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~subject:"Kapitaleinkommen"
~subject:"Real options analysis"
~subject:"Volatility"
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Option Prices with Stochastic...
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Kapitaleinkommen
Real options analysis
Volatility
Optionspreistheorie
14,816
Option pricing theory
14,351
Volatilität
4,019
Theorie
3,933
Theory
3,786
Stochastischer Prozess
3,306
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3,253
Optionsgeschäft
2,976
Option trading
2,956
Derivat
2,458
Derivative
2,454
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1,726
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1,630
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1,326
Portfolio-Management
1,185
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1,169
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1,067
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961
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951
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914
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899
USA
781
United States
765
Risiko
657
Risk
654
Realoptionsansatz
652
Monte-Carlo-Simulation
627
Monte Carlo simulation
616
Kreditrisiko
598
Börsenkurs
594
Credit risk
588
Statistische Verteilung
587
Share price
579
Statistical distribution
577
Capital income
538
Zinsderivat
464
Aktienoption
462
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1,638
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4,662
German
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Cui, Zhenyu
44
Carr, Peter
27
Härdle, Wolfgang
25
Jacobs, Kris
25
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Fengler, Matthias R.
22
Gatheral, Jim
22
Madan, Dilip B.
22
Alòs, Elisa
21
Nguyen, Duy
21
Lorig, Matthew
20
Takahashi, Akihiko
20
Zhang, Jin E.
20
Christoffersen, Peter F.
19
Guyon, Julien
19
Schoutens, Wim
18
Fabozzi, Frank J.
16
Wang, Xingchun
16
Benth, Fred Espen
15
Escobar, Marcos
15
Ewald, Christian-Oliver
15
Fouque, Jean-Pierre
15
Grasselli, Martino
15
Heston, Steven L.
15
Skiadopoulos, George
15
Wu, Liuren
15
Elliott, Robert J.
14
Engle, Robert F.
14
Forde, Martin
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Oosterlee, Cornelis W.
14
Trigeorgis, Lenos
14
Grzelak, Lech A.
13
Kim, Young Shin
13
Kwok, Yue-Kuen
13
Leippold, Markus
13
Todorov, Viktor
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National Bureau of Economic Research
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8
Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
International Center for Financial Asset Management and Engineering
2
Karlsruher Institut für Technologie
2
American Finance Association
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
Hochschule für Bankwirtschaft
1
Institute of Finance and Accounting <London>
1
Institutt for Foretaksøkonomi <Bergen, Norwegen>
1
Melbourne Business School
1
Peter Lang GmbH
1
Sportökonomie Uni Bayreuth e.V.
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Università Commerciale Luigi Bocconi / Scuola di Direzione Aziendale
1
Universität Ulm
1
Universität Zürich / Institut für Schweizerisches Bankwesen
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
Wharton School / Finance Department
1
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International journal of theoretical and applied finance
176
Quantitative finance
113
Journal of banking & finance
88
The journal of futures markets
88
Applied mathematical finance
82
Mathematical finance : an international journal of mathematics, statistics and financial theory
68
The journal of computational finance
68
European journal of operational research : EJOR
56
Finance research letters
55
Review of derivatives research
55
International journal of financial engineering
50
Journal of economic dynamics & control
45
Computational economics
43
Finance and stochastics
43
Journal of econometrics
42
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
Journal of mathematical finance
39
The European journal of finance
38
The North American journal of economics and finance : a journal of financial economics studies
38
Research paper series / Swiss Finance Institute
37
Journal of financial economics
35
Risks : open access journal
34
Energy economics
32
Insurance / Mathematics & economics
31
Annals of finance
28
Review of quantitative finance and accounting
28
Applied economics
26
International review of economics & finance : IREF
26
Journal of risk and financial management : JRFM
24
Management science : journal of the Institute for Operations Research and the Management Sciences
24
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
Economic modelling
21
Journal of empirical finance
21
International review of financial analysis
20
Asia-Pacific financial markets
19
Journal of financial and quantitative analysis : JFQA
19
Swiss Finance Institute Research Paper
19
The journal of finance : the journal of the American Finance Association
19
Discussion paper / Tinbergen Institute
18
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
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ECONIS (ZBW)
4,794
EconStor
1
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1
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:
2
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan
-
1994
Persistent link: https://www.econbiz.de/10000959539
Saved in:
3
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
4
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
5
On black-scholes implied volatility at extreme strikes
Benaim, Shalom
;
Friz, Peter
;
Lee, Roger
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 19-45)
.
2009
Persistent link: https://www.econbiz.de/10003787593
Saved in:
6
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
7
FX options and smile risk
Castagna, Antonio
-
2010
Persistent link: https://www.econbiz.de/10003849324
Saved in:
8
Alternative formulas to compute implied standard deviation
Ang, James S.
;
Jou, Gwoduan David
;
Lai, Tsong-yue
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
2
,
pp. 159-176
Persistent link: https://www.econbiz.de/10003871567
Saved in:
9
Componentwise splitting methods for pricing American options under stochastic volatility
Ikonen, Samuli
;
Toivanen, Jari
- In:
International journal of theoretical and applied finance
10
(
2007
)
2
,
pp. 331-361
Persistent link: https://www.econbiz.de/10003441984
Saved in:
10
Asset pricing in the early twentieth century
Moore, Lyndon C.
-
2006
Persistent link: https://www.econbiz.de/10003908181
Saved in:
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