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Optionsgeschäft
Theorie
20,940
Simulation
20,428
Theory
20,409
Stochastischer Prozess
17,285
Stochastic process
16,839
Optionspreistheorie
14,841
Option pricing theory
14,380
Volatilität
7,137
Volatility
7,029
Correlation
6,998
Korrelation
6,856
Schätzung
3,890
Estimation
3,800
Portfolio-Management
3,595
Portfolio selection
3,554
Schätztheorie
3,193
Estimation theory
3,133
USA
3,070
Mathematische Optimierung
3,018
Mathematical programming
3,001
United States
2,952
Option trading
2,950
Derivat
2,857
Derivative
2,846
simulation
2,557
Zeitreihenanalyse
2,483
Time series analysis
2,400
Börsenkurs
2,208
Share price
2,147
Kapitaleinkommen
2,032
Capital income
2,022
Prognoseverfahren
1,970
Risiko
1,968
Risk
1,968
Forecasting model
1,927
Asset-Backed Securities
1,801
Deutschland
1,798
Asset-backed securities
1,795
CAPM
1,736
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Free
953
Undetermined
876
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Article
1,800
Book / Working Paper
1,168
Journal
1
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1,697
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1,697
Graue Literatur
250
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250
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246
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239
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89
Book section
89
Hochschulschrift
61
Thesis
41
Lehrbuch
32
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29
Collection of articles of several authors
18
Glossar enthalten
18
Glossary included
18
Sammelwerk
18
Handbook
12
Handbuch
12
Aufsatzsammlung
9
Bibliografie enthalten
9
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9
Collection of articles written by one author
8
Sammlung
8
Conference paper
6
Konferenzbeitrag
6
Accompanied by computer file
4
Elektronischer Datenträger als Beilage
4
Amtsdruckschrift
3
Government document
3
Guidebook
3
Ratgeber
3
Reprint
3
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2
Bibliografie
2
CD-ROM, DVD
2
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2
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2
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1
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1
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1
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English
2,901
German
59
French
5
Italian
3
Spanish
1
Author
All
Hull, John
27
Cui, Zhenyu
21
Wang, Xingchun
21
Joshi, Mark S.
17
Lee, Hangsuck
17
Madan, Dilip B.
17
Stentoft, Lars
17
Carr, Peter
14
Fusai, Gianluca
14
Todorov, Viktor
14
Zhang, Jin E.
13
Fusari, Nicola
12
Orosi, Greg
12
Guirguis, Michel
11
Jacobs, Kris
11
Lee, Cheng F.
11
Schoutens, Wim
11
Alghalith, Moawia
10
Ewald, Christian-Oliver
10
Fabozzi, Frank J.
10
Kräussl, Roman
10
Levendorskii, Sergei
10
Perrakis, Stylianos
10
Ryu, Doojin
10
Zanette, Antonino
10
Benth, Fred Espen
9
Chen, An
9
Escobar, Marcos
9
Kwok, Yue-Kuen
9
Kyriakou, Ioannis
9
Lee, Minha
9
Li, Lingfei
9
Stork, Philip
9
Takahashi, Akihiko
9
Zhu, Song-Ping
9
Alexander, Carol
8
Andersen, Torben
8
Bayraktar, Erhan
8
Bernales, Alejandro
8
Bernard, Carole
8
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National Bureau of Economic Research
9
Center for Economic Research <Tilburg>
5
Centre for Analytical Finance <Århus>
4
Christian-Albrechts-Universität zu Kiel
2
Institut for Finansiering <Frederiksberg>
2
International Centre for Trade and Sustainable Development
2
Pearson Studium
2
Weltwirtschaftsforum
2
Australian National University / Faculty of Economics and Commerce
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Deutsche Forschungsgemeinschaft
1
EOE
1
Eberhard Karls Universität Tübingen
1
Energy, Mines and Resources, Canada
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
Federal Reserve Bank of Chicago
1
FernUniversität in Hagen
1
Institute for Fiscal Studies
1
Investors Intelligence
1
Johannes Gutenberg-Universität Mainz
1
Judge Institute of Management Studies
1
Karlsruher Institut für Technologie
1
New York Institute of Finance
1
Practising Law Institute
1
Salomon Brothers Center for the Study of Financial Institutions
1
Senter for Anvendt Forskning <Oslo; Bergen, Norwegen>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
USA / Subcommittee on Civil Service, Post Office, and General Services
1
United States / Securities and Exchange Commission / Division of Trading and Exchanges
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of York / Department of Economics and Related Studies
1
Universität Konstanz
1
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Published in...
All
The journal of futures markets
85
International journal of theoretical and applied finance
84
The journal of computational finance
59
Review of derivatives research
58
Quantitative finance
53
Applied mathematical finance
52
The journal of derivatives : the official publication of the International Association of Financial Engineers
50
Finance research letters
47
Journal of banking & finance
44
Journal of economic dynamics & control
39
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
32
Computational economics
30
Finance and stochastics
30
European journal of operational research : EJOR
27
Journal of mathematical finance
26
Research paper series / Swiss Finance Institute
22
International review of economics & finance : IREF
21
Journal of financial economics
21
Risks : open access journal
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Asia-Pacific financial markets
18
Review of quantitative finance and accounting
17
The European journal of finance
17
Economic modelling
16
The journal of derivatives : JOD
16
Insurance / Mathematics & economics
15
Applied economics
14
Journal of econometrics
14
Swiss Finance Institute Research Paper
14
Annals of finance
13
Journal of risk and financial management : JRFM
13
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
International review of financial analysis
12
Journal of financial markets
11
Applied economics letters
10
Energy economics
10
Journal of derivatives & hedge funds
10
Journal of risk
10
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Source
All
ECONIS (ZBW)
2,959
EconStor
7
USB Cologne (EcoSocSci)
3
Showing
1
-
10
of
2,969
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date (newest first)
date (oldest first)
1
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general
correlation
structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
2
Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
Saved in:
3
Worst-of options and
correlation
skew under a stochastic
correlation
framework
Romo, Jacinto Marabel
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009685884
Saved in:
4
Pricing two-asset barrier options under stochastic
correlation
via perturbation
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
Saved in:
5
Stochastic covariance and dimension reduction in the pricing of basket options
Escobar, Marcos
;
Krause, Daniel
;
Zagst, Rudi
- In:
Review of derivatives research
19
(
2016
)
3
,
pp. 165-200
Persistent link: https://www.econbiz.de/10011927967
Saved in:
6
Pricing power exchange options with correlated jump risk
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 90-97
Persistent link: https://www.econbiz.de/10011657466
Saved in:
7
Foreign exchange derivative pricing with stochastic
correlation
Nabirye, Topilista
;
Ngare, Philip
;
Mungatu, Joseph
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 887-899
Persistent link: https://www.econbiz.de/10011658109
Saved in:
8
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
9
American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach
Chen, Nan
;
Liu, Yanchu
- In:
Operations research
62
(
2014
)
3
,
pp. 616-632
Persistent link: https://www.econbiz.de/10010381847
Saved in:
10
Importance sampling for option Greeks with discontinuous payoffs
Tong, Shaolong
;
Liu, Guangwu
- In:
INFORMS journal on computing : JOC
28
(
2016
)
2
,
pp. 223-235
Persistent link: https://www.econbiz.de/10011489268
Saved in:
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