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Subject
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CAPM
Optionspreistheorie
14,815
Option pricing theory
14,356
Theorie
11,614
Theory
11,304
Hedging
10,237
Unvollkommener Markt
5,986
Incomplete market
5,754
Volatilität
4,839
Volatility
4,767
Derivat
4,102
Derivative
4,096
Stochastischer Prozess
3,550
Portfolio-Management
3,519
Portfolio selection
3,494
Stochastic process
3,489
Optionsgeschäft
3,127
Option trading
3,102
Entropy
2,274
USA
2,034
United States
1,989
Entropie
1,947
Schätzung
1,910
Estimation
1,874
Risikomanagement
1,816
Risk management
1,790
Risiko
1,735
Risk
1,730
Finanzmarkt
1,727
Financial market
1,686
Black-Scholes-Modell
1,198
Kapitaleinkommen
1,179
Capital income
1,176
Black-Scholes model
1,144
Zinsstruktur
1,106
Börsenkurs
1,097
Yield curve
1,088
Share price
1,076
hedging
1,072
Welt
1,017
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491
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370
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Article
830
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747
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14
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789
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789
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83
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66
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43
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40
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38
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25
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19
Sammlung
19
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17
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8
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8
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7
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7
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5
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4
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4
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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English
1,536
German
47
Italian
4
Spanish
2
Undetermined
2
Author
All
Hull, John
23
Lee, Cheng F.
16
Fabozzi, Frank J.
14
Lo, Andrew W.
13
Kubler, Felix
12
Madan, Dilip B.
12
Zin, Stanley E.
12
Jacobs, Kris
11
Hens, Thorsten
10
Jarrow, Robert A.
10
Backus, David
9
Chernov, Mikhail
9
Macrina, Andrea
9
Elliott, Robert J.
8
Escobar, Marcos
8
Feunou, Bruno
8
Duffie, Darrell
7
Schweizer, Martin
7
Wang, Jiang
7
Bali, Turan G.
6
Bayraktar, Erhan
6
Brock, William A.
6
Crosby, John
6
Engle, Robert F.
6
Guvenen, Fatih
6
Hommes, Cars H.
6
Kogan, Leonid
6
Lee, John C.
6
Lucas, Deborah J.
6
Platen, Eckhard
6
Račev, Svetlozar T.
6
Schlag, Christian
6
Schmedders, Karl
6
Singleton, Kenneth J.
6
Asea, Patrick K.
5
Barone-Adesi, Giovanni
5
Carr, Peter
5
Collin-Dufresne, Pierre
5
Filipović, Damir
5
Frey, Rüdiger
5
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National Bureau of Economic Research
25
Institute of Finance and Accounting <London>
4
Deutsche Forschungsgemeinschaft
2
Københavns Universitet / Økonomisk Institut
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
American Finance Association
1
Bank of Canada
1
C.E.P.R. Discussion Papers
1
Cambridge University Press
1
Center for Economic Research <Minneapolis, Minn.>
1
Centre for Analytical Finance <Århus>
1
Committee on Finance, United States Senate
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve System / Board of Governors
1
Institut for Finansiering <Frederiksberg>
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives <10., 2021, Online>
1
International Conference on Futures and Other Derivatives <11., 2022, Online>
1
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
International Conference on Numerical Methods for Finance <2006, Dublin>
1
International Conference on Stochastic Finance <2004, Lissabon>
1
Johannes Gutenberg-Universität Mainz
1
Nuffield College
1
Oxford Financial Research Centre
1
Pearson Studium
1
Queen Mary College / Department of Economics
1
Salomon Brothers Center for the Study of Financial Institutions
1
Social Systems Research Institute
1
Svenska Handelshögskolan <Helsinki>
1
Trinity College Dublin / Department of Economics
1
University of Toronto / Department of Economics
1
Workshop on Mathematical Finance <2000, Konstanz>
1
École des Hautes Études Commerciales <Lausanne>
1
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Published in...
All
International journal of theoretical and applied finance
34
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Finance and stochastics
30
Journal of economic dynamics & control
26
NBER working paper series
25
Journal of financial economics
22
Journal of banking & finance
20
The journal of finance : the journal of the American Finance Association
18
Working paper / National Bureau of Economic Research, Inc.
18
Journal of mathematical finance
17
The review of financial studies
17
Applied mathematical finance
16
Quantitative finance
16
Annals of finance
14
NBER Working Paper
14
The journal of futures markets
14
Economic theory : official journal of the Society for the Advancement of Economic Theory
13
Finance research letters
13
Research paper series / Swiss Finance Institute
13
The European journal of finance
13
Journal of financial and quantitative analysis : JFQA
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
International journal of financial engineering
11
Journal of empirical finance
11
Mathematics and financial economics
10
Review of derivatives research
10
Risks : open access journal
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Asia-Pacific financial markets
9
Discussion paper / B
9
Economics letters
9
Journal of econometrics
9
Review of quantitative finance and accounting
9
Insurance / Mathematics & economics
8
International review of financial analysis
8
Journal of mathematical economics
8
Discussion paper / Centre for Economic Policy Research
7
European journal of operational research : EJOR
7
SAFE working paper
7
Working paper
7
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Source
All
ECONIS (ZBW)
1,584
OLC EcoSci
4
EconStor
2
RePEc
1
Showing
1
-
10
of
1,591
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relevance
articles prioritized
date (newest first)
date (oldest first)
1
Relative
entropy
criterion and CAPM-like pricing
Xanthopoulos, Stylianos Z.
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 369-379)
.
2016
Persistent link: https://www.econbiz.de/10011800875
Saved in:
2
Utility based pricing and
hedging
of jump diffusion processes with a view to applications
Zahn, Jochen Wolfgang
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009685882
Saved in:
3
Essays on derivatives pricing in incomplete markets
Gerer, Johannes
-
2016
Persistent link: https://www.econbiz.de/10012128861
Saved in:
4
Robust mean-variance
hedging
and pricing of contingent claims in a one period model
Tevzadze, Revaz
;
Uzunashvili, T.
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009624486
Saved in:
5
Convex
hedging
of non-superreplicable claims in discrete-time market models
Tkalinski, Tomasz J.
- In:
Mathematical methods of operations research
79
(
2014
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10010347953
Saved in:
6
Optimal
hedging
of variance derivatives
Crosby, John
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 150-180
Persistent link: https://www.econbiz.de/10010462131
Saved in:
7
Pricing and
hedging
GDP-linked bonds in incomplete markets
Consiglio, Andrea
;
Zenios, Stauros Andrea
-
2018
Persistent link: https://www.econbiz.de/10011884964
Saved in:
8
On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
Saved in:
9
Quadratic
hedging
for sequential claims with random weights in discrete time
Deng, Jun
;
Zou, Bin
- In:
Operations research letters
49
(
2021
)
2
,
pp. 218-225
Persistent link: https://www.econbiz.de/10012506620
Saved in:
10
Pricing and
hedging
GDP-linked bonds in incomplete markets
Consiglio, Andrea
;
Zenios, Stauros Andrea
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 137-155
Persistent link: https://www.econbiz.de/10011973933
Saved in:
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