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~subject:"Option pricing theory"
~type_genre:"Advisory report"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
~type_genre:"Thesis"
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Option pricing theory
Deutschland
91,398
Germany
87,957
Volatility
21,762
Volatilität
21,747
Theorie
18,851
Theory
18,838
Estimation
14,511
Schätzung
14,511
Arbeitsmarkt
13,726
Labour market
13,352
Cointegration
10,641
Kointegration
10,570
USA
10,154
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10,033
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7,834
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7,298
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7,295
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5,704
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5,700
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5,473
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5,468
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5,080
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5,035
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4,800
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4,800
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4,111
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4,102
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3,979
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3,962
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3,834
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3,769
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Madan, Dilip B.
50
Carr, Peter
45
Fabozzi, Frank J.
35
Elliott, Robert J.
34
Kwok, Yue-Kuen
34
Wang, Xingchun
32
Cui, Zhenyu
31
Takahashi, Akihiko
30
Siu, Tak Kuen
29
Schoutens, Wim
27
Zhang, Jin E.
26
Benth, Fred Espen
24
Jarrow, Robert A.
23
Kim, Young Shin
21
Račev, Svetlozar T.
21
Stentoft, Lars
21
Escobar, Marcos
20
Levendorskij, Sergej Z.
20
Wong, Hoi Ying
20
Joshi, Mark S.
19
Wu, Liuren
19
Zanette, Antonino
19
Schwartz, Eduardo S.
18
Glasserman, Paul
17
He, Xin-Jiang
17
Chen, Ren-Raw
16
Chen, Son-nan
16
Lin, Shih-kuei
16
Ryu, Doojin
16
Zhu, Song-Ping
16
Chung, San-lin
15
Eberlein, Ernst
15
Jacobs, Kris
15
Lee, Hangsuck
15
Xu, Wei
15
Chiarella, Carl
14
Christoffersen, Peter F.
14
Câmara, António
14
Fusai, Gianluca
14
Hainaut, Donatien
14
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Ekonomiska forskningsinstitutet <Stockholm>
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Eric Cuvillier <Firma>
1
Forschungsstelle für Internationales Management
1
Hochschule für Bankwirtschaft
1
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Peter Lang GmbH
1
Shaker Verlag
1
Springer Fachmedien Wiesbaden
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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Published in...
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International journal of theoretical and applied finance
467
The journal of futures markets
260
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
251
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
206
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
132
Journal of economic dynamics & control
130
International journal of financial engineering
116
Finance research letters
111
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
96
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
78
Asia-Pacific financial markets
77
Journal of econometrics
66
Energy economics
58
Journal of financial and quantitative analysis : JFQA
58
Review of quantitative finance and accounting
55
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of finance : the journal of the American Finance Association
50
The journal of real estate finance and economics
50
The review of financial studies
50
Economic modelling
49
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of economics & finance : IREF
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
International review of financial analysis
44
Mathematics and financial economics
44
Applied economics
43
Journal of empirical finance
40
Applied financial economics
39
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ECONIS (ZBW)
7,806
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1
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1
Die Wirkung von Wechselkursvolatilitäten auf das Investitionsverhalten : eine theoretische und empirische Analyse aus der Perspektive der Realoptionstheorie
Werner, Thomas
- In:
Kredit und Kapital
34
(
2001
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001580216
Saved in:
2
Prognosemodelle und Handelsansätze für Implizite Volatilitäten
Sachtler, Michael
-
2004
Persistent link: https://www.econbiz.de/10002392690
Saved in:
3
Investitionen, Unsicherheit und Realoptionen
Werner, Thomas
-
2000
Persistent link: https://www.econbiz.de/10001486398
Saved in:
4
Long memory and the relation between implied and realized
volatility
Bandi, Federico M.
;
Perron, Benoit
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 636-670
Persistent link: https://www.econbiz.de/10003565756
Saved in:
5
Long memory and
volatility
behaviour in Paris option market
Souissi, Nessim
;
Aloulou, Abderrahmen
- In:
International journal of bonds and derivatives
1
(
2015
)
4
,
pp. 273-283
Persistent link: https://www.econbiz.de/10011546734
Saved in:
6
International oil market risk anticipations and the cushing bottleneck : option-implied evidence
Gagnon, Marie-Hélène
;
Power, Gabriel J.
- In:
The energy journal
41
(
2020
)
6
,
pp. 255-280
Persistent link: https://www.econbiz.de/10012547136
Saved in:
7
Volatility
discovery : can the CDS market beat the equity options market?
Forte, Santiago
;
Lovreta, Lidija
- In:
Finance research letters
28
(
2019
),
pp. 107-111
Persistent link: https://www.econbiz.de/10012388022
Saved in:
8
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
9
Die Bewertung von Zinsoptionen
Walter, Ulrich
-
1996
Persistent link: https://www.econbiz.de/10000560789
Saved in:
10
Volatilitätsschwankungen und DAX-Optionen : Auswirkungen auf Bewertung und Risikomanagement
Bolek, Adam
-
1999
Persistent link: https://www.econbiz.de/10000682737
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