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Option trading
Optionspreistheorie
14,850
Option pricing theory
14,389
Theorie
6,503
Theory
6,335
Monte Carlo simulation
6,331
Monte-Carlo-Simulation
5,713
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5,149
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4,682
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1,160
Markov chain
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1,154
CAPM
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1,035
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Simulation
985
Börsenkurs
963
Share price
949
Prognoseverfahren
885
Forecasting model
877
Risk
833
Risiko
831
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Ryu, Doojin
29
Hull, John
27
Wang, Xingchun
22
Carr, Peter
21
Cui, Zhenyu
21
Madan, Dilip B.
21
Perrakis, Stylianos
21
Zhang, Jin E.
21
Joshi, Mark S.
18
Lee, Hangsuck
18
Poteshman, Allen M.
18
Thomsett, Michael C.
18
Fodor, Andy
17
Stentoft, Lars
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Jackwerth, Jens Carsten
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Kelly, Bryan T.
16
Todorov, Viktor
16
Fusai, Gianluca
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Fusari, Nicola
14
Pedersen, Lasse Heje
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Wu, Liuren
14
Bebchuk, Lucian A.
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Guirguis, Michel
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Kōnstantinidēs, Giōrgos
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Orosi, Greg
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Schoutens, Wim
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Truong, Cameron
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Bernales, Alejandro
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Ewald, Christian-Oliver
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Fabozzi, Frank J.
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Jacobs, Kris
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Kang, Jangkoo
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Kwok, Yue-Kuen
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Lung, Peter P.
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Benth, Fred Espen
11
Czerwonko, Michal
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Kräussl, Roman
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Lee, Cheng F.
11
Verousis, Thanos
11
Vorst, Ton
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
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Center for Economic Research <Tilburg>
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Christian-Albrechts-Universität zu Kiel
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Institut for Finansiering <Frederiksberg>
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Chambre de commerce et d'industrie de Paris
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Rodney L. White Center for Financial Research
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Walter de Gruyter Inc.
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International Centre for Trade and Sustainable Development
2
Judge Institute of Management Studies
2
Karlsruher Institut für Technologie
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New York Institute of Finance
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Svenska Handelshögskolan <Helsinki>
2
Universität Konstanz
2
Weltwirtschaftsforum
2
Australian National University / Faculty of Economics and Commerce
1
Banco Central do Brasil
1
Bank für Internationalen Zahlungsausgleich
1
Berliner Wissenschafts-Verlag
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Birkbeck College / Department of Economics
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Business Information Centre <Toronto>
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Börsen-Buchverlag
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Center for International Food and Agricultural Policy
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Centre for Actuarial Studies
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Chicago, Ill. / Board of Trade
1
City University
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Cornell University / Department of Agricultural, Resource and Managerial Economics
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Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
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1
Federal Reserve Bank of Chicago
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
FinanzBuch Verlag
1
Hebrew University FinTech Center / International Conference <2019, Jerusalem>
1
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The journal of futures markets
195
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
Finance research letters
64
The journal of computational finance
60
Quantitative finance
58
Applied mathematical finance
55
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
Journal of financial economics
42
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
35
Journal of financial markets
35
International journal of financial engineering
32
Journal of financial and quantitative analysis : JFQA
32
Computational economics
31
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
European journal of operational research : EJOR
29
International review of financial analysis
27
Journal of mathematical finance
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
NBER working paper series
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Asia-Pacific financial markets
22
Risks : open access journal
22
Wiley trading series
22
Applied economics
20
Applied financial economics
20
NBER Working Paper
19
Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
18
Annals of finance
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The journal of derivatives : JOD
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ECONIS (ZBW)
4,939
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1
Pricing of vulnerable exchange options with early counterparty credit risk
Kim, Donghyun
;
Kim, Geonwoo
;
Yoon, Ji-Hun
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413573
Saved in:
2
Pricing Asian options : a comparison of numerical and simulation approaches twenty years later
Horvath, Akos
;
Medvegyev, Peter
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 810-841
Persistent link: https://www.econbiz.de/10011657691
Saved in:
3
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
4
A new control variate estimator for an Asian option
Kamizono, Kenji
;
Kariya, Takeaki
;
Liu, Regina Y.
; …
- In:
Asia-Pacific financial markets
11
(
2004
)
2
,
pp. 143-160
Persistent link: https://www.econbiz.de/10003357648
Saved in:
5
Optimal martingales and American option pricing
Cerrato, Mario
(
contributor
);
Abbasyan, Abdollah
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003806133
Saved in:
6
Pricing and Deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 717-750
Persistent link: https://www.econbiz.de/10008904339
Saved in:
7
Unbiased Monte Carlo valuation of lookback, swing and barrier options with continous monitoring under variance gamma models
Becker, Martin
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 35-61
Persistent link: https://www.econbiz.de/10003996072
Saved in:
8
A simple derivation of and improvements to Jamshidian's and Roger's upper bound methods for Bermudan options
Joshi, Mark S.
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 197-205
Persistent link: https://www.econbiz.de/10003542984
Saved in:
9
Optimal martingales and American option pricing
Cerrato, Mario
;
Abbasyan, Abdollah
-
2009
Persistent link: https://www.econbiz.de/10003875010
Saved in:
10
Pricing and deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
-
2009
Persistent link: https://www.econbiz.de/10003924345
Saved in:
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