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~subject:"Optionsgeschäft"
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Volatility and variance swaps...
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Optionsgeschäft
Volatility
40,917
Volatilität
40,649
Theorie
21,357
Theory
20,848
Stochastischer Prozess
17,211
Stochastic process
16,770
Optionspreistheorie
14,810
Option pricing theory
14,351
Börsenkurs
9,986
Share price
9,825
Schätzung
9,672
Estimation
9,454
Kapitaleinkommen
7,524
Capital income
7,494
ARCH-Modell
6,669
ARCH model
6,595
Aktienmarkt
6,021
Stock market
5,958
USA
5,375
Welt
5,262
United States
5,203
World
5,161
Wechselkurs
4,803
Exchange rate
4,701
Prognoseverfahren
4,337
Forecasting model
4,268
Portfolio-Management
4,247
Portfolio selection
4,216
Zeitreihenanalyse
4,135
Time series analysis
4,017
Derivat
3,758
Derivative
3,750
Risk
3,727
Risiko
3,693
Option trading
3,364
CAPM
2,749
volatility
2,646
Finanzmarkt
2,590
Financial market
2,526
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Free
1,052
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953
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1,324
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1
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9
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4
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3,293
German
83
French
6
Italian
3
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1
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Hull, John
29
Wang, Xingchun
22
Cui, Zhenyu
21
Madan, Dilip B.
18
Ryu, Doojin
18
Zhang, Jin E.
18
Carr, Peter
17
Joshi, Mark S.
17
Lee, Hangsuck
17
Stentoft, Lars
17
Fusai, Gianluca
14
Kelly, Bryan T.
14
Todorov, Viktor
13
Fusari, Nicola
12
Orosi, Greg
12
Perrakis, Stylianos
12
Schoutens, Wim
12
Ewald, Christian-Oliver
11
Guirguis, Michel
11
Jacobs, Kris
11
Lee, Cheng F.
11
Zanette, Antonino
11
Alghalith, Moawia
10
Fabozzi, Frank J.
10
Fodor, Andy
10
Kräussl, Roman
10
Levendorskii, Sergei
10
McAleer, Michael
10
Poteshman, Allen M.
10
Wu, Liuren
10
Alexander, Carol
9
Benth, Fred Espen
9
Bernales, Alejandro
9
Chen, An
9
Escobar, Marcos
9
Giglio, Stefano
9
Kwok, Yue-Kuen
9
Kyriakou, Ioannis
9
Lee, Minha
9
Li, Lingfei
9
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National Bureau of Economic Research
11
Center for Economic Research <Tilburg>
5
Centre for Analytical Finance <Århus>
4
Christian-Albrechts-Universität zu Kiel
4
Institut for Finansiering <Frederiksberg>
2
International Centre for Trade and Sustainable Development
2
Pearson Studium
2
Svenska Handelshögskolan <Helsinki>
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
1
Birkbeck College / Department of Economics
1
Business Information Centre <Toronto>
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
Institut für Seeverkehrswirtschaft und Logistik
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
OECD
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
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Published in...
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The journal of futures markets
119
International journal of theoretical and applied finance
92
Journal of banking & finance
67
The journal of derivatives : the official publication of the International Association of Financial Engineers
65
Review of derivatives research
62
The journal of computational finance
58
Quantitative finance
56
Applied mathematical finance
53
Finance research letters
53
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
Journal of economic dynamics & control
39
The North American journal of economics and finance : a journal of financial economics studies
38
International journal of financial engineering
32
Finance and stochastics
31
Computational economics
29
European journal of operational research : EJOR
27
Journal of mathematical finance
27
Journal of financial economics
25
International review of economics & finance : IREF
23
Research paper series / Swiss Finance Institute
22
International review of financial analysis
21
Risks : open access journal
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Review of quantitative finance and accounting
20
Journal of financial markets
19
The European journal of finance
19
Asia-Pacific financial markets
18
Applied economics
17
The journal of derivatives : JOD
17
Economic modelling
16
Insurance / Mathematics & economics
15
Journal of risk and financial management : JRFM
15
Applied financial economics
14
Journal of econometrics
14
Swiss Finance Institute Research Paper
14
Annals of finance
13
Decisions in economics and finance : DEF ; a journal of applied mathematics
13
Journal of financial and quantitative analysis : JFQA
13
Journal of risk
13
Theoretical economics letters
12
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ECONIS (ZBW)
3,375
EconStor
10
USB Cologne (EcoSocSci)
4
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1
Valuation of options on discretely sampled variance : a general analytic approximation
Drimus, Gabriel
;
Farkas, Walter
;
Gourier, Elise
- In:
The journal of computational finance
20
(
2016
)
2
,
pp. 39-66
Persistent link: https://www.econbiz.de/10011656703
Saved in:
2
Evaluation of geometric Asian power options under fractional Brownian motion
Mao, Zhijuan
;
Liang, Zhian
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10010422095
Saved in:
3
Pricing derivatives with fractional
volatility
Funahashi, Hideharu
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011673129
Saved in:
4
An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black-Scholes model
Kilianová, Soňa
;
Letko, Boris
- In:
Risk and decision analysis
7
(
2018
)
1/2
,
pp. 51-62
Persistent link: https://www.econbiz.de/10011945645
Saved in:
5
Joint pricing of VIX and SPX options with stochastic
volatility
and jump models
Kokholm, Thomas
;
Stisen, Martin
- In:
Journal of risk finance : the convergence of financial …
16
(
2015
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10010513370
Saved in:
6
Understanding delta-hedged option returns in stochastic
volatility
environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
7
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
Saved in:
8
Efficiently pricing double barrier derivatives in stochastic
volatility
models
Escobar, Marcos
;
Hieber, Peter
;
Scherer, Matthias
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 191-216
Persistent link: https://www.econbiz.de/10010529630
Saved in:
9
The performance of model based option trading strategies
Eraker, Bjørn
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009729949
Saved in:
10
Double barrier options in regime-switching hyper-exponential jump-diffusion models
Boyarchenko, Mitya
;
Bojarčenko, Svetlana I.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
Saved in:
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