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Option pricing theory
Volatility
40,916
Volatilität
40,648
Finanzmarkt
38,940
Financial market
38,210
Theorie
20,492
Theory
20,063
Börsenkurs
11,649
Share price
11,484
Schätzung
10,586
Estimation
10,367
Welt
10,073
World
9,860
Kapitaleinkommen
8,081
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8,047
USA
7,421
Kreditmarkt
7,388
Aktienmarkt
7,358
Stock market
7,260
United States
7,062
Finanzkrise
6,802
Financial crisis
6,715
ARCH-Modell
6,623
ARCH model
6,547
Financial sector
5,550
Finanzsektor
5,526
Geldpolitik
5,237
Credit market
5,208
Wechselkurs
5,037
Monetary policy
5,010
Exchange rate
4,918
Prognoseverfahren
4,425
Forecasting model
4,367
Optionspreistheorie
4,122
EU-Staaten
4,110
Stochastischer Prozess
4,050
EU countries
3,991
Stochastic process
3,978
Wirtschaftswachstum
3,939
Economic growth
3,903
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Free
1,430
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1,155
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2,309
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1,741
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5
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84
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22
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16
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14
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11
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6
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4
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4
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3
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English
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German
59
French
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1
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Cui, Zhenyu
44
Härdle, Wolfgang
28
Carr, Peter
26
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Jacobs, Kris
24
Gatheral, Jim
22
Nguyen, Duy
21
Alòs, Elisa
20
Lorig, Matthew
20
Takahashi, Akihiko
20
Zhang, Jin E.
20
Guyon, Julien
19
Christoffersen, Peter F.
18
Fengler, Matthias R.
18
Ewald, Christian-Oliver
16
Skiadopoulos, George
16
Wang, Xingchun
16
Benth, Fred Espen
15
Elliott, Robert J.
15
Escobar, Marcos
15
Grasselli, Martino
15
Forde, Martin
14
Fouque, Jean-Pierre
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Madan, Dilip B.
14
Oosterlee, Cornelis W.
14
Schoutens, Wim
14
Wu, Liuren
14
Fabozzi, Frank J.
13
Grzelak, Lech A.
13
Todorov, Viktor
13
Wong, Hoi Ying
13
Zheng, Wendong
13
Hafner, Christian M.
12
Heston, Steven L.
12
Kwok, Yue-Kuen
12
Lian, Guanghua
12
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National Bureau of Economic Research
14
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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
Associazione Operatori Bancari in Titoli
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Cambridge University Press
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
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
FernUniversität in Hagen
1
Hochschule für Bankwirtschaft
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
International Forum on Financial Mathematics and Financial Technology <2., 2021, Online>
1
Karlsruher Institut für Technologie
1
Leonard N. Stern School of Business / Information Systems Department
1
Melbourne Business School
1
New York University / Mathematical Finance Seminar
1
New York University Mathematical Finance Seminar
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Universität Ulm
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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Published in...
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International journal of theoretical and applied finance
161
Quantitative finance
108
The journal of futures markets
79
Journal of banking & finance
75
Applied mathematical finance
74
The journal of computational finance
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
Review of derivatives research
50
International journal of financial engineering
48
Finance research letters
47
Finance and stochastics
43
European journal of operational research : EJOR
42
Journal of econometrics
39
Computational economics
38
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of economic dynamics & control
37
Journal of mathematical finance
36
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Risks : open access journal
31
Annals of finance
27
Insurance / Mathematics & economics
27
Journal of financial economics
27
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
The European journal of finance
24
International review of economics & finance : IREF
23
Applied economics
22
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Energy economics
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Economic modelling
19
Journal of empirical finance
19
Journal of risk and financial management : JRFM
18
Mathematics and financial economics
17
Asia-Pacific financial markets
16
International review of financial analysis
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
The journal of finance : the journal of the American Finance Association
16
Journal of financial and quantitative analysis : JFQA
15
Asia-Pacific journal of financial studies
14
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ECONIS (ZBW)
4,055
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1
A quantitative mirror on the Euribor market using implied probability density functions
Puigvert-Gutiérrez, Josep Maria
;
De Vincent-Humphreys, …
- In:
Eurasian economic review : a journal of the Eurasia …
2
(
2012
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010340001
Saved in:
2
Lévy processes in gold option modeling
Kumari, Sandya N.
- In:
International journal of economics and finance
12
(
2020
)
2
,
pp. 65-81
Persistent link: https://www.econbiz.de/10012202747
Saved in:
3
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:
4
Volatility
and the pricing kernel
Schreindorfer, David
;
Sichert, Tobias
-
2022
-
This draft: January 31, 2022
Persistent link: https://www.econbiz.de/10012816005
Saved in:
5
Nonparametric modelling of financial time series
Heid, Frank
-
1998
Persistent link: https://www.econbiz.de/10000668367
Saved in:
6
Volatility
of GDP, macro applications and policy implications of real options for structure of capital markets
Dapena, José Pablo
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003333557
Saved in:
7
Nonparametric modeling in financial time series
Franke, Jürgen
;
Kreiß, Jens-Peter
;
Mammen, Enno
- In:
Handbook of financial time series
,
(pp. 927-952)
.
2009
Persistent link: https://www.econbiz.de/10003834268
Saved in:
8
Modeling high dimensional time series for factors driving
volatility
strings
Mungo, Julius
-
2009
Persistent link: https://www.econbiz.de/10003835521
Saved in:
9
Essays on information, hedging,
volatility
in financial market
Xiao, Yajun
-
2009
Persistent link: https://www.econbiz.de/10003916641
Saved in:
10
The Heston stochastic
volatility
model for single assets and for asset portfolios: parameter estimation and an application to the Italian financial market
Ballestra, Luca Vincenzo
;
Ferri, Roberto
;
Pacelli, Graziella
- In:
The international journal of business and finance …
1
(
2007
)
2
,
pp. 11-23
Persistent link: https://www.econbiz.de/10003955535
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