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Stochastic Volatility : Option...
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Optionsgeschäft
Volatility
40,965
Volatilität
40,697
Theorie
21,195
Theory
20,673
Stochastischer Prozess
17,229
Stochastic process
16,788
Optionspreistheorie
14,815
Option pricing theory
14,356
Börsenkurs
10,003
Share price
9,841
Schätzung
9,684
Estimation
9,454
Kapitaleinkommen
7,509
Capital income
7,478
ARCH-Modell
6,675
ARCH model
6,601
Aktienmarkt
6,023
Stock market
5,957
USA
5,224
Welt
5,081
United States
5,055
World
4,981
Wechselkurs
4,782
Exchange rate
4,682
Prognoseverfahren
4,322
Forecasting model
4,253
Portfolio-Management
4,242
Portfolio selection
4,206
Zeitreihenanalyse
4,155
Time series analysis
4,043
Risk
3,703
Risiko
3,670
Derivat
3,432
Derivative
3,424
Option trading
3,392
CAPM
2,748
volatility
2,648
Finanzmarkt
2,578
Financial market
2,513
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Free
1,066
Undetermined
955
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Article
2,089
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1,326
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1
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1,978
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96
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77
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55
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28
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12
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11
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10
Sammlung
10
Aufsatzsammlung
9
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6
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6
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4
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4
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4
Ratgeber
4
Amtsdruckschrift
3
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3
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3
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3
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2
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3,323
German
79
French
7
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Hull, John
29
Wang, Xingchun
22
Cui, Zhenyu
21
Joshi, Mark S.
18
Madan, Dilip B.
18
Ryu, Doojin
18
Zhang, Jin E.
18
Carr, Peter
17
Lee, Hangsuck
17
Stentoft, Lars
17
Perrakis, Stylianos
16
Fusai, Gianluca
15
Kelly, Bryan T.
14
Todorov, Viktor
13
Fusari, Nicola
12
Orosi, Greg
12
Schoutens, Wim
12
Ewald, Christian-Oliver
11
Guirguis, Michel
11
Jacobs, Kris
11
Kwok, Yue-Kuen
11
Lee, Cheng F.
11
Zanette, Antonino
11
Alghalith, Moawia
10
Benth, Fred Espen
10
Fabozzi, Frank J.
10
Fodor, Andy
10
Jackwerth, Jens Carsten
10
Kräussl, Roman
10
Levendorskii, Sergei
10
McAleer, Michael
10
Poteshman, Allen M.
10
Alexander, Carol
9
Bernales, Alejandro
9
Chen, An
9
Constantinides, George M.
9
Escobar, Marcos
9
Giglio, Stefano
9
Kyriakou, Ioannis
9
Lee, Minha
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
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
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
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
USA / Subcommittee on Civil Service, Post Office, and General Services
1
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Published in...
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The journal of futures markets
121
International journal of theoretical and applied finance
96
Journal of banking & finance
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
67
Review of derivatives research
62
The journal of computational finance
59
Quantitative finance
56
Finance research letters
54
Applied mathematical finance
53
Mathematical finance : an international journal of mathematics, statistics and financial theory
46
Journal of economic dynamics & control
40
The North American journal of economics and finance : a journal of financial economics studies
38
Finance and stochastics
33
International journal of financial engineering
32
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
Asia-Pacific financial markets
19
The European journal of finance
19
Journal of financial markets
18
Applied economics
17
The journal of derivatives : JOD
17
Economic modelling
16
Applied financial economics
15
Insurance / Mathematics & economics
15
Journal of risk and financial management : JRFM
15
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
Theoretical economics letters
12
Applied economics letters
11
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Source
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ECONIS (ZBW)
3,401
EconStor
12
USB Cologne (EcoSocSci)
3
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1
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
2
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic
volatility
, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
3
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:
4
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
5
A new type of barrier options : lizard option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
6
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
7
Conjoint analysis of option and
volatility
models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
8
Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya
;
Innocentis, Marco de
;
Levendorskij, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
Saved in:
9
Realizing smiles : options pricing with relized
volatility
Corsi, Fulvio
;
Fusari, Nicola
;
La Vecchia, Davide
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
Saved in:
10
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
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