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Search: subject:"option pricing"
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Subject
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Optionspreistheorie
14,629
Option pricing theory
14,390
Volatilität
4,002
Volatility
3,984
Theorie
3,818
Theory
3,797
Stochastischer Prozess
3,287
Stochastic process
3,273
Optionsgeschäft
2,985
Option trading
2,972
Derivative
2,458
Derivat
2,457
Black-Scholes-Modell
1,672
Black-Scholes model
1,642
Hedging
1,322
Portfolio-Management
1,176
Portfolio selection
1,175
CAPM
1,076
Zinsstruktur
957
Yield curve
950
Estimation
905
Schätzung
903
USA
775
United States
767
option pricing
679
Risk
662
Risiko
660
Real options analysis
652
Realoptionsansatz
652
Monte Carlo simulation
635
Option pricing
623
Monte-Carlo-Simulation
621
Credit risk
597
Kreditrisiko
597
Börsenkurs
591
Share price
587
Statistische Verteilung
583
Statistical distribution
582
Capital income
540
Kapitaleinkommen
540
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Online availability
All
Free
5,104
Undetermined
3,462
Type of publication
All
Article
8,929
Book / Working Paper
7,330
Journal
14
Other
10
Type of publication (narrower categories)
All
Article in journal
7,782
Aufsatz in Zeitschrift
7,782
Graue Literatur
1,883
Non-commercial literature
1,883
Working Paper
1,753
Arbeitspapier
1,694
Hochschulschrift
594
Aufsatz im Buch
574
Book section
574
Thesis
483
Lehrbuch
189
Textbook
177
Collection of articles of several authors
124
Sammelwerk
124
Collection of articles written by one author
83
Sammlung
83
Dissertation u.a. Prüfungsschriften
80
Bibliografie enthalten
78
Bibliography included
78
Aufsatzsammlung
75
Conference paper
45
Konferenzbeitrag
45
Forschungsbericht
41
Article
37
Glossar enthalten
31
Glossary included
31
Konferenzschrift
30
Handbook
27
Handbuch
27
Reprint
23
Systematic review
22
Übersichtsarbeit
22
Amtsdruckschrift
18
Government document
18
Conference proceedings
17
Bibliografie
15
Case study
13
Fallstudie
13
Einführung
12
Mehrbändiges Werk
12
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English
14,795
Undetermined
752
German
643
French
47
Spanish
23
Italian
16
Portuguese
6
Polish
3
Czech
2
Hungarian
2
Russian
2
Croatian
1
Lithuanian
1
Dutch
1
Romanian
1
Swedish
1
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Author
All
Madan, Dilip B.
95
Carr, Peter
75
Härdle, Wolfgang
74
Cui, Zhenyu
73
Fabozzi, Frank J.
73
Joshi, Mark S.
67
Stentoft, Lars
63
Schoutens, Wim
62
Takahashi, Akihiko
61
Chiarella, Carl
53
Elliott, Robert J.
53
Jacobs, Kris
51
Hull, John
42
Benth, Fred Espen
40
Jarrow, Robert A.
40
Korn, Ralf
40
Kwok, Yue-Kuen
39
Chesney, Marc
37
Kim, Young Shin
36
Oosterlee, Cornelis W.
36
Platen, Eckhard
36
Schlögl, Erik
36
Wystup, Uwe
36
Fusai, Gianluca
35
Lee, Cheng F.
35
Siu, Tak Kuen
35
Zhang, Jin E.
35
Ewald, Christian-Oliver
34
Wu, Liuren
34
Račev, Svetlozar T.
33
Schoenmakers, John
33
Christoffersen, Peter F.
32
Wang, Xingchun
32
Barone-Adesi, Giovanni
31
Schwartz, Eduardo S.
31
Yang, Zhaojun
31
Alòs, Elisa
30
Perrakis, Stylianos
30
Wilmott, Paul
30
Alghalith, Moawia
29
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Institution
All
National Bureau of Economic Research
62
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
33
EconWPA
29
University of Bonn, Germany
25
Centre for Analytical Finance <Århus>
24
Society for Computational Economics - SCE
22
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
18
International Monetary Fund (IMF)
17
HAL
15
Tilburg University, Center for Economic Research
13
Université Paris-Dauphine (Paris IX)
13
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
10
School of Economics and Management, University of Aarhus
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Department of Econometrics and Business Statistics, Monash Business School
8
Manchester Business School
8
C.E.P.R. Discussion Papers
7
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
7
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
6
Johannes Gutenberg-Universität Mainz
6
Nobel Prize Committee
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Banque de France
5
Bonn Graduate School of Economics
5
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
5
Deutsche Forschungsgemeinschaft
5
Econometric Society
5
Institut für Schweizerisches Bankwesen <Zürich>
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Springer Fachmedien Wiesbaden
5
Swiss Finance Institute
5
Tinbergen Instituut
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
5
Banca d'Italia
4
Centre of Financial Studies
4
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Published in...
All
International journal of theoretical and applied finance
496
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
275
The journal of computational finance
263
Applied mathematical finance
258
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of banking & finance
216
Quantitative finance
202
Review of derivatives research
178
Insurance / Mathematics & economics
142
Journal of economic dynamics & control
135
European journal of operational research : EJOR
134
Finance research letters
122
International journal of financial engineering
118
Computational economics
114
Journal of mathematical finance
109
Risks : open access journal
102
Research paper series / Swiss Finance Institute
88
Asia-Pacific financial markets
86
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of financial economics
83
Journal of econometrics
78
Journal of financial and quantitative analysis : JFQA
64
Energy economics
61
The journal of finance : the journal of the American Finance Association
61
NBER working paper series
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The review of financial studies
59
Review of quantitative finance and accounting
57
SFB 649 discussion paper
55
Annals of finance
54
Working paper / National Bureau of Economic Research, Inc.
53
International review of economics & finance : IREF
52
The journal of real estate finance and economics
51
Decisions in economics and finance : DEF ; a journal of applied mathematics
50
Journal of risk and financial management : JRFM
50
Economic modelling
49
International review of financial analysis
49
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Source
All
ECONIS (ZBW)
15,067
RePEc
890
USB Cologne (EcoSocSci)
154
EconStor
99
BASE
37
USB Cologne (business full texts)
24
Other ZBW resources
12
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21
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21
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
22
Endogenous
option
pricing
Gamba, Andrea
;
Saretto, Alessio
-
2022
Persistent link: https://www.econbiz.de/10013170529
Saved in:
23
Option
pricing
based on the residual neural network
Gan, Lirong
;
Liu, Wei-han
- In:
Computational economics
63
(
2024
)
4
,
pp. 1327-1347
Persistent link: https://www.econbiz.de/10014549024
Saved in:
24
The valuation of options on discrete dividend-paying stocks
Shan, Yuanchuang
;
Shu, Huisheng
;
Zhang, Xuekang
;
Yi, Haoran
- In:
Applied economics letters
31
(
2024
)
12
,
pp. 1090-1095
Persistent link: https://www.econbiz.de/10014558681
Saved in:
25
Estimating binomial and Black & Scholes
option
pricing
models : Excel, R Language, and SAS program approach
Kao, Lie Jane
;
Lee, John
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015047563
Saved in:
26
Empirical performance of the constant elasticity variance
option
pricing
model
Chen, Ren-Raw
;
Lee, Cheng F.
;
Lee, Han-Hsing
-
2024
Persistent link: https://www.econbiz.de/10015049981
Saved in:
27
Asian
option
pricing
under negative asset price in commodity market
Ge, Patrick
;
Zhou, Jerry
- In:
International Journal of Financial Markets and …
10
(
2024
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10015064458
Saved in:
28
Option valuation with conditional heteroskedastic hidden truncation models
Belhachemi, Rachid
- In:
Computational economics
63
(
2024
)
6
,
pp. 2585-2601
Persistent link: https://www.econbiz.de/10014636763
Saved in:
29
Alternative methods to derive
option
pricing
models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015045614
Saved in:
30
Decision tree and Microsoft Excel approach for
option
pricing
model
Chang, Jow-Ran
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015047742
Saved in:
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