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Option valuation in the presen...
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CAPM
Theorie
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Theory
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USA
42,591
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30,608
Welt
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17,164
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17,059
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14,500
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14,237
Derivat
14,008
Derivative
13,971
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13,470
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Zeitreihenanalyse
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11,656
Capital income
11,616
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11,381
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10,828
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Zaremba, Adam
85
Zhang, Lu
80
Campbell, John Y.
71
Fabozzi, Frank J.
65
Hens, Thorsten
64
Ferson, Wayne E.
63
Bekaert, Geert
59
Harvey, Campbell R.
58
Stambaugh, Robert F.
56
Jagannathan, Ravi
53
Cochrane, John H.
52
Hansen, Lars Peter
51
Jarrow, Robert A.
51
Robotti, Cesare
49
Cakici, Nusret
48
Zhou, Guofu
48
Kan, Raymond
46
Lee, Cheng F.
46
Faff, Robert W.
43
He, Xue-zhong
42
Madan, Dilip B.
41
Lo, Andrew W.
40
Guo, Hui
38
Bali, Turan G.
37
Kogan, Leonid
37
Kelly, Bryan T.
36
Ang, Andrew
35
Chiarella, Carl
35
Duffie, Darrell
35
Fama, Eugene F.
35
Hommes, Cars H.
35
Zin, Stanley E.
35
Lettau, Martin
34
Bansal, Ravi
33
Dumas, Bernard
33
Polk, Christopher
33
Longstaff, Francis A.
32
Lustig, Hanno
32
Pedersen, Lasse Heje
32
Korajczyk, Robert A.
31
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EconWPA
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Ekonomiska forskningsinstitutet <Stockholm>
9
Federal Reserve Bank of St. Louis
9
Institute of Finance and Accounting <London>
9
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
8
MASTER CONSULTORES
8
University of Chicago / Center for Research in Security Prices
8
C.E.P.R. Discussion Papers
7
Centre for Analytical Finance <Århus>
7
Chambre de commerce et d'industrie de Paris
7
Erasmus Research Institute of Management
7
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Deutsche Forschungsgemeinschaft
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Rodney L. White Center for Financial Research
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Springer Fachmedien Wiesbaden
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Svenska Handelshögskolan <Helsinki>
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American Finance Association
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Centre for Economic Policy Research
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve System / Board of Governors
4
Federal Reserve System / Division of Research and Statistics
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Stanford Institute for Economic Policy Research
4
BANCO DE LA REPÚBLICA
3
Banco de la Republica de Colombia
3
Center for Economic Research <Tilburg>
3
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
3
Département de Sciences Économiques, Université de Montréal
3
Econometrisch Instituut <Rotterdam>
3
Faculty of Economics, University of Cambridge
3
Federal Reserve Bank of San Francisco
3
HAL
3
Institut ekonomických studií, Univerzita Karlova v Praze
3
Institut for Finansiering <Frederiksberg>
3
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
328
Journal of financial economics
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Journal of banking & finance
277
NBER Working Paper
274
The journal of finance : the journal of the American Finance Association
252
The review of financial studies
224
Finance research letters
196
Journal of economic dynamics & control
175
Journal of empirical finance
166
International review of financial analysis
134
Journal of financial and quantitative analysis : JFQA
124
Management science : journal of the Institute for Operations Research and the Management Sciences
117
Economics letters
115
Pacific-Basin finance journal
106
Research paper series / Swiss Finance Institute
98
Discussion paper / Centre for Economic Policy Research
97
Applied economics
96
International review of economics & finance : IREF
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Economic modelling
88
Journal of econometrics
87
Review of quantitative finance and accounting
87
The European journal of finance
86
Journal of international financial markets, institutions & money
84
Journal of international money and finance
84
The North American journal of economics and finance : a journal of financial economics studies
81
International journal of theoretical and applied finance
80
Applied financial economics
77
The journal of futures markets
77
Working paper
77
Journal of monetary economics
75
Finance and stochastics
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Discussion papers / CEPR
66
Journal of economic theory
66
Annals of finance
62
The journal of portfolio management : a publication of Institutional Investor
60
Journal of mathematical economics
57
Swiss Finance Institute Research Paper
57
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ECONIS (ZBW)
18,516
RePEc
395
EconStor
141
BASE
14
OLC EcoSci
10
Other ZBW resources
9
Showing
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1
A computational study on general equilibrium pricing of
derivative
securities
Thijssen, Jacco J. J.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003481715
Saved in:
2
Debt collateralization and maximal leverage
Gong, Feixue
;
Phelan, Gregory
-
2015
Persistent link: https://www.econbiz.de/10011333092
Saved in:
3
Price bounds of mortality-linked security in incomplete insurance market
Huang, Yu-lieh
;
Tsai, Jeffrey Tzuhao
;
Yang, Sharon S.
; …
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 30-39
Persistent link: https://www.econbiz.de/10010366219
Saved in:
4
A computational study on general equilibrium pricing of
derivative
securities
Thijssen, Jacco J. J.
- In:
Annals of finance
4
(
2008
)
4
,
pp. 505-523
Persistent link: https://www.econbiz.de/10003737208
Saved in:
5
An approximation pricing algrithm in an incomplete market : a differential geometric approach
Gao, Yuan
;
Guan Lim, Kian
;
Hwa Ng, Kah
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 501-523
Persistent link: https://www.econbiz.de/10002261445
Saved in:
6
Pricing in incomplete markets : an equilibrium approach
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
-
1997
Persistent link: https://www.econbiz.de/10000980452
Saved in:
7
Pricing of new securities in an incomplete market : the catch 22 of no-arbitrage pricing
Boyle, Phelim P.
;
Wang, Tan
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 267-284
Persistent link: https://www.econbiz.de/10001651136
Saved in:
8
Option valuation in the presence of market imperfections
Bell, Andreas
-
1993
Persistent link: https://www.econbiz.de/10012699390
Saved in:
9
Debt collateralization, capital structure, and maximal leverage
Gong, Feixue
;
Phelan, Gregory
- In:
Economic theory : official journal of the Society for …
70
(
2020
)
2
,
pp. 579-605
Persistent link: https://www.econbiz.de/10012306395
Saved in:
10
Debt collateralization, capital structure, and maximal Leverage
Gong, Feixue
;
Phelan, Gregory
-
2019
-
This version: July 31, 2019
Persistent link: https://www.econbiz.de/10012116220
Saved in:
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