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~isPartOf:"Annals of finance"
~subject:"Schätzung"
~subject:"Zinsstruktur"
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Schätzung
Zinsstruktur
Option trading
17
Optionsgeschäft
17
Option pricing theory
12
Optionspreistheorie
12
Stochastic process
7
Stochastischer Prozess
7
Volatility
6
Volatilität
6
Derivat
4
Derivative
4
Markov chain
4
Markov-Kette
4
Aktienoption
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Asian options
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Black-Scholes model
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Black-Scholes-Modell
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Stock option
3
Estimation
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Implied volatility
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Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Option pricing
2
Real options analysis
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Realoptionsansatz
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Risiko
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Risk
2
Advanced stock price models
1
Affine processes
1
Affine short-rate
1
Bank liquidity
1
Bank regulation
1
Bankenliquidität
1
Bankenregulierung
1
Barrier options
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Basket options
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Binomial model
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Börsenkurs
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COS method
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Becker, Christoph
1
D'Addona, Stefano
1
Lorig, Matthew
1
Marinelli, Carlo
1
Suaysom, Natchanon
1
Wystup, Uwe
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Annals of finance
The journal of futures markets
21
Research paper series / Swiss Finance Institute
19
Journal of banking & finance
15
Journal of financial economics
11
Finance research letters
9
Staff reports / Federal Reserve Bank of New York
9
Working Paper
8
Discussion paper / Tinbergen Institute
7
International review of economics & finance : IREF
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Quantitative finance
7
SSE EFI working paper series in economics and finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Working paper
7
Journal of financial markets
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Swiss Finance Institute Research Paper
6
Applied economics
5
FRB of New York Staff Report
5
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
5
International review of financial analysis
5
Journal of econometrics
5
SFB 649 Discussion Paper
5
SFB 649 discussion paper
5
The European journal of finance
5
Working paper / Centre for Financial Research
5
CAMA Working Paper
4
Cogent economics & finance
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Financial innovation : FIN
4
Fisher College of Business working paper series
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
Review of derivatives research
4
Rotman School of Management Working Paper
4
Staff working paper / Bank of Canada
4
Tinbergen Institute Discussion Paper
4
Applied mathematical finance
3
Bank of England Working Paper
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ECONIS (ZBW)
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On the cost of delayed currency fixing announcements
Becker, Christoph
;
Wystup, Uwe
- In:
Annals of finance
5
(
2009
)
2
,
pp. 161-174
Persistent link: https://www.econbiz.de/10003812515
Saved in:
2
Options on bonds : implied volatilities from affine short-rate dynamics
Lorig, Matthew
;
Suaysom, Natchanon
- In:
Annals of finance
18
(
2022
)
2
,
pp. 183-216
Persistent link: https://www.econbiz.de/10013278980
Saved in:
3
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
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