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Option pricing theory
Volatility
40,917
Volatilität
40,649
Theorie
17,255
Theory
16,910
Kapitalmobilität
14,577
Capital mobility
14,389
Derivat
13,957
Derivative
13,923
Börsenkurs
10,197
Welt
10,099
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10,055
World
9,938
Schätzung
9,693
Estimation
9,482
Kapitaleinkommen
7,528
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7,500
USA
6,542
ARCH-Modell
6,514
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6,442
United States
6,332
Aktienmarkt
6,174
Stock market
6,100
Optionspreistheorie
5,750
Wechselkurs
5,709
Exchange rate
5,584
Stochastischer Prozess
4,236
Stochastic process
4,170
Finanzkrise
4,052
Prognoseverfahren
4,038
Financial crisis
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Forecasting model
3,990
Portfolio-Management
3,657
Portfolio selection
3,635
Finanzmarkt
3,542
Financial market
3,466
Internationaler Finanzmarkt
3,415
Zeitreihenanalyse
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International financial market
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Cui, Zhenyu
48
Carr, Peter
35
Härdle, Wolfgang
34
Chiarella, Carl
30
Hull, John
30
Schoutens, Wim
29
Madan, Dilip B.
28
Takahashi, Akihiko
27
Wang, Xingchun
27
Fabozzi, Frank J.
26
Jacquier, Antoine (Jack)
25
Jacobs, Kris
24
Benth, Fred Espen
23
Gatheral, Jim
22
Joshi, Mark S.
22
Zhang, Jin E.
22
Lorig, Matthew
21
Nguyen, Duy
21
Alòs, Elisa
20
Elliott, Robert J.
19
Fengler, Matthias R.
19
Guyon, Julien
19
Christoffersen, Peter F.
18
Escobar, Marcos
18
Oosterlee, Cornelis W.
18
Ewald, Christian-Oliver
17
Hess, Markus
17
Schlögl, Erik
17
Branger, Nicole
16
Grzelak, Lech A.
16
Wong, Hoi Ying
16
Fouque, Jean-Pierre
15
Grasselli, Martino
15
Kyriakou, Ioannis
15
Le Floc'h, Fabien
15
Platen, Eckhard
15
Prokopczuk, Marcel
15
Račev, Svetlozar T.
15
Siu, Tak Kuen
15
Zheng, Wendong
15
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National Bureau of Economic Research
17
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Centre for Analytical Finance <Århus>
7
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Centre of Financial Studies
2
Institute of Finance and Accounting <London>
2
Springer Fachmedien Wiesbaden
2
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
Deutsche Forschungsgemeinschaft
1
Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
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
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Hochschule für Bankwirtschaft
1
Institute for Fiscal Studies
1
International Association of Financial Engineers
1
International Center for Financial Asset Management and Engineering
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
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
Pearson Studium
1
Practising Law Institute
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer-Verlag GmbH
1
Swiss Finance Institute
1
Technische Hochschule Mittelhessen
1
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International journal of theoretical and applied finance
229
Quantitative finance
131
Applied mathematical finance
118
The journal of futures markets
100
The journal of computational finance
92
Journal of banking & finance
90
Review of derivatives research
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
European journal of operational research : EJOR
61
Journal of mathematical finance
61
International journal of financial engineering
60
Finance research letters
58
Finance and stochastics
56
The journal of derivatives : the official publication of the International Association of Financial Engineers
52
Computational economics
50
Journal of economic dynamics & control
50
The North American journal of economics and finance : a journal of financial economics studies
50
Risks : open access journal
47
Journal of econometrics
43
Insurance / Mathematics & economics
38
The European journal of finance
36
Annals of finance
35
Energy economics
35
Research paper series / Swiss Finance Institute
35
Journal of financial economics
31
Review of quantitative finance and accounting
28
International review of economics & finance : IREF
27
Journal of risk and financial management : JRFM
26
Applied economics
24
Asia-Pacific financial markets
23
Economic modelling
23
International review of financial analysis
23
Journal of empirical finance
23
Management science : journal of the Institute for Operations Research and the Management Sciences
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
The journal of finance : the journal of the American Finance Association
20
Applied economics letters
19
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ECONIS (ZBW)
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1
The valuation of sequential exchange opportunities
Carr, Peter
- In:
The journal of finance : the journal of the American …
43
(
1988
)
5
,
pp. 1235-1256
Persistent link: https://www.econbiz.de/10001073000
Saved in:
2
Spot market and
derivative
segment of equity in India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
A study of relevance of Black-Scholes model on option prices of Indian stock market
Srivastava, Anubha
;
Shastri, Manjula
- In:
International journal of governance and financial …
1
(
2018
)
1
,
pp. 82-104
Persistent link: https://www.econbiz.de/10012253558
Saved in:
9
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
10
Simplified option pricing techniques
Alghalith, Moawia
;
Floros, Christos
;
Poufinas, Thomas
- In:
Annals of financial economics
14
(
2019
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012015473
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