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Option pricing theory
Börsenkurs
52,023
Share price
50,488
Volatility
40,439
Volatilität
40,261
Theorie
22,284
Theory
21,898
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USA
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7,598
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6,694
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Optionspreistheorie
5,943
Ankündigungseffekt
5,890
Announcement effect
5,840
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5,420
Anlageverhalten
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Behavioural finance
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CAPM
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Cui, Zhenyu
48
Härdle, Wolfgang
38
Carr, Peter
35
Schoutens, Wim
32
Chiarella, Carl
30
Hull, John
30
Madan, Dilip B.
30
Jacobs, Kris
27
Takahashi, Akihiko
27
Wang, Xingchun
27
Fabozzi, Frank J.
25
Jacquier, Antoine (Jack)
25
Zhang, Jin E.
24
Benth, Fred Espen
23
Gatheral, Jim
22
Joshi, Mark S.
22
Lorig, Matthew
22
Nguyen, Duy
21
Christoffersen, Peter F.
20
Elliott, Robert J.
20
Fengler, Matthias R.
20
Alòs, Elisa
19
Guyon, Julien
19
Escobar, Marcos
18
Oosterlee, Cornelis W.
18
Todorov, Viktor
18
Ewald, Christian-Oliver
17
Hess, Markus
17
Schlögl, Erik
17
Branger, Nicole
16
Grzelak, Lech A.
16
Heston, Steven L.
16
Wong, Hoi Ying
16
Fouque, Jean-Pierre
15
Grasselli, Martino
15
Härdle, Wolfgang K.
15
Kyriakou, Ioannis
15
Le Floc'h, Fabien
15
Leippold, Markus
15
Platen, Eckhard
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7
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4
Springer Fachmedien Wiesbaden
3
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3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
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2
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
American Finance Association
1
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Berliner Wissenschafts-Verlag
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
ESCP-EAP European School of Management
1
Eberhard Karls Universität Tübingen
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Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
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Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of Cleveland
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International Association of Financial Engineers
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International Center for Financial Asset Management and Engineering
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Johannes Gutenberg-Universität Mainz
1
Judge Institute of Management Studies
1
Karlsruher Institut für Technologie
1
Københavns Universitet / Økonomisk Institut
1
Melbourne Business School
1
New York Institute of Finance
1
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International journal of theoretical and applied finance
233
Quantitative finance
132
Applied mathematical finance
115
The journal of futures markets
104
The journal of computational finance
93
Journal of banking & finance
91
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
Review of derivatives research
79
European journal of operational research : EJOR
61
Journal of mathematical finance
61
International journal of financial engineering
60
Finance research letters
59
Finance and stochastics
58
The journal of derivatives : the official publication of the International Association of Financial Engineers
57
Journal of economic dynamics & control
50
The North American journal of economics and finance : a journal of financial economics studies
50
Computational economics
49
Journal of econometrics
44
Risks : open access journal
44
Research paper series / Swiss Finance Institute
41
The European journal of finance
39
Insurance / Mathematics & economics
38
Annals of finance
35
Energy economics
33
Journal of financial economics
31
International review of economics & finance : IREF
29
Review of quantitative finance and accounting
29
Journal of risk and financial management : JRFM
27
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Applied economics
24
Journal of empirical finance
24
The journal of finance : the journal of the American Finance Association
24
Asia-Pacific financial markets
23
Economic modelling
23
International review of financial analysis
23
The journal of derivatives : JOD
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
SFB 649 discussion paper
21
Applied economics letters
20
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ECONIS (ZBW)
5,847
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1
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1
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:
2
The risk and price
volatility
of stock options in general equilibrium
Drees, Burkhard
- In:
The Scandinavian journal of economics
97
(
1995
)
3
,
pp. 459-467
Persistent link: https://www.econbiz.de/10001187657
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
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:
6
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:
7
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:
8
Valuation of stock loans with jump risk
Cai, Ning
;
Sun, Lihua
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 213-241
Persistent link: https://www.econbiz.de/10010424378
Saved in:
9
Can
derivative
information predict stock price jumps?
Kwark, Noe-Keol
;
Kang, Hyoung Goo
;
Jun, Sang-Gyung
- In:
The journal of applied business research
31
(
2015
)
3
,
pp. 845-860
Persistent link: https://www.econbiz.de/10011304812
Saved in:
10
The delta- and vega-related information content of near-the-money option market trading activity
Rourke, Thomas
- In:
Journal of financial markets
20
(
2014
),
pp. 175-193
Persistent link: https://www.econbiz.de/10010442379
Saved in:
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