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CAPM
Optionspreistheorie
14,810
Option pricing theory
14,351
Markov chain
7,873
Markov-Kette
7,579
Theorie
7,542
Theory
7,384
Volatilität
4,772
Volatility
4,708
Stochastischer Prozess
4,020
Stochastic process
3,964
Optionsgeschäft
2,983
Option trading
2,963
Derivat
2,517
Derivative
2,516
Schätzung
2,256
Estimation
2,235
Black-Scholes-Modell
1,724
Black-Scholes model
1,675
Portfolio-Management
1,484
Portfolio selection
1,470
Monte-Carlo-Simulation
1,442
Monte Carlo simulation
1,429
Hedging
1,394
USA
1,281
United States
1,262
Zinsstruktur
1,105
Yield curve
1,094
Prognoseverfahren
1,008
Forecasting model
998
Börsenkurs
985
Zeitreihenanalyse
977
Share price
969
Time series analysis
965
Kapitaleinkommen
942
Capital income
938
Bayesian inference
891
Bayes-Statistik
890
ARCH-Modell
831
ARCH model
823
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Free
369
Undetermined
267
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Article
612
Book / Working Paper
552
Journal
14
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Article in journal
575
Aufsatz in Zeitschrift
575
Graue Literatur
155
Non-commercial literature
155
Working Paper
142
Arbeitspapier
141
Hochschulschrift
61
Thesis
49
Lehrbuch
44
Textbook
41
Aufsatz im Buch
32
Book section
32
Collection of articles of several authors
18
Sammelwerk
18
Bibliografie enthalten
17
Bibliography included
17
Glossar enthalten
15
Glossary included
15
Aufsatzsammlung
14
Collection of articles written by one author
14
Sammlung
14
Handbook
7
Handbuch
7
Konferenzschrift
7
Conference paper
5
Conference proceedings
5
Konferenzbeitrag
5
Systematic review
4
Übersichtsarbeit
4
Accompanied by computer file
3
Einführung
3
Elektronischer Datenträger als Beilage
3
Festschrift
3
Aufgabensammlung
2
Bibliografie
2
CD-ROM, DVD
2
Forschungsbericht
2
Mehrbändiges Werk
2
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2
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2
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English
1,131
German
40
Italian
4
French
1
Spanish
1
Undetermined
1
Author
All
Hull, John
23
Lee, Cheng F.
16
Madan, Dilip B.
11
Fabozzi, Frank J.
10
Elliott, Robert J.
9
Jacobs, Kris
9
Lo, Andrew W.
9
Macrina, Andrea
9
Escobar, Marcos
8
Feunou, Bruno
8
Barone-Adesi, Giovanni
6
Bayraktar, Erhan
6
Duffie, Darrell
6
Engle, Robert F.
6
Lee, John C.
6
Liu, Hening
6
Račev, Svetlozar T.
6
Ammann, Manuel
5
Asea, Patrick K.
5
Belomestny, Denis
5
Carr, Peter
5
Crosby, John
5
Jackwerth, Jens Carsten
5
Jarrow, Robert A.
5
Jeanblanc, Monique
5
Ncube, Mthuli
5
Rosenberg, Joshua V.
5
Runggaldier, Wolfgang J.
5
Schlag, Christian
5
Schweizer, Martin
5
Sialm, Clemens
5
Singleton, Kenneth J.
5
Stentoft, Lars
5
Badescu, Alexandru
4
Barndorff-Nielsen, Ole E.
4
Bellalah, Mondher
4
Brody, Dorje C.
4
Christoffersen, Peter F.
4
Collin-Dufresne, Pierre
4
Du, Du
4
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National Bureau of Economic Research
14
Deutsche Forschungsgemeinschaft
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
American Finance Association
1
Bank of Canada
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
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve System / Board of Governors
1
International Conference on Numerical Methods for Finance <2006, Dublin>
1
Johannes Gutenberg-Universität Mainz
1
Københavns Universitet / Økonomisk Institut
1
Nuffield College
1
Oxford Financial Research Centre
1
Pearson Studium
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 California Los Angeles / Department of Economics
1
Workshop on Mathematical Finance <2000, Konstanz>
1
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Published in...
All
International journal of theoretical and applied finance
31
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Finance and stochastics
21
Journal of economic dynamics & control
18
Journal of mathematical finance
16
Applied mathematical finance
15
Journal of financial economics
14
NBER working paper series
14
Quantitative finance
14
Finance research letters
13
Journal of banking & finance
13
Research paper series / Swiss Finance Institute
12
The European journal of finance
12
Annals of finance
11
Review of derivatives research
11
The journal of finance : the journal of the American Finance Association
11
International journal of financial engineering
10
Working paper / National Bureau of Economic Research, Inc.
10
Asia-Pacific financial markets
9
International review of financial analysis
9
Risks : open access journal
9
Journal of empirical finance
8
NBER Working Paper
8
Review of quantitative finance and accounting
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Applied economics
7
European journal of operational research : EJOR
7
Journal of risk and financial management : JRFM
7
Mathematics and financial economics
7
Staff working paper / Bank of Canada
7
Insurance / Mathematics & economics
6
Journal of econometrics
6
Journal of financial and quantitative analysis : JFQA
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The journal of futures markets
6
The review of financial studies
6
Discussion paper / B
5
Economics letters
5
Europäische Hochschulschriften / 5
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
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ECONIS (ZBW)
1,173
OLC EcoSci
4
EconStor
1
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1
Analysis about the black-scholes asset price under the regime-switching framework
Tian, Ping
;
Zhou, Hang
;
Zhou, Duotai
- In:
International review of financial analysis
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014471870
Saved in:
2
Strategic asset valuation and higher stochastic moments : an adjusted black-scholes model
Milanesi, Gastón
;
Pesce, Gabriela
;
El Alabi, Emilio
- In:
Journal of contemporary management : JMC
4
(
2015
)
3
,
pp. 95-106
Persistent link: https://www.econbiz.de/10011392906
Saved in:
3
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
4
The pricing models of covered warrants and empirical study in Thin markets and developed markets
Phan Thi Kieu Hoa
;
Dinh Thi Tham
;
Nguyen Quy Thai Duong
; …
- In:
Vietnam's socio-economic development : a social science …
23
(
2018
)
95
,
pp. 41-64
Persistent link: https://www.econbiz.de/10011963080
Saved in:
5
Three essays on financial econometrics
Yu, Jialin
-
2005
Persistent link: https://www.econbiz.de/10003555366
Saved in:
6
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:
7
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
1999
Persistent link: https://www.econbiz.de/10000663279
Saved in:
8
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
9
The impact of portfolio re-financing on Black-Scholes call option valuation
Versluis, Cokki
;
Hillegers, Tom
- In:
Applied financial economics letters
2
(
2006
)
4
,
pp. 261-263
Persistent link: https://www.econbiz.de/10003351951
Saved in:
10
Term structure models of interest rates with jump-diffusion information : equilibrium, CAPM, and derivative asset pricing
Kusuda, Koji
-
2003
Persistent link: https://www.econbiz.de/10003379037
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