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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Option pricing theory
465
Optionspreistheorie
465
Theorie
194
Theory
194
Volatility
132
Volatilität
132
Option trading
103
Optionsgeschäft
103
USA
69
United States
69
Derivat
57
Derivative
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Stochastic process
56
Stochastischer Prozess
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Black-Scholes model
54
Black-Scholes-Modell
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Estimation
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51
Yield curve
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Zinsstruktur
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CAPM
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Risikoprämie
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Risk premium
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Index futures
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Index-Futures
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Aktienoption
26
Stock option
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Capital income
25
Statistical distribution
25
Statistische Verteilung
25
Interest rate derivative
23
Zinsderivat
23
ARCH model
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ARCH-Modell
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Börsenkurs
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English
43
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Andreou, Panayiotis C.
2
Choy, Siu Kai
2
Kagkadis, Anastasios
2
Philip, Dennis
2
Wei, Jason
2
Andersen, Torben
1
Babsiri, Mohamed el
1
Bakshi, Gurdip S.
1
Bennett, Michael N.
1
Benzoni, Luca
1
Berkman, Henk
1
Blau, Benjamin
1
Boogert, Alexander
1
Borochin, Paul
1
Brenner, Menachem
1
Carr, Peter
1
Chalamandaris, Georgios
1
Chang, Charles
1
Chateauneuf, Alain
1
Chen, Zhiwu
1
Choi, Jaehyung
1
Choi, Seung-mook S.
1
Christoffersen, Peter F.
1
Coval, Joshua
1
Driessen, Joost
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Dutt, Samir K.
1
Eldor, Rafi
1
Feunou, Bruno
1
Fodor, Andy
1
Fournier, Mathieu
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1
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1
Gesser, Vincent
1
Ghamami, Samim
1
Gokkaya, Sinan
1
Grullon, Gustavo
1
Hauser, Shmuel
1
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American Finance Association
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Journal of banking & finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of finance : the journal of the American Finance Association
The journal of computational finance
46
International journal of theoretical and applied finance
39
Quantitative finance
34
The journal of futures markets
26
Journal of financial economics
20
Computational economics
19
Applied mathematical finance
18
Finance and stochastics
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
European journal of operational research : EJOR
15
Journal of risk and financial management : JRFM
15
Finance research letters
14
The North American journal of economics and finance : a journal of financial economics studies
14
Energy economics
13
Journal of economic dynamics & control
12
Review of derivatives research
12
Working paper series / Centre for Practical Quantitative Finance
12
International journal of financial engineering
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Risks : open access journal
11
Insurance / Mathematics & economics
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Journal of financial and quantitative analysis : JFQA
9
Research paper series / Swiss Finance Institute
9
Review of quantitative finance and accounting
9
The European journal of finance
9
International review of financial analysis
8
Journal of econometrics
8
Journal of empirical finance
8
Asia-Pacific financial markets
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of mathematical finance
7
The review of financial studies
7
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7
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Applied economics
6
International journal of economics and finance
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ECONIS (ZBW)
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1
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
Saved in:
2
Simulating path-dependent options : a new approach
Babsiri, Mohamed el
;
Noel, Gerald
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 65-83
Persistent link: https://www.econbiz.de/10001355631
Saved in:
3
Papers and proceedings : Fifty-ninth annual meeting, New York, New York January 4-6, 1999 // American Finance Association. Hans R. Stoll, selection ed.
Stoll, Hans R.
(
contributor
)
-
American Finance Association
-
1999
Persistent link: https://www.econbiz.de/10001395744
Saved in:
4
A discrete time option model dependent on expected return : a note
O'Brien, Thomas J.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
2
,
pp. 515-520
Persistent link: https://www.econbiz.de/10001015096
Saved in:
5
Equilibrium valuation of foreign exchange claims
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 799-826
Persistent link: https://www.econbiz.de/10001222420
Saved in:
6
Volatility patterns : theory and some evidence from the dollar-mark option market
Gesser, Vincent
- In:
The journal of derivatives : the official publication …
5
(
1997
)
2
,
pp. 46-61
Persistent link: https://www.econbiz.de/10001232635
Saved in:
7
Valuation of American options on foreign currency
Shastri, Kuldeep
- In:
Journal of banking & finance
11
(
1987
)
2
,
pp. 245-269
Persistent link: https://www.econbiz.de/10001033908
Saved in:
8
Reward-risk momentum strategies using classical tempered stable distribution
Choi, Jaehyung
;
Kim, Young Shin
;
Mitov, Ivan
- In:
Journal of banking & finance
58
(
2015
),
pp. 194-213
Persistent link: https://www.econbiz.de/10011543976
Saved in:
9
Retail clientele and option returns
Choy, Siu Kai
- In:
Journal of banking & finance
51
(
2015
),
pp. 26-42
Persistent link: https://www.econbiz.de/10011377259
Saved in:
10
Why do options prices predict stock returns? : evidence from analyst tipping
Lin, Tse-Chun
;
Lu, Xiaolong
- In:
Journal of banking & finance
52
(
2015
),
pp. 17-28
Persistent link: https://www.econbiz.de/10011377291
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