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~subject:"Optionspreistheorie"
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Optionspreistheorie
Volatility
40,417
Volatilität
40,239
Kapitaleinkommen
39,025
Capital income
38,925
Börsenkurs
19,789
Share price
19,632
Theorie
16,428
Theory
16,163
Schätzung
14,080
Estimation
13,882
Aktienmarkt
11,761
Stock market
11,678
USA
8,614
United States
8,443
Portfolio-Management
8,021
Portfolio selection
7,999
Prognoseverfahren
7,196
Forecasting model
7,136
ARCH-Modell
6,872
Welt
6,836
ARCH model
6,796
World
6,738
CAPM
5,901
Wechselkurs
4,937
Exchange rate
4,840
Risk
4,758
Anlageverhalten
4,732
Behavioural finance
4,711
Risiko
4,682
Zeitreihenanalyse
4,062
Stochastischer Prozess
4,026
Option pricing theory
4,022
Time series analysis
3,979
Stochastic process
3,959
Risikoprämie
3,925
Risk premium
3,899
Finanzmarkt
3,139
Financial market
3,075
Ankündigungseffekt
3,009
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Free
1,498
Undetermined
1,145
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Article
2,310
Book / Working Paper
1,772
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Article in journal
2,216
Aufsatz in Zeitschrift
2,216
Graue Literatur
463
Non-commercial literature
463
Working Paper
445
Arbeitspapier
413
Hochschulschrift
110
Aufsatz im Buch
90
Book section
90
Thesis
80
Collection of articles written by one author
21
Sammlung
21
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16
Conference paper
16
Konferenzbeitrag
16
Sammelwerk
16
Forschungsbericht
11
Aufsatzsammlung
8
Lehrbuch
8
Bibliografie enthalten
7
Bibliography included
7
Textbook
7
Amtsdruckschrift
4
Government document
4
Dissertation u.a. Prüfungsschriften
3
Konferenzschrift
3
Accompanied by computer file
2
Bibliografie
2
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2
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2
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Adressbuch
1
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1
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1
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1
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1
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English
4,027
German
54
French
2
Spanish
1
Undetermined
1
Author
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Cui, Zhenyu
44
Härdle, Wolfgang
28
Carr, Peter
26
Jacobs, Kris
25
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Gatheral, Jim
22
Fengler, Matthias R.
21
Madan, Dilip B.
21
Nguyen, Duy
21
Lorig, Matthew
20
Takahashi, Akihiko
20
Zhang, Jin E.
20
Alòs, Elisa
19
Christoffersen, Peter F.
19
Guyon, Julien
19
Fabozzi, Frank J.
16
Wang, Xingchun
16
Benth, Fred Espen
15
Escobar, Marcos
15
Grasselli, Martino
15
Schoutens, Wim
15
Skiadopoulos, George
15
Wu, Liuren
15
Elliott, Robert J.
14
Engle, Robert F.
14
Forde, Martin
14
Fouque, Jean-Pierre
14
Heston, Steven L.
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Oosterlee, Cornelis W.
14
Schlag, Christian
14
Ewald, Christian-Oliver
13
Grzelak, Lech A.
13
Kim, Young Shin
13
Todorov, Viktor
13
Wong, Hoi Ying
13
Zheng, Wendong
13
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National Bureau of Economic Research
11
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
6
Institut für Schweizerisches Bankwesen <Zürich>
6
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
American Finance Association
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Hochschule für Bankwirtschaft
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
International Center for Financial Asset Management and Engineering <Genève>
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Ulm
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
Wharton School / Finance Department
1
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Published in...
All
International journal of theoretical and applied finance
158
Quantitative finance
107
Journal of banking & finance
80
The journal of futures markets
80
Applied mathematical finance
72
The journal of computational finance
67
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Review of derivatives research
51
International journal of financial engineering
48
Finance research letters
45
European journal of operational research : EJOR
42
Finance and stochastics
42
Journal of econometrics
40
The North American journal of economics and finance : a journal of financial economics studies
38
Computational economics
37
Journal of economic dynamics & control
37
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
Journal of mathematical finance
36
Journal of financial economics
34
Research paper series / Swiss Finance Institute
32
Insurance / Mathematics & economics
30
Risks : open access journal
29
Annals of finance
26
Review of quantitative finance and accounting
26
The European journal of finance
25
International review of economics & finance : IREF
23
Journal of risk and financial management : JRFM
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Applied economics
21
Journal of empirical finance
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Energy economics
19
The journal of finance : the journal of the American Finance Association
18
Economic modelling
17
Journal of financial and quantitative analysis : JFQA
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
Asia-Pacific financial markets
16
International review of financial analysis
16
Swiss Finance Institute Research Paper
16
Asia-Pacific journal of financial studies
14
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Source
All
ECONIS (ZBW)
4,027
EconStor
32
USB Cologne (business full texts)
15
USB Cologne (EcoSocSci)
8
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1
Volatility
and the pricing kernel
Schreindorfer, David
;
Sichert, Tobias
-
2022
-
This draft: January 31, 2022
Persistent link: https://www.econbiz.de/10012816005
Saved in:
2
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
3
Three essays in international finance and financial economics
Hu, Xiaoqiang
-
1994
Persistent link: https://www.econbiz.de/10000916084
Saved in:
4
Preference-free option pricing with path-dependent
volatility
: a clsosed-form approach
Heston, Steven L.
;
Nandi, Saikat
-
1999
Persistent link: https://www.econbiz.de/10001408069
Saved in:
5
Pricing stock options in a jump-diffusion model with stochastic
volatility
and interest rates : applications of Fourier inversion methods
Scott, Louis O.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 413-426
Persistent link: https://www.econbiz.de/10001232775
Saved in:
6
A comparative study of equilibrium equity premium under discrete distributions of jump amplitudes
Mukupa, George M.
;
Offen, Elias R.
;
Kunda, Douglas
; …
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 232-246
Persistent link: https://www.econbiz.de/10011543918
Saved in:
7
Effect of return and
volatility
calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
1
,
pp. 103-110
Persistent link: https://www.econbiz.de/10011420532
Saved in:
8
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
9
On
volatility
smile and an investment strategy with out-of-the-money calls
Talponen, Jarno
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10011485897
Saved in:
10
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
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