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~subject:"Option pricing theory"
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Option pricing theory
Risk
44,865
Risiko
44,414
Theorie
21,100
Theory
20,740
Optionspreistheorie
14,809
Risikomanagement
6,755
Risk management
6,629
Volatilität
6,334
Volatility
6,273
Portfolio-Management
5,704
Portfolio selection
5,653
risk
4,514
Schätzung
4,338
Estimation
4,246
Stochastischer Prozess
3,991
Stochastic process
3,926
USA
3,736
United States
3,580
Welt
3,452
Kapitaleinkommen
3,442
Capital income
3,436
World
3,412
Entscheidung unter Unsicherheit
3,232
Decision under uncertainty
3,230
CAPM
3,092
Optionsgeschäft
2,958
Option trading
2,940
Derivat
2,871
Derivative
2,868
Börsenkurs
2,548
Share price
2,512
Risikomaß
2,252
Risk measure
2,250
Hedging
2,025
Risikoprämie
1,997
Risk premium
1,978
Risikoaversion
1,741
Risk aversion
1,713
Climate change
1,697
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Free
4,460
Undetermined
2,974
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Article
7,977
Book / Working Paper
6,359
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14
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Article in journal
7,370
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7,370
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1,771
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1,603
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1,603
Aufsatz im Buch
539
Book section
539
Hochschulschrift
532
Thesis
422
Lehrbuch
181
Textbook
170
Collection of articles of several authors
117
Sammelwerk
117
Collection of articles written by one author
80
Sammlung
80
Bibliografie enthalten
72
Bibliography included
72
Aufsatzsammlung
69
Conference paper
44
Konferenzbeitrag
44
Forschungsbericht
40
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30
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30
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27
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26
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26
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21
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21
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18
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18
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15
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15
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15
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12
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English
13,768
German
505
French
39
Spanish
19
Italian
14
Undetermined
6
Portuguese
5
Croatian
1
Hungarian
1
Dutch
1
Polish
1
Russian
1
Swedish
1
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Author
All
Madan, Dilip B.
90
Cui, Zhenyu
73
Fabozzi, Frank J.
68
Joshi, Mark S.
66
Härdle, Wolfgang
64
Carr, Peter
60
Takahashi, Akihiko
59
Schoutens, Wim
57
Chiarella, Carl
53
Stentoft, Lars
52
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
Lee, Cheng F.
34
Schlögl, Erik
34
Kim, Young Shin
33
Chesney, Marc
32
Fusai, Gianluca
32
Wang, Xingchun
32
Christoffersen, Peter F.
31
Račev, Svetlozar T.
31
Siu, Tak Kuen
31
Zhang, Jin E.
31
Ewald, Christian-Oliver
30
Platen, Eckhard
30
Barone-Adesi, Giovanni
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
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National Bureau of Economic Research
60
Centre for Analytical Finance <Århus>
24
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>
9
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
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
2
Cambridge University Press
2
Centre for Economic Policy Research
2
Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Board of Governors
2
Hochschule für Bankwirtschaft
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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Published in...
All
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
254
Applied mathematical finance
244
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
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
Finance research letters
116
International journal of financial engineering
116
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
99
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
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
The journal of finance : the journal of the American Finance Association
55
SFB 649 discussion paper
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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Source
All
ECONIS (ZBW)
14,343
RePEc
6
EconStor
1
Showing
1
-
10
of
14,350
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relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mitigating
risk
incentives by issuing convertible bonds : a refinement to the Black-Scholes evaluation model
Miyake, Masatoshi
;
Yu, Mei
;
Inoue, Hiroshi
- In:
Journal of financial engineering
1
(
2014
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10010508012
Saved in:
2
Fixing
risk
neutral
risk
measures
Stein, Harvey J.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
Saved in:
3
Default option,
risk
-aversion and household borrowing behaviour
Größl, Ingrid
;
Fritsche, Ulrich
-
2007
Assuming a
risk
-neutral bank and assuming household utility to be exponential, we show how under information symmetry …
Persistent link: https://www.econbiz.de/10010426364
Saved in:
4
Company valuation under
risk
and flexibility : discrete models comparsion
Culík, Miroslav
- In:
International journal of risk assessment and management …
17
(
2014
)
4
,
pp. 268-282
Persistent link: https://www.econbiz.de/10010489778
Saved in:
5
Risk
factors in derivatives markets
Martinkutė-Kaulienė, Raimonda
- In:
Entrepreneurial business and economics review : EBER
2
(
2014
)
4
,
pp. 71-83
Persistent link: https://www.econbiz.de/10011450054
Saved in:
6
Real options or disaster
risk
? : distinguishing uncertainty effects on investment
Dihle, Hanno
;
Mentges, Rafael
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3771-3786
Persistent link: https://www.econbiz.de/10012059410
Saved in:
7
Approximating option prices under large changes of underlying asset prices
Jun, Jae-Yun
;
Rakotondratsimba, Yves
- In:
International journal of theoretical and applied …
26
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014305917
Saved in:
8
Index option valuation with
risk
adjustment
Kanto, Antti J.
-
1991
Persistent link: https://www.econbiz.de/10000821655
Saved in:
9
Options & price uncertainty
Chichilnisky, Graciela
;
Dutta, Jayasri
;
Heal, Geoffrey
-
1991
Persistent link: https://www.econbiz.de/10000826369
Saved in:
10
A spread-based model for the valuation of credit derivatives with correlated defaults and counter-party risks
Chang, Chuang-chang
;
Yu, Jih-Chieh
- In:
Research in finance
23
(
2006
),
pp. 193-220
Persistent link: https://www.econbiz.de/10003753454
Saved in:
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