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~isPartOf:"Journal of financial economics"
~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
336
Optionspreistheorie
336
Theorie
173
Theory
173
Volatility
83
Volatilität
83
Option trading
80
Optionsgeschäft
80
USA
70
United States
70
Estimation
43
Schätzung
43
Black-Scholes model
41
Black-Scholes-Modell
41
Stochastic process
41
Stochastischer Prozess
41
Yield curve
36
Zinsstruktur
36
Derivat
34
Derivative
34
Aktienoption
31
CAPM
31
Stock option
31
Capital income
26
Hedging
26
Index futures
23
Index-Futures
23
Risikoprämie
21
Risk premium
21
Interest rate derivative
20
Zinsderivat
20
Statistical distribution
18
Statistische Verteilung
18
Swap
17
Börsenkurs
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15
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14
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43
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Andersen, Torben
2
Bakshi, Gurdip S.
2
Jacobs, Kris
2
Ornthanalai, Chayawat
2
Todorov, Viktor
2
Ai, Hengjie
1
Babsiri, Mohamed el
1
Bai, Jennie
1
Bandi, F. M.
1
Beber, Alessandro
1
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1
Benzoni, Luca
1
Bollerslev, Tim
1
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1
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1
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1
Buraschi, Andrea
1
Byun, Suk Joon
1
Büchner, Matthias
1
Carr, Peter
1
Chateauneuf, Alain
1
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1
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1
Christoffersen, Peter F.
1
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1
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1
Duan, Jin-Chuan
1
Duck, Peter W.
1
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1
Dutt, Samir K.
1
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1
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1
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1
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1
Fusari, Nicola
1
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1
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1
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1
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American Finance Association
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Journal of financial economics
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 banking & finance
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
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7
Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of mathematical finance
7
The review of financial studies
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1
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
- In:
Journal of financial economics
64
(
2002
)
3
,
pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
9
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
10
Price and volatility co-jumps
Bandi, F. M.
;
Renò, Roberto
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
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