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~language:"eng"
~subject:"Real options analysis"
~subject:"Volatility"
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Option Prices with Stochastic...
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Real options analysis
Volatility
Optionspreistheorie
14,091
Option pricing theory
13,775
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3,957
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3,390
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3,261
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3,250
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3,210
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2,905
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1,129
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556
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Cui, Zhenyu
44
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27
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25
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24
Jacobs, Kris
24
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22
Härdle, Wolfgang
22
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21
Fengler, Matthias R.
21
Nguyen, Duy
21
Lorig, Matthew
20
Takahashi, Akihiko
20
Zhang, Jin E.
20
Guyon, Julien
19
Christoffersen, Peter F.
18
Wang, Xingchun
16
Benth, Fred Espen
15
Escobar, Marcos
15
Ewald, Christian-Oliver
15
Fouque, Jean-Pierre
15
Grasselli, Martino
15
Schoutens, Wim
15
Elliott, Robert J.
14
Forde, Martin
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Madan, Dilip B.
14
Oosterlee, Cornelis W.
14
Skiadopoulos, George
14
Trigeorgis, Lenos
14
Wu, Liuren
14
Grzelak, Lech A.
13
Heston, Steven L.
13
Kwok, Yue-Kuen
13
Leippold, Markus
13
Todorov, Viktor
13
Wong, Hoi Ying
13
Yang, Zhaojun
13
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13
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
International Center for Financial Asset Management and Engineering
2
Karlsruher Institut für Technologie
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
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1
Institutt for Foretaksøkonomi <Bergen, Norwegen>
1
Melbourne Business School
1
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1
Università Commerciale Luigi Bocconi / Scuola di Direzione Aziendale
1
Universität Ulm
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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1
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International journal of theoretical and applied finance
174
Quantitative finance
110
The journal of futures markets
85
Journal of banking & finance
83
Applied mathematical finance
81
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
The journal of computational finance
66
European journal of operational research : EJOR
56
Finance research letters
54
Review of derivatives research
53
International journal of financial engineering
49
Computational economics
43
Journal of economic dynamics & control
42
Finance and stochastics
41
Journal of econometrics
41
The journal of derivatives : the official publication of the International Association of Financial Engineers
41
Journal of mathematical finance
38
The North American journal of economics and finance : a journal of financial economics studies
38
The European journal of finance
36
Risks : open access journal
33
Energy economics
32
Research paper series / Swiss Finance Institute
32
Journal of financial economics
28
Review of quantitative finance and accounting
28
Annals of finance
27
Insurance / Mathematics & economics
27
Applied economics
26
International review of economics & finance : IREF
26
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
Economic modelling
21
International review of financial analysis
20
Journal of risk and financial management : JRFM
20
Asia-Pacific financial markets
19
Journal of empirical finance
19
Discussion paper / Tinbergen Institute
18
Journal of financial and quantitative analysis : JFQA
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Swiss Finance Institute Research Paper
16
The journal of finance : the journal of the American Finance Association
16
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ECONIS (ZBW)
4,431
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1
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
Saved in:
2
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan
-
1994
Persistent link: https://www.econbiz.de/10000959539
Saved in:
3
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
4
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
5
On black-scholes implied volatility at extreme strikes
Benaim, Shalom
;
Friz, Peter
;
Lee, Roger
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 19-45)
.
2009
Persistent link: https://www.econbiz.de/10003787593
Saved in:
6
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
7
FX options and smile risk
Castagna, Antonio
-
2010
Persistent link: https://www.econbiz.de/10003849324
Saved in:
8
Alternative formulas to compute implied standard deviation
Ang, James S.
;
Jou, Gwoduan David
;
Lai, Tsong-yue
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
2
,
pp. 159-176
Persistent link: https://www.econbiz.de/10003871567
Saved in:
9
Componentwise splitting methods for pricing American options under stochastic volatility
Ikonen, Samuli
;
Toivanen, Jari
- In:
International journal of theoretical and applied finance
10
(
2007
)
2
,
pp. 331-361
Persistent link: https://www.econbiz.de/10003441984
Saved in:
10
A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility
Alòs, Elisa
;
León, Jorge A.
;
Pontier, Monique
;
Vives, …
-
2008
Persistent link: https://www.econbiz.de/10008663229
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