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~subject:"Index futures"
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Option Prices with Stochastic...
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Index futures
Optionspreistheorie
14,815
Option pricing theory
14,350
Volatilität
4,019
Volatility
3,951
Theorie
3,933
Theory
3,786
Stochastischer Prozess
3,306
Stochastic process
3,253
Optionsgeschäft
2,976
Option trading
2,956
Derivat
2,458
Derivative
2,454
Black-Scholes-Modell
1,726
Black-Scholes model
1,630
Hedging
1,326
Portfolio-Management
1,185
Portfolio selection
1,169
CAPM
1,066
Zinsstruktur
961
Yield curve
951
Schätzung
914
Estimation
899
USA
781
United States
765
Risiko
657
Risk
654
Realoptionsansatz
652
Real options analysis
650
Monte-Carlo-Simulation
627
Monte Carlo simulation
616
Kreditrisiko
598
Börsenkurs
594
Credit risk
588
Statistische Verteilung
587
Share price
579
Statistical distribution
577
Kapitaleinkommen
539
Capital income
538
Zinsderivat
464
Aktienoption
462
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Free
117
Undetermined
88
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Article
259
Book / Working Paper
157
Type of publication (narrower categories)
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Article in journal
248
Aufsatz in Zeitschrift
248
Arbeitspapier
57
Graue Literatur
57
Non-commercial literature
57
Working Paper
57
Hochschulschrift
17
Thesis
14
Aufsatz im Buch
9
Book section
9
Bibliografie enthalten
4
Bibliography included
4
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Collection of articles written by one author
1
Conference proceedings
1
Forschungsbericht
1
Konferenzschrift
1
Nachschlagewerk
1
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1
Sammelwerk
1
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1
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Language
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English
399
German
18
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Perrakis, Stylianos
10
Jackwerth, Jens Carsten
9
Linders, Daniël
7
Singh, Vipul Kumar
7
Bates, David S.
6
Constantinides, George M.
6
Todorov, Viktor
6
Bollerslev, Tim
5
Chernov, Mikhail
5
Collin-Dufresne, Pierre
5
Engle, Robert F.
5
Kane, Alex
5
Noh, Jaesun
5
Rieken, Sascha
5
Bamberg, Günter
4
Broadie, Mark
4
Cont, Rama
4
Czerwonko, Michal
4
Daigler, Robert T.
4
Dhaene, Jan
4
Dorfleitner, Gregor
4
Fleming, Jeff
4
Goldstein, Robert S.
4
Guidolin, Massimo
4
Kim, Sol
4
Kōnstantinidēs, Giōrgos
4
Mittnik, Stefan
4
Orłowski, Piotr
4
Ryu, Doojin
4
Santa-Clara, Pedro
4
Stentoft, Lars
4
Yan, Shu
4
Yang, Fan
4
Agrawal, Puja
3
Ahmad, Naseem
3
Bakshi, Gurdip S.
3
Bernales, Alejandro
3
Buraschi, Andrea
3
Charles-Cadogan, G.
3
Fournier, Mathieu
3
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Institution
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National Bureau of Economic Research
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Chambre de commerce et d'industrie de Paris
1
Federal Reserve Bank of St. Louis
1
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
1
Institut für Weltwirtschaft
1
Institute of Finance and Accounting <London>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Svenska Handelshögskolan <Helsinki>
1
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The journal of futures markets
28
The journal of finance : the journal of the American Finance Association
11
Journal of banking & finance
10
The review of financial studies
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
International review of economics & finance : IREF
7
Journal of empirical finance
6
Review of derivatives research
6
Working paper / National Bureau of Economic Research, Inc.
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
NBER Working Paper
5
NBER working paper series
5
Quantitative finance
5
Working paper
5
Advances in futures and options research : a research annual
4
Applied financial economics
4
Finance research letters
4
International journal of theoretical and applied finance
4
International review of financial analysis
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of financial economics
4
Research paper series / Swiss Finance Institute
4
Applied economics
3
Asia-Pacific journal of financial studies
3
Discussion papers of interdisciplinary research project 373
3
Economics letters
3
Global business review
3
Journal of international financial markets, institutions & money
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Meddelanden från Svenska Handelshögskolan
3
Pacific-Basin finance journal
3
Review of finance : journal of the European Finance Association
3
Review of quantitative finance and accounting
3
Theoretical economics letters
3
AFI
2
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
Betriebswirtschaftliche Studien
2
Borsa Istanbul Review
2
CREATES research paper
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
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ECONIS (ZBW)
416
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1
Loss functions in option valuation : a framework for selection
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
- In:
Management science : journal of the Institute for …
55
(
2009
)
5
,
pp. 853-862
Persistent link: https://www.econbiz.de/10003860372
Saved in:
2
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:
3
Pricing index options in a multivariate black & scholes model
Linders, Daniël
-
2013
Persistent link: https://www.econbiz.de/10010204094
Saved in:
4
Stylized patterns of implied volatility in India : a case study of NSE Nifty options
Shaikh, Imlak
;
Padhi, Puja
- In:
Journal of Indian business research
6
(
2014
)
3
,
pp. 231-254
Persistent link: https://www.econbiz.de/10010492684
Saved in:
5
Bewertung von DAX-Optionsscheinen : eine theoretische und empirische Analyse der Bewertung von Plain-Vanilla-Optionsscheinen auf den Deutschen Aktienindex (DAX)
Hagl, Stefan
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002346894
Saved in:
6
Fitting the smile revisited : a least squares kernel estimator for the implied volatility surface
Fengler, Matthias R.
(
contributor
);
Wang, Qihua
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919426
Saved in:
7
Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX-index options market
Rieken, Sascha
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001440110
Saved in:
8
Pricing index options with stochastic volatility : on the efficiency of the Square Root Model
Söderman, Ronnie
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544977
Saved in:
9
An empirical test of the Hull-White option pricing model
Corrado, Charles Joseph
- In:
The journal of futures markets
18
(
1998
)
4
,
pp. 363-378
Persistent link: https://www.econbiz.de/10001242646
Saved in:
10
Pricing options using implied trees: evidence from FTSE-100 options
Lim, Kian-Guan
;
Zhi, Da
- In:
The journal of futures markets
22
(
2002
)
7
,
pp. 601-626
Persistent link: https://www.econbiz.de/10001678534
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