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~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Black-Scholes-Modell"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Schätztheorie"
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Option Prices with Stochastic...
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Black-Scholes-Modell
Currency option
Kapitaleinkommen
Monte Carlo simulation
Schätztheorie
Option pricing theory
269
Optionspreistheorie
269
Theorie
119
Theory
119
Volatility
81
Volatilität
81
Option trading
64
Optionsgeschäft
64
Stochastic process
45
Stochastischer Prozess
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Black-Scholes model
40
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36
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Interest rate derivative
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Nichtparametrisches Verfahren
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Aktienoption
13
Stock option
13
Börsenkurs
12
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74
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Todorov, Viktor
4
Aït-Sahalia, Yacine
2
Bollerslev, Tim
2
Wang, Bin
2
Xiu, Dacheng
2
Zheng, Xu
2
Almeida, Caio
1
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1
Bakshi, Gurdip S.
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Bandi, Federico M.
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1
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1
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1
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1
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1
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1
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1
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1
Buraschi, Andrea
1
Carr, Peter
1
Cassano, Mark A.
1
Chance, Don M.
1
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1
Chen, Qiang
1
Chen, Ren-Raw
1
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1
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1
Figlewski, Stephen
1
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Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
118
The journal of computational finance
79
Quantitative finance
60
The journal of futures markets
60
Mathematical finance : an international journal of mathematics, statistics and financial theory
59
Applied mathematical finance
58
Computational economics
50
Finance and stochastics
50
Journal of banking & finance
44
Review of derivatives research
38
International journal of financial engineering
36
Journal of mathematical finance
30
Finance research letters
29
Asia-Pacific financial markets
28
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of economic dynamics & control
27
European journal of operational research : EJOR
26
Journal of financial economics
25
Journal of risk and financial management : JRFM
22
Risks : open access journal
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
The European journal of finance
19
Review of quantitative finance and accounting
18
International review of financial analysis
17
Research paper series / Swiss Finance Institute
17
Working paper series / Centre for Practical Quantitative Finance
17
The journal of finance : the journal of the American Finance Association
16
The review of financial studies
16
Energy economics
15
Journal of empirical finance
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Applied economics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Journal of financial and quantitative analysis : JFQA
14
Options : classic approaches to pricing and modelling
14
Insurance / Mathematics & economics
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
SFB 649 discussion paper
12
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ECONIS (ZBW)
74
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1
The valuation of compound options : a correction and an extension
Chen, Ren-Raw
;
He, Wei
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 92-104
Persistent link: https://www.econbiz.de/10011399781
Saved in:
2
European compound options written on perpetual American options
Barone, Gaia
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 61-74
Persistent link: https://www.econbiz.de/10009725348
Saved in:
3
On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
Saved in:
4
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
5
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
Saved in:
6
The forward valuation of compound options
Buraschi, Andrea
;
Dumas, Bernard
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 8-17
Persistent link: https://www.econbiz.de/10001618892
Saved in:
7
Bayesian analysis of contingent claim model error
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
Saved in:
8
Evolution of interest rate models : a comparison
Ho, Thomas S. Y.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
Saved in:
9
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 49-83
Persistent link: https://www.econbiz.de/10001772141
Saved in:
10
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
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