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Option pricing theory
Börsenkurs
52,023
Share price
50,488
Volatility
40,439
Volatilität
40,261
Theorie
22,215
Theory
21,734
Kapitaleinkommen
17,755
Capital income
17,714
Aktienmarkt
16,134
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14,814
Optionspreistheorie
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USA
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Wechselkurs
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Behavioural finance
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Portfolio-Management
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Portfolio selection
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Exchange rate
5,281
Optionsgeschäft
5,084
Option trading
4,875
Finanzmarkt
4,523
Financial market
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Madan, Dilip B.
90
Cui, Zhenyu
73
Fabozzi, Frank J.
67
Joshi, Mark S.
66
Härdle, Wolfgang
63
Carr, Peter
60
Takahashi, Akihiko
59
Schoutens, Wim
57
Chiarella, Carl
53
Stentoft, Lars
51
Elliott, Robert J.
48
Jacobs, Kris
46
Hull, John
39
Benth, Fred Espen
38
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
36
Jarrow, Robert A.
34
Schlögl, Erik
34
Kim, Young Shin
33
Chesney, Marc
32
Fusai, Gianluca
32
Wang, Xingchun
32
Christoffersen, Peter F.
31
Siu, Tak Kuen
31
Zhang, Jin E.
31
Ewald, Christian-Oliver
30
Platen, Eckhard
30
Barone-Adesi, Giovanni
29
Račev, Svetlozar T.
29
Schwartz, Eduardo S.
29
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Schoenmakers, John
28
Wong, Hoi Ying
28
Wystup, Uwe
28
Yang, Zhaojun
28
Alghalith, Moawia
27
Korn, Ralf
27
Perrakis, Stylianos
27
Alexander, Carol
26
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National Bureau of Economic Research
60
Centre for Analytical Finance <Århus>
23
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Deutsche Forschungsgemeinschaft
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Institut for Finansiering <Frederiksberg>
4
Johannes Gutenberg-Universität Mainz
4
Springer Fachmedien Wiesbaden
4
Institute of Finance and Accounting <London>
3
International Center for Financial Asset Management and Engineering
3
Karlsruher Institut für Technologie
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
World Bank
3
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
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Cambridge University Press
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Centre for Quantitative Economics & Computing
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Erasmus Research Institute of Management
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Federal Reserve Bank of St. Louis
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2
Indien / Central Board of Irrigation and Power
2
Institutt for Foretaksøkonomi <Bergen, Norwegen>
2
International Centre for Trade and Sustainable Development
2
International Energy Agency
2
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International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
130
International journal of financial engineering
116
Finance research letters
109
Journal of mathematical finance
107
Computational economics
106
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
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
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
14,263
RePEc
6
EconStor
1
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1
Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten
Neuhaus, Holger
-
1995
Persistent link: https://www.econbiz.de/10000550284
Saved in:
2
Stock price jumps and their impact on option valuation
Trautmann, Siegfried
;
Beinert, Michaela
-
1994
Persistent link: https://www.econbiz.de/10000910708
Saved in:
3
Short-term options : clienteles, market segmentation, and event trading
Chatrath, Arjun
;
Christie-David, Rohan
;
Miao, Hong
; …
- In:
Journal of banking & finance
61
(
2015
),
pp. 237-250
Persistent link: https://www.econbiz.de/10011545291
Saved in:
4
Effect of return and
volatility
calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
1
,
pp. 103-110
Persistent link: https://www.econbiz.de/10011420532
Saved in:
5
Why do options prices predict stock returns? : evidence from analyst tipping
Lin, Tse-Chun
;
Lu, Xiaolong
- In:
Journal of banking & finance
52
(
2015
),
pp. 17-28
Persistent link: https://www.econbiz.de/10011377291
Saved in:
6
The pricing of jump propagation : evidence from spot and options markets
Du, Du
;
Luo, Dan
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2360-2387
Persistent link: https://www.econbiz.de/10012039789
Saved in:
7
Implied
volatility
in the individual stocks call options market : evidence from Malaysia
Azhar Mohamad
;
Muhammad Rizky Prima Sakti
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
8
(
2018
)
4
,
pp. 431-456
Persistent link: https://www.econbiz.de/10011978856
Saved in:
8
Frictions, intermediaries, and the option market
Hofmann, Michael
-
2019
Persistent link: https://www.econbiz.de/10012018984
Saved in:
9
The options market reaction to bank loan announcements
Anagnostopoulou, Seraina C.
;
Ferentinou, Aikaterini C.
; …
- In:
Journal of financial services research : JFSR
53
(
2018
)
1
,
pp. 99-139
Persistent link: https://www.econbiz.de/10012023932
Saved in:
10
Quantification of feedback effects in FX options markets
Anderegg, Benjamin
;
Sornette, Didier
;
Ulmann, Florian …
-
2019
Persistent link: https://www.econbiz.de/10012026522
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