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Search: subject_exact:"Optionsbewertung"
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Theorie
Option pricing theory
1,602
Optionspreistheorie
1,602
Theory
614
Volatilität
392
Volatility
391
Stochastic process
307
Stochastischer Prozess
307
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220
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219
Derivat
181
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181
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145
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145
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131
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117
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117
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114
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91
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90
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89
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89
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72
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72
Real options analysis
66
Realoptionsansatz
66
Risikoprämie
66
Risk premium
66
Forecasting model
63
Interest rate derivative
63
Prognoseverfahren
63
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63
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61
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Härdle, Wolfgang
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12
Joshi, Mark S.
11
Rosenberg, Joshua V.
10
Schöbel, Rainer
10
Chiarella, Carl
9
Schoenmakers, John
9
Vorst, Ton
9
Scaillet, Olivier
8
Chesney, Marc
7
Korn, Olaf
7
Renault, Eric
7
Engle, Robert F.
6
Nagaev, Sergei A.
6
Pierdzioch, Christian
6
Prigent, Jean-Luc
6
Reiß, Ariane
6
Rockinger, Michael
6
Belomestny, Denis
5
Frey, Rüdiger
5
Garcia, René
5
Gersbach, Hans
5
Jondeau, Eric
5
Renault, Olivier
5
Schlag, Christian
5
Schmeiser, Hato
5
Schönbucher, Philipp J.
5
Tang, Shanjian
5
Zühlsdorff, Christian
5
Blake, David
4
Bühler, Wolfgang
4
Christensen, Bent Jesper
4
Craig, Ben R.
4
Gerber, Hans U.
4
Gouriéroux, Christian
4
Gründl, Helmut
4
Horst, Ulrich
4
Jiang, George J.
4
Keller, Joachim G.
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Centre for Analytical Finance <Århus>
13
Svenska Handelshögskolan <Helsinki>
8
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
4
Center for Economic Research <Tilburg>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Centre of Financial Studies
3
Chambre de commerce et d'industrie de Paris
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Australian National University / Faculty of Economics and Commerce
1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Columbia University / Graduate School of Business
1
Danmarks Nationalbank
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Division of Research and Statistics
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Hochschule für Bankwirtschaft
1
Institut for Finansiering <Frederiksberg>
1
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Institutionen för Skogsekonomi <Ume°a>
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London Business School
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Social Systems Research Institute
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The Wharton Financial Institutions Center
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University of Cambridge / Department of Applied Economics
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SFB 649 discussion paper
27
Working paper / National Bureau of Economic Research, Inc.
23
Discussion paper / B
20
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Working paper series / Centre for Practical Quantitative Finance
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
12
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
12
Discussion paper / Centre for Economic Policy Research
11
Research paper series / Swiss Finance Institute
11
Tübinger Diskussionsbeitrag
11
Discussion paper
9
Meddelanden från Svenska Handelshögskolan
9
Bonn Econ Discussion Papers / BGSE
8
CoFE discussion papers
8
Discussion paper series / LSE Financial Markets Group
8
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
Tübinger Diskussionsbeiträge
8
Discussion paper / Center for Economic Research, Tilburg University
7
Report / Erasmus Center for Financial Research, Erasmus University
7
Swiss Finance Institute Research Paper
7
CREATES research paper
6
Cahier / Institut de Sciences Actuarielles, Ecole des Hautes Etudes Commerciales, Université de Lausanne
6
Les cahiers de recherche / HEC Paris
6
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Research notes in economics & statistics
6
Working paper
6
Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne
6
Working paper series / Federal Reserve Bank of Atlanta
6
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
6
Discussion paper / Tinbergen Institute
5
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
5
Finance and economics discussion series
5
Publications from Department of Management
5
Research paper / International Center for Financial Asset Management and Engineering
5
Research report / Graduate School Research Institute Systems, Organisations and Management
5
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
4
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ECONIS (ZBW)
614
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1
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yumeng
-
2022
-
Revised: August 2022
Persistent link: https://www.econbiz.de/10013433493
Saved in:
2
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:
3
A joint application of the put-call-parity and importance sampling to variance reduced option pricing
Müller, Armin
-
2016
Persistent link: https://www.econbiz.de/10011517497
Saved in:
4
Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
-
2016
Persistent link: https://www.econbiz.de/10011563045
Saved in:
5
An application of the put-call-parity to variance reduced Monte-Carlo option pricing
Müller, Armin
-
2016
Persistent link: https://www.econbiz.de/10011479909
Saved in:
6
Approximations of option price elasticities for importance sampling
Müller, Armin
-
2016
Persistent link: https://www.econbiz.de/10011569081
Saved in:
7
Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
-
2016
Persistent link: https://www.econbiz.de/10011843791
Saved in:
8
Pricing American options under regime switching using method of lines
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777915
Saved in:
9
The value of informativeness for contracting
Chaigneau, Pierre
;
Edmans, Alex
;
Gottlieb, Daniel
-
2014
Persistent link: https://www.econbiz.de/10010468406
Saved in:
10
Investigating time-efficient methods to price compound options in the Heston Model
Chiarella, Carl
;
Griebsch, Susanne
;
Kang, Boda
-
2013
Persistent link: https://www.econbiz.de/10009744645
Saved in:
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