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Optionsgeschäft
CAPM
19,032
Theorie
17,042
Theory
16,845
Optionspreistheorie
14,815
Option pricing theory
14,356
Markov chain
7,877
Markov-Kette
7,584
Volatilität
6,672
Volatility
6,598
Kapitaleinkommen
5,950
Capital income
5,936
Schätzung
5,440
Estimation
5,387
Portfolio-Management
5,106
Portfolio selection
5,082
Börsenkurs
4,675
Share price
4,644
Stochastischer Prozess
4,356
Stochastic process
4,302
Risikoprämie
3,546
Risk premium
3,530
Rohstoffpreis
3,463
Commodity price
3,294
USA
3,059
United States
3,007
Option trading
2,925
Derivat
2,910
Derivative
2,908
Risk
2,865
Risiko
2,855
Welt
2,444
World
2,386
Aktienmarkt
2,128
Stock market
2,087
Prognoseverfahren
1,876
Forecasting model
1,860
Zinsstruktur
1,761
Yield curve
1,747
Hedging
1,664
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Free
939
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862
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Article
1,785
Book / Working Paper
1,158
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1
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1,683
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1,683
Graue Literatur
245
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245
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239
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234
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87
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Hochschulschrift
62
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42
Lehrbuch
31
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28
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18
Collection of articles of several authors
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Sammelwerk
16
Handbook
12
Handbuch
12
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9
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9
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9
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9
Sammlung
9
Conference paper
6
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6
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4
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4
Forschungsbericht
3
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Ratgeber
3
Reprint
3
Amtsdruckschrift
2
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2
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2
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English
2,873
German
62
French
5
Italian
3
Spanish
1
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Hull, John
27
Cui, Zhenyu
21
Wang, Xingchun
20
Madan, Dilip B.
18
Joshi, Mark S.
17
Lee, Hangsuck
17
Stentoft, Lars
17
Carr, Peter
14
Fusai, Gianluca
13
Zhang, Jin E.
13
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
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
Bayraktar, Erhan
8
Bernales, Alejandro
8
Bernard, Carole
8
Broeders, Dirk
8
Cai, Ning
8
Constantinides, George M.
8
Ha, Hongjun
8
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National Bureau of Economic Research
8
Center for Economic Research <Tilburg>
5
Centre for Analytical Finance <Århus>
4
Christian-Albrechts-Universität zu Kiel
3
Institut for Finansiering <Frederiksberg>
2
International Centre for Trade and Sustainable Development
2
Judge Institute of Management Studies
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
Chambre de commerce et d'industrie de Paris
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
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
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The journal of futures markets
87
International journal of theoretical and applied finance
84
Review of derivatives research
59
The journal of computational finance
58
Quantitative finance
53
Applied mathematical finance
52
Finance research letters
48
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
Journal of banking & finance
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
36
Finance and stochastics
32
International journal of financial engineering
32
Computational economics
28
European journal of operational research : EJOR
27
Journal of mathematical finance
26
Journal of financial economics
22
Research paper series / Swiss Finance Institute
22
International review of economics & finance : IREF
21
Risks : open access journal
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
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
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
Energy economics
10
Journal of derivatives & hedge funds
10
Journal of risk
10
Operations research letters
10
Theoretical economics letters
10
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ECONIS (ZBW)
2,936
EconStor
5
USB Cologne (EcoSocSci)
3
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1
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10
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2,944
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1
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
2
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
3
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
Saved in:
4
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
5
Fourier transformation and the pricing of average-rate derivatives
Ju, Nengjiu
;
Zhong, Rui
- In:
Review of derivatives research
9
(
2006
)
3
,
pp. 187-212
Persistent link: https://www.econbiz.de/10003608138
Saved in:
6
Exotic options with Lévy processes : the Markovian approach
Ortobelli Lozza, Sergio
;
Staino, Alessandro
- In:
Investment management and financial innovations
8
(
2011
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10009153809
Saved in:
7
Multivariate digital options with memory
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 649-660
Persistent link: https://www.econbiz.de/10009509839
Saved in:
8
Perturbed Brownian motion and its application to Parisian option pricing
Dassios, Angelos
;
Wu, Shanle
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 473-494
Persistent link: https://www.econbiz.de/10009533860
Saved in:
9
Continuously monitored barrier options under Markov processes
Mijatovi´c, Aleksandar
;
Pistorius, Martijn
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009712564
Saved in:
10
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:
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