
pp. 315-347
Persistent link: https://www.econbiz.de/10001481399
Saved in:
4
Improving the pricing of options : a neural network approach
Anders, Ulrich
;
Korn, Olaf
;
Schmitt, Christian
- In:
Journal of forecasting
17
(
1998
)
5/6
,
pp. 369-388
Persistent link: https://www.econbiz.de/10001363176
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