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~subject:"Option pricing theory"
~type_genre:"Advisory report"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
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Option pricing theory
Deutschland
69,628
Germany
67,052
Volatility
21,262
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21,235
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12,906
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12,725
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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
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Lin, Shih-kuei
16
Ryu, Doojin
16
Zhu, Song-Ping
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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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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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
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ECONIS (ZBW)
7,386
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41
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7,386
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41
Impacts of derivative markets on spot market
volatility
and their persistence
Fong, Lik
;
Han, Chulwoo
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
Saved in:
42
Volatility
forecasting using financial statement information
Sridharan, Suhas A.
- In:
The accounting review : a publication of the American …
90
(
2015
)
5
,
pp. 2079-2106
Persistent link: https://www.econbiz.de/10011375882
Saved in:
43
At least-squares approach for estimating the
volatility
implied by option premia : overcoming smiles and frowns
Kensinger, John W.
- In:
Research in finance
31
(
2015
),
pp. 173-185
Persistent link: https://www.econbiz.de/10011347423
Saved in:
44
Option smiling when investors' estimates of asset
volatility
disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
45
Are real options "real"? : isolating uncertainty from risk in real options analysis
So, Leh-Chyan
- In:
Annals of financial economics
9
(
2014
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010489151
Saved in:
46
Developing an optimized artificial intelligence model for S&P 500 option pricing : a hybrid GARCH model
Hajizadeh, Ehsan
- In:
International journal of financial engineering
7
(
2020
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012603039
Saved in:
47
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
48
Option pricing: channels, target zones and sideways markets
Kakushadze, Zura
- In:
Bulletin of applied economics
7
(
2020
)
2
,
pp. 25-33
Persistent link: https://www.econbiz.de/10012813830
Saved in:
49
A study of Black-Scholes model’s applicability in Indian capital markets
Srivastava, Anubha
;
Shastri, Manjula
- In:
Paradigm : the journal of Institute of Management Technology
24
(
2020
)
1
,
pp. 73-92
Persistent link: https://www.econbiz.de/10012229650
Saved in:
50
Computational finance
Stentoft, Lars
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
7/145
,
pp. 1-4
use of computational methods and techniques for modelling financial asset prices, returns, and
volatility
, and on the use …
Persistent link: https://www.econbiz.de/10012309311
Saved in:
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