//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Optionsgeschäft"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Efficient, Almost Exact Simula...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionsgeschäft
Volatility
41,071
Volatilität
40,802
Theorie
20,859
Theory
20,357
Stochastischer Prozess
17,282
Stochastic process
16,836
Optionspreistheorie
14,841
Option pricing theory
14,380
Börsenkurs
9,979
Share price
9,819
Schätzung
9,603
Estimation
9,382
Kapitaleinkommen
7,488
Capital income
7,459
ARCH-Modell
6,685
ARCH model
6,612
Aktienmarkt
6,017
Stock market
5,952
USA
5,182
Welt
5,057
United States
5,021
World
4,960
Wechselkurs
4,782
Exchange rate
4,682
Prognoseverfahren
4,311
Forecasting model
4,244
Portfolio-Management
4,179
Zeitreihenanalyse
4,155
Portfolio selection
4,148
Time series analysis
4,041
Risk
3,700
Risiko
3,669
Derivat
3,384
Derivative
3,374
Option trading
3,346
CAPM
2,724
volatility
2,657
Finanzmarkt
2,575
Financial market
2,512
more ...
less ...
Online availability
All
Free
1,055
Undetermined
958
Type of publication
All
Article
2,058
Book / Working Paper
1,308
Journal
1
Type of publication (narrower categories)
All
Article in journal
1,951
Aufsatz in Zeitschrift
1,951
Graue Literatur
309
Non-commercial literature
309
Working Paper
298
Arbeitspapier
290
Aufsatz im Buch
92
Book section
92
Hochschulschrift
74
Thesis
52
Lehrbuch
31
Textbook
28
Collection of articles of several authors
18
Glossar enthalten
18
Glossary included
18
Sammelwerk
18
Handbook
12
Handbuch
12
Bibliografie enthalten
11
Bibliography included
11
Collection of articles written by one author
10
Sammlung
10
Aufsatzsammlung
9
Conference paper
6
Konferenzbeitrag
6
Accompanied by computer file
4
Elektronischer Datenträger als Beilage
4
Guidebook
4
Ratgeber
4
Amtsdruckschrift
3
Forschungsbericht
3
Government document
3
Reprint
3
Aufgabensammlung
2
Bibliografie
2
CD-ROM, DVD
2
Rezension
2
Article
1
Diskette
1
Einführung
1
more ...
less ...
Language
All
English
3,277
German
78
French
6
Italian
3
Spanish
3
Hungarian
1
Portuguese
1
more ...
less ...
Author
All
Hull, John
29
Wang, Xingchun
22
Cui, Zhenyu
21
Madan, Dilip B.
18
Ryu, Doojin
18
Zhang, Jin E.
18
Joshi, Mark S.
17
Lee, Hangsuck
17
Stentoft, Lars
17
Carr, Peter
16
Fusai, Gianluca
14
Kelly, Bryan T.
14
Todorov, Viktor
14
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
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
Ruan, Xinfeng
9
more ...
less ...
Institution
All
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
more ...
less ...
Published in...
All
The journal of futures markets
119
International journal of theoretical and applied finance
92
Journal of banking & finance
67
Review of derivatives research
62
The journal of derivatives : the official publication of the International Association of Financial Engineers
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
Computational economics
31
Finance and stochastics
31
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
The European journal of finance
19
Asia-Pacific financial markets
18
Journal of financial markets
18
Applied economics
17
The journal of derivatives : JOD
17
Economic modelling
16
Insurance / Mathematics & economics
15
Journal of econometrics
15
Journal of risk and financial management : JRFM
15
Applied financial economics
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
more ...
less ...
Source
All
ECONIS (ZBW)
3,355
EconStor
9
USB Cologne (EcoSocSci)
3
Showing
1
-
10
of
3,367
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
3
Optionsbewertung mit stochastischer Volatilität : Implementation des Heston-Modells
Muck, Matthias
;
Rudolf, Markus
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
35
(
2006
)
6
,
pp. 325-330
Persistent link: https://www.econbiz.de/10003324884
Saved in:
4
Exotic option pricing in Heston's stochastic
volatility
model
Griebsch, Susanne A.
-
2008
Persistent link: https://www.econbiz.de/10003881039
Saved in:
5
Robust static hedging of barrier options in stochastic
volatility
models
Maruhn, Jan H.
;
Sachs, Ekkehard
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 405-433
Persistent link: https://www.econbiz.de/10003909254
Saved in:
6
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
Saved in:
7
Conditional density models for asset pricing
Filipović, Damir
;
Hughston, Lane P.
;
Macrina, Andrea
-
2010
along with the specification of (a) the initial density, and (b) the
volatility
structure of the density. The
volatility
…
Persistent link: https://www.econbiz.de/10008797695
Saved in:
8
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:
9
A simple approach to pricing American options under the Heston stochastic
volatility
model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003985507
Saved in:
10
Robust approximations for pricing Asian options and
volatility
swaps under stochastic
volatility
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 241-259
Persistent link: https://www.econbiz.de/10008653259
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->