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Modelling the implied probabil...
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Optionspreistheorie
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Madan, Dilip B.
90
Cui, Zhenyu
73
Härdle, Wolfgang
71
Fabozzi, Frank J.
68
Joshi, Mark S.
66
Carr, Peter
60
Takahashi, Akihiko
59
Schoutens, Wim
57
Chiarella, Carl
53
Stentoft, Lars
52
Elliott, Robert J.
49
Jacobs, Kris
46
Hull, John
42
Wystup, Uwe
40
Benth, Fred Espen
38
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
36
Jarrow, Robert A.
35
Schlögl, Erik
35
Belomestny, Denis
34
Lee, Cheng F.
34
Chesney, Marc
33
Kim, Young Shin
33
Fusai, Gianluca
32
Wang, Xingchun
32
Christoffersen, Peter F.
31
Korn, Ralf
31
Račev, Svetlozar T.
31
Siu, Tak Kuen
31
Zhang, Jin E.
31
Barone-Adesi, Giovanni
30
Ewald, Christian-Oliver
30
Platen, Eckhard
30
Schwartz, Eduardo S.
30
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Perrakis, Stylianos
28
Schoenmakers, John
28
Wilmott, Paul
28
Wong, Hoi Ying
28
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Institut für Schweizerisches Bankwesen <Zürich>
14
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Deutsche Forschungsgemeinschaft
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Verlag Dr. Kovač
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Bonn Graduate School of Economics
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Centre of Financial Studies
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Institut for Finansiering <Frederiksberg>
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Johannes Gutenberg-Universität Mainz
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Springer Fachmedien Wiesbaden
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Centre for Economic Policy Research
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Institute of Finance and Accounting <London>
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International Center for Financial Asset Management and Engineering
3
Karlsruher Institut für Technologie
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
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World Bank
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Associazione Operatori Bancari in Titoli
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Birkbeck College / Department of Economics
2
Cambridge University Press
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Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Eberhard Karls Universität Tübingen
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of Cleveland
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Federal Reserve Bank of St. Louis
2
Federal Reserve System / Board of Governors
2
Hochschule für Bankwirtschaft
2
Indien / Central Board of Irrigation and Power
2
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International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
Finance research letters
116
International journal of financial engineering
116
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
99
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
The journal of finance : the journal of the American Finance Association
55
SFB 649 discussion paper
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
14,402
USB Cologne (EcoSocSci)
169
EconStor
154
USB Cologne (business full texts)
67
OLC EcoSci
6
BASE
5
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1
Modelling the implied probability of stock market movements
Glatzer, Ernst
-
2003
Persistent link: https://www.econbiz.de/10013434536
Saved in:
2
Modelling the implied probability of stock market movements
Glatzer, Ernst
(
contributor
);
Scheicher, Martin
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001749468
Saved in:
3
Jump contagion among stock market indices : evidence from option markets
Boswijk, Herman Peter
;
Laeven, Roger J. A.
;
Lalu, Andrei
; …
-
2021
Europe and vice versa, with the US leading the UK and standing on equal footing with
Germany
. We illustrate the importance of …
Persistent link: https://www.econbiz.de/10012650140
Saved in:
4
Pricing a bivariate option with copulas
Bucio-Pacheco, Christian
;
López Herrera, Francisco
; …
- In:
International journal of bonds and derivatives
4
(
2018
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10012253407
Saved in:
5
Perception des risques sur les marchés, construction d'un indice élaboré à partir des smiles d'options et test de stratégies
Brière, Marie
;
Chancari, Kamal
- In:
Revue d'économie politique
114
(
2004
)
4
,
pp. 527-555
Persistent link: https://www.econbiz.de/10002233749
Saved in:
6
Schätzung erwarteter Aktienrenditen auf Basis von Fremdkapitalmärkten
Berg, Tobias
;
Willershausen, Timo
- In:
Kredit und Kapital
38
(
2005
)
3
,
pp. 435-465
Persistent link: https://www.econbiz.de/10003162848
Saved in:
7
Hedging under alternative stickiness assumptions : an emperical analysis for barrier options
Engelmann, Bernd
;
Fengler, Matthias R.
;
Schwendner, Peter
- In:
Journal of risk
12
(
2009/10
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10003900335
Saved in:
8
Common factors governing VDAX movements and the maximum loss
Härdle, Wolfgang
;
Schmidt, Peter
-
2000
tool for options portfolios using the "Maximum Loss" methodology based on Principal Components. -- Implied
Volatility
; DAX …
Persistent link: https://www.econbiz.de/10009612026
Saved in:
9
Intraday and weekend
volatility
patterns : implications for option pricing
Sundkvist, Kim
(
contributor
);
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557353
Saved in:
10
Messung und Prognose von Volatilitäten am Beispiel des DAX-Index
Sautter, Jörg
-
1996
-
1. Aufl
Persistent link: https://www.econbiz.de/10000937935
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