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Estimation
Optionspreistheorie
14,725
Option pricing theory
14,267
Monte Carlo simulation
6,203
Theorie
5,756
Monte-Carlo-Simulation
5,637
Theory
5,602
Volatilität
4,186
Volatility
4,120
Stochastischer Prozess
3,637
Stochastic process
3,581
Optionsgeschäft
2,876
Option trading
2,859
Derivat
2,419
Derivative
2,416
Schätzung
1,420
Schätztheorie
1,347
Estimation theory
1,328
Portfolio-Management
1,321
Portfolio selection
1,304
Hedging
1,270
Markov-Kette
1,139
Markov chain
1,137
Black-Scholes-Modell
1,112
CAPM
1,088
Black-Scholes model
1,055
USA
1,022
United States
1,004
Zinsstruktur
983
Yield curve
973
Simulation
952
Statistische Verteilung
777
Bayesian inference
776
Prognoseverfahren
776
Bayes-Statistik
770
Forecasting model
767
Statistical distribution
766
Risiko
734
Risk
733
Kreditrisiko
673
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Free
440
Undetermined
312
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Article
757
Book / Working Paper
638
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Article in journal
725
Aufsatz in Zeitschrift
725
Graue Literatur
347
Non-commercial literature
347
Arbeitspapier
321
Working Paper
321
Hochschulschrift
104
Thesis
89
Aufsatz im Buch
31
Book section
31
Bibliografie enthalten
17
Bibliography included
17
Collection of articles written by one author
13
Sammlung
13
Conference paper
8
Konferenzbeitrag
8
Aufsatzsammlung
3
Collection of articles of several authors
3
Sammelwerk
3
Systematic review
2
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2
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1
Amtsdruckschrift
1
Government document
1
Konferenzschrift
1
Mikroform
1
Nachschlagewerk
1
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1
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English
1,329
German
65
French
4
Spanish
1
Author
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Engle, Robert F.
20
Härdle, Wolfgang
16
Rosenberg, Joshua V.
15
Todorov, Viktor
14
Frühwirth-Schnatter, Sylvia
11
Koopman, Siem Jan
10
Weber, Andrea
10
Jacobs, Kris
9
Korn, Olaf
9
Pesaran, M. Hashem
9
Winter-Ebmer, Rudolf
9
Craig, Ben R.
8
Kano, Kazuko
8
Kano, Takashi
8
Takechi, Kazutaka
8
Willis, Jonathan L.
8
Bollerslev, Tim
7
Bühler, Wolfgang
7
Dumas, Bernard
7
Fischer, Manfred M.
7
Fleming, Jeff
7
Lesage, James P.
7
Madan, Dilip B.
7
Mertens, Elmar
7
Nakajima, Jouchi
7
Pamminger, Christoph
7
Billio, Monica
6
Dijk, Herman K. van
6
Herbst, Edward P.
6
Herwartz, Helmut
6
Kane, Alex
6
Martin, Gael M.
6
Noh, Jaesun
6
Omori, Yasuhiro
6
Schlag, Christian
6
Tsionas, Efthymios G.
6
Whaley, Robert E.
6
Bakshi, Gurdip S.
5
Chan, Felix
5
Corsi, Fulvio
5
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
National Bureau of Economic Research
7
Centre for Analytical Finance <Århus>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Verlag Dr. Kovač
2
Centre for Economic Policy Research
1
Chambre de commerce et d'industrie de Paris
1
ESCP-EAP European School of Management
1
Econometrisch Instituut <Rotterdam>
1
Eric Cuvillier <Firma>
1
European University Institute / Department of Law
1
Forschungsstelle für Internationales Management
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Goethe-Universität Frankfurt am Main
1
Nationalekonomiska Institutionen <Lund>
1
Shaker Verlag
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Umeå universitet
1
University of Hong Kong / School of Economics and Finance
1
École des Hautes Études Commerciales <Lausanne>
1
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Published in...
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The journal of futures markets
37
Journal of econometrics
28
Journal of applied econometrics
24
Journal of banking & finance
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Discussion paper / Tinbergen Institute
14
Working paper
13
Economics letters
12
Journal of empirical finance
12
Journal of financial economics
12
Quantitative finance
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Finance research letters
11
SFB 649 discussion paper
11
The journal of finance : the journal of the American Finance Association
11
International journal of theoretical and applied finance
10
The econometrics journal
10
Applied economics
9
Economic modelling
9
Working paper / National Bureau of Economic Research, Inc.
9
CAMA working paper series
8
Discussion papers of interdisciplinary research project 373
8
Econometric reviews
8
Journal of economic dynamics & control
8
Review of derivatives research
8
The European journal of finance
8
Computational economics
7
Discussion paper / Centre for Economic Policy Research
7
Gabler Edition Wissenschaft
7
International journal of forecasting
7
International review of financial analysis
7
Journal of risk and financial management : JRFM
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
NBER working paper series
7
Research paper series / Swiss Finance Institute
7
Review of quantitative finance and accounting
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
European journal of operational research : EJOR
6
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ECONIS (ZBW)
1,395
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1
A nonparametric kernel regression approach for pricing options on stock market index
Kung, James J.
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 902-913
Persistent link: https://www.econbiz.de/10011432797
Saved in:
2
Impact of bias in the estimation of American-style options by Monte Carlo simulation
Anukal Chiralaksanakul
- In:
Journal of modelling in management
11
(
2016
)
2
,
pp. 644-659
Persistent link: https://www.econbiz.de/10011529578
Saved in:
3
Estimating stochastic volatility with jumps and asymmetry in Asian markets
Saranya, K.
;
Prasanna, P. Krishna
- In:
Finance research letters
25
(
2018
),
pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
Saved in:
4
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
5
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
6
Modeling intraday stochastic volatility and conditional duration contemporaneously with regime shifts
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437483
Saved in:
7
Stock price dynamics of listed growth companies : evidence from the options market
Baule, Rainer
;
Tallau, Christian
- In:
The IUP journal of applied finance : IJAF
19
(
2013
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10009696959
Saved in:
8
Estimating correlated jumps and stochastic volatilities
Witzany, Jiří
- In:
Prague economic papers : a bimonthly journal of …
22
(
2013
)
2
,
pp. 251-283
Persistent link: https://www.econbiz.de/10010226453
Saved in:
9
Market-conform valuation of options
Herwig, Tobias
-
2006
Persistent link: https://www.econbiz.de/10003204143
Saved in:
10
Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Bishwal, Jaya Prakasah Narayan
- In:
Algorithmic finance
10
(
2023
)
1/2
,
pp. 53-66
Persistent link: https://www.econbiz.de/10014474576
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