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Estimation
Optionspreistheorie
14,725
Option pricing theory
14,261
Theorie
5,582
Theory
5,414
Volatilität
3,876
Volatility
3,807
Stochastischer Prozess
3,238
Stochastic process
3,179
Optionsgeschäft
2,861
Option trading
2,842
Derivat
2,391
Derivative
2,388
Mathematisches Modell
2,265
Hedging
1,253
Portfolio-Management
1,156
Portfolio selection
1,144
Black-Scholes-Modell
1,101
Black-Scholes model
1,047
CAPM
1,040
USA
1,022
Schätzung
993
Zinsstruktur
947
Yield curve
937
United States
932
Deutschland
760
Risiko
679
Risk
661
Germany
658
Realoptionsansatz
643
Real options analysis
642
Kreditrisiko
626
Monte-Carlo-Simulation
619
Monte Carlo simulation
612
Finanzmathematik
607
Credit risk
598
Mikroökonomie
592
Börsenkurs
582
Statistische Verteilung
573
Share price
567
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Free
259
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190
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Book / Working Paper
505
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467
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Article in journal
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Graue Literatur
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Non-commercial literature
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Working Paper
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142
Thesis
120
Bibliografie enthalten
24
Bibliography included
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21
Book section
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11
Sammlung
11
Collection of articles of several authors
9
Sammelwerk
9
Aufsatzsammlung
5
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Amtsdruckschrift
1
Case study
1
Conference paper
1
Conference proceedings
1
Fallstudie
1
Government document
1
Konferenzbeitrag
1
Konferenzschrift
1
Mikroform
1
Nachschlagewerk
1
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1
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1
Übersichtsarbeit
1
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Language
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English
857
German
113
French
3
Spanish
1
Author
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Engle, Robert F.
20
Härdle, Wolfgang
15
Rosenberg, Joshua V.
15
Todorov, Viktor
14
Craig, Ben R.
10
Jacobs, Kris
9
Korn, Olaf
9
Bollerslev, Tim
7
Bühler, Wolfgang
7
Dumas, Bernard
7
Fleming, Jeff
7
Madan, Dilip B.
7
Kane, Alex
6
Noh, Jaesun
6
Schlag, Christian
6
Whaley, Robert E.
6
Bakshi, Gurdip S.
5
Ivanova, Vesela
5
Lo, Andrew W.
5
Marabel Romo, Jacinto
5
Nandi, Saikat
5
Pierdzioch, Christian
5
Rieken, Sascha
5
Wu, Tao L.
5
Barone-Adesi, Giovanni
4
Christoffersen, Peter F.
4
Corsi, Fulvio
4
Fusari, Nicola
4
Heston, Steven L.
4
Härdle, Wolfgang K.
4
Keller, Joachim
4
Keller, Joachim G.
4
Martin, Gael M.
4
Mittnik, Stefan
4
Orłowski, Piotr
4
Polasek, Wolfgang
4
Schmitt, Christian
4
Schöbel, Rainer
4
Wang, Bin
4
Zhang, Jin E.
4
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Institution
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National Bureau of Economic Research
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Deutschland / Bundeswehr / Universität Hamburg
3
Verlag Dr. Kovač
3
Eric Cuvillier <Firma>
2
Federal Reserve Bank of Cleveland
2
Institut für Agrarentwicklung in Mittel- und Osteuropa
2
Australian National University / Faculty of Economics and Commerce
1
Centre for Analytical Finance <Århus>
1
Centre for Economic Policy Research
1
Chambre de commerce et d'industrie de Paris
1
ESCP-EAP European School of Management
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve Bank of St. Louis
1
Forschungsstelle für Internationales Management
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Goethe-Universität Frankfurt am Main
1
Ifo Institut
1
Institute for International Economics <Washington, DC>
1
Shaker Verlag
1
Taylor and Francis
1
Technische Universität Braunschweig
1
Technische Universität Clausthal
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
1
Universität Regensburg / Wirtschaftswissenschaftliche Fakultät
1
Weltbank / Independent Evaluation Group
1
École des Hautes Études Commerciales <Lausanne>
1
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Published in...
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The journal of futures markets
34
Journal of banking & finance
20
Journal of econometrics
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Journal of financial economics
12
Journal of empirical finance
11
The journal of finance : the journal of the American Finance Association
11
Finance research letters
10
International journal of theoretical and applied finance
10
Gabler Edition Wissenschaft
8
Quantitative finance
8
Review of derivatives research
8
Working paper
8
Working paper / National Bureau of Economic Research, Inc.
8
International review of financial analysis
7
Review of quantitative finance and accounting
7
SFB 649 discussion paper
7
Discussion papers of interdisciplinary research project 373
6
International review of economics & finance : IREF
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
NBER working paper series
6
Research paper series / Swiss Finance Institute
6
The European journal of finance
6
The journal of computational finance
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Applied economics
5
Applied financial economics
5
Discussion paper
5
Discussion paper / Centre for Economic Policy Research
5
Europäische Hochschulschriften / 5
5
Discussion paper / Department of Economics, University of California San Diego
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion paper / Tinbergen Institute
4
International journal of financial engineering
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Journal of financial econometrics
4
Journal of financial markets
4
Journal of risk and financial management : JRFM
4
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Source
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ECONIS (ZBW)
972
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1
Financial pricing models in continuous time and Kalman filtering
Kellerhals, Boris-Philipp
;
Kellerhals, Boris Philipp
-
2001
Persistent link: https://www.econbiz.de/10001591594
Saved in:
2
Kapitalmarktmodelle zur Bestimmung erwarteter Renditen festverzinslicher Wertpapiere
Langewand, Jens
-
2000
Persistent link: https://www.econbiz.de/10001511077
Saved in:
3
Econometric specification of input demand systems implied by cost function representations
McLaren, Keith Robert
;
Zhao, Xueyan
-
2009
Persistent link: https://www.econbiz.de/10003852043
Saved in:
4
Effective global regularity and empirical modeling of direct, inverse and mixed demand systems
McLaren, Keith Robert
;
Wong, K. K. Gary
-
2007
Persistent link: https://www.econbiz.de/10003486456
Saved in:
5
Modelling aggregate consumption expenditure and income distribution effects
Hildenbrand, Werner
-
1996
Persistent link: https://www.econbiz.de/10000940201
Saved in:
6
Assessment biases in utility functions
Seidl, Christian
;
Traub, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000958451
Saved in:
7
Consumption adjustment under changing income uncertainty
Hahm, Joon-ho
-
1998
Persistent link: https://www.econbiz.de/10000985647
Saved in:
8
The Spanish family butget (EPF) data and the law of demand
Utikal, Inírida
-
1998
Persistent link: https://www.econbiz.de/10000996260
Saved in:
9
Ethnozentrismus und Konsumentenverhalten
Sinkovics, Rudolf R.
-
1999
Persistent link: https://www.econbiz.de/10000998206
Saved in:
10
Do funded pensions contribute to higher aggregate savings? : A cross-country analysis
Baillaiu, Jeanine
;
Reisen, Helmut
-
1997
Persistent link: https://www.econbiz.de/10000666672
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