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Stochastic Volatility : Option...
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Derivat
Volatility
40,965
Volatilität
40,697
Theorie
21,195
Theory
20,673
Stochastischer Prozess
17,229
Stochastic process
16,788
Optionspreistheorie
14,815
Option pricing theory
14,356
Börsenkurs
10,003
Share price
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9,684
Estimation
9,454
Kapitaleinkommen
7,509
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7,478
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6,601
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4,322
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4,253
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4,242
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4,206
Zeitreihenanalyse
4,155
Time series analysis
4,043
Risk
3,703
Risiko
3,670
Derivative
3,424
Optionsgeschäft
3,416
Option trading
3,392
CAPM
2,748
volatility
2,648
Finanzmarkt
2,578
Financial market
2,513
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Hull, John
29
Benth, Fred Espen
23
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18
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18
Madan, Dilip B.
17
Prokopczuk, Marcel
16
Carr, Peter
15
Fabozzi, Frank J.
15
Wang, Xingchun
15
Chiarella, Carl
14
McAleer, Michael
14
Jarrow, Robert A.
13
Joshi, Mark S.
13
Schlögl, Erik
13
Cui, Zhenyu
12
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12
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12
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12
Lo, Andrew W.
12
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11
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11
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11
Perrakis, Stylianos
11
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10
Howison, Sam
10
Platen, Eckhard
10
Takahashi, Akihiko
10
Branger, Nicole
9
Fouque, Jean-Pierre
9
Härdle, Wolfgang K.
9
Kyriakou, Ioannis
9
López Cabrera, Brenda
9
Steiner, Manfred
9
Zhang, Jin E.
9
Zheng, Wendong
9
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8
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8
Chang, Chia-Lin
8
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8
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2
Instituto Valenciano de Investigaciones Económicas
2
International Association of Financial Engineers
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Centre for Analytical Finance <Århus>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutsche Forschungsgemeinschaft
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Erasmus Research Institute of Management
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Federal Reserve Bank of St. Louis
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Goethe-Universität Frankfurt am Main
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Gottfried Wilhelm Leibniz Universität Hannover
1
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International Conference on Derivatives and Risk Management <2003, Schanghai>
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International Monetary Fund
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Internationaler Währungsfonds / Research Department
1
Judge Institute of Management Studies
1
Københavns Universitet / Økonomisk Institut
1
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1
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
1
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1
Pearson Studium
1
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1
Salomon Brothers Center for the Study of Financial Institutions
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1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer-Verlag GmbH
1
Swiss Finance Institute
1
Technische Hochschule Mittelhessen
1
United States / Securities and Exchange Commission / Division of Trading and Exchanges
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
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International journal of theoretical and applied finance
121
The journal of futures markets
70
Applied mathematical finance
68
Review of derivatives research
50
Energy economics
49
Journal of banking & finance
47
Quantitative finance
47
The journal of computational finance
36
Finance research letters
34
Journal of mathematical finance
34
European journal of operational research : EJOR
32
International review of financial analysis
32
International journal of financial engineering
27
The European journal of finance
27
Finance and stochastics
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
26
Risks : open access journal
26
International review of economics & finance : IREF
25
Journal of economic dynamics & control
25
The North American journal of economics and finance : a journal of financial economics studies
25
The journal of derivatives : JOD
23
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
Applied economics letters
21
Journal of econometrics
19
Applied financial economics
17
SpringerLink / Bücher
16
Annals of finance
15
Computational economics
15
Insurance / Mathematics & economics
15
Journal of risk and financial management : JRFM
15
SFB 649 discussion paper
15
Applied economics
14
Research in international business and finance
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
Economic modelling
13
Research paper series / Swiss Finance Institute
13
Journal of empirical finance
12
Journal of financial economics
12
The journal of finance : the journal of the American Finance Association
11
The review of financial studies
11
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ECONIS (ZBW)
3,422
EconStor
7
OLC EcoSci
3
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1
Option smiling when investors' estimates of asset
volatility
disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
2
Drawbacks and limitations of Black-Scholes model for options pricing
Janková, Zuzana
- In:
Journal of financial studies & research : JFSR
2018
(
2018
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011977593
Saved in:
3
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
4
Conjoint analysis of option and
volatility
models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
5
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
Saved in:
6
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
Saved in:
7
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
8
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
9
On the importance of the traders' rules for pricing options : evidence from intraday data
Kim, Sol
;
Lee, Changjun
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
6
,
pp. 873-894
Persistent link: https://www.econbiz.de/10010476863
Saved in:
10
Robust option pricing
Bandi, Chaithanya
;
Bertsimas, Dimitris
- In:
European journal of operational research : EJOR
239
(
2014
)
3
,
pp. 842-853
Persistent link: https://www.econbiz.de/10010411468
Saved in:
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