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~subject:"Optionspreistheorie"
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Optionspreistheorie
Kapitaleinkommen
41,473
Capital income
41,376
Theorie
36,265
Theory
35,615
Zeitreihenanalyse
32,133
Time series analysis
31,128
Stochastischer Prozess
19,837
Stochastic process
19,390
Börsenkurs
16,034
Share price
15,921
Option pricing theory
15,303
Volatilität
15,136
Volatility
14,944
Schätzung
13,737
Estimation
13,552
Portfolio-Management
12,389
Portfolio selection
12,350
Prognoseverfahren
11,326
Forecasting model
11,150
Schätztheorie
9,082
Estimation theory
8,998
USA
8,815
United States
8,621
Aktienmarkt
8,041
Stock market
7,978
CAPM
7,366
Risk
5,878
Risiko
5,855
Anlageverhalten
5,733
Behavioural finance
5,707
ARCH-Modell
4,764
ARCH model
4,712
Welt
4,471
World
4,424
Optionsgeschäft
4,384
Option trading
4,366
Risikoprämie
3,777
Risk premium
3,757
Investmentfonds
3,615
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Free
5,093
Undetermined
3,343
CC license
218
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Article
8,645
Book / Working Paper
7,097
Journal
21
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Article in journal
7,937
Aufsatz in Zeitschrift
7,937
Graue Literatur
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1,786
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1,634
Hochschulschrift
576
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575
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451
Lehrbuch
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Textbook
173
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120
Sammelwerk
120
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81
Dissertation u.a. Prüfungsschriften
81
Sammlung
81
Bibliografie enthalten
77
Bibliography included
77
Aufsatzsammlung
76
Conference paper
45
Konferenzbeitrag
45
Forschungsbericht
40
Glossar enthalten
31
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31
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28
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27
Handbuch
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18
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English
15,033
German
641
French
39
Undetermined
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Spanish
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Italian
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Portuguese
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Croatian
1
Hungarian
1
Dutch
1
Polish
1
Russian
1
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Author
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Härdle, Wolfgang
95
Madan, Dilip B.
91
Fabozzi, Frank J.
87
Cui, Zhenyu
70
Carr, Peter
66
Takahashi, Akihiko
66
Joshi, Mark S.
65
Chiarella, Carl
59
Schoutens, Wim
58
Stentoft, Lars
55
Jacobs, Kris
52
Hull, John
49
Kwok, Yue-Kuen
47
Elliott, Robert J.
46
Benth, Fred Espen
45
Christoffersen, Peter F.
43
Jarrow, Robert A.
40
Wystup, Uwe
40
Račev, Svetlozar T.
38
Kim, Young Shin
37
Lee, Cheng F.
37
Siu, Tak Kuen
37
Belomestny, Denis
35
Schwartz, Eduardo S.
35
Wang, Xingchun
35
Fusai, Gianluca
34
Oosterlee, Cornelis W.
34
Schlögl, Erik
34
Zhang, Jin E.
34
Barone-Adesi, Giovanni
32
Chesney, Marc
32
Jacquier, Antoine (Jack)
32
Platen, Eckhard
32
Yang, Zhaojun
32
Ewald, Christian-Oliver
31
Korn, Olaf
30
Scaillet, Olivier
30
Korn, Ralf
29
Li, Lingfei
29
Schoenmakers, John
29
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Institution
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National Bureau of Economic Research
60
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Institut für Schweizerisches Bankwesen <Zürich>
14
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Chambre de commerce et d'industrie de Paris
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Deutsche Forschungsgemeinschaft
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Institut for Finansiering <Frederiksberg>
4
Johannes Gutenberg-Universität Mainz
4
Springer Fachmedien Wiesbaden
4
Centre for Economic Policy Research
3
Institute of Finance and Accounting <London>
3
International Center for Financial Asset Management and Engineering
3
Karlsruher Institut für Technologie
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Cambridge University Press
2
Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel
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
European Parliament / Directorate-General for Internal Policies of the Union
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Hochschule für Bankwirtschaft
2
Institutt for Foretaksøkonomi <Bergen, Norwegen>
2
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Published in...
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International journal of theoretical and applied finance
481
The journal of futures markets
280
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
The journal of computational finance
256
Applied mathematical finance
251
Finance and stochastics
233
Quantitative finance
225
Journal of banking & finance
217
The journal of derivatives : the official publication of the International Association of Financial Engineers
212
Review of derivatives research
187
Insurance
158
Finance research letters
139
European journal of operational research : EJOR
137
Computational economics
129
Journal of economic dynamics & control
128
International journal of financial engineering
121
Risks : open access journal
120
Journal of mathematical finance
112
Journal of financial economics
91
Research paper series / Swiss Finance Institute
90
The European journal of finance
87
The North American journal of economics and finance : a journal of financial economics studies
86
Asia-Pacific financial markets
76
Journal of econometrics
72
The journal of finance : the journal of the American Finance Association
67
Journal of financial and quantitative analysis : JFQA
65
International review of economics & finance : IREF
63
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
60
Annals of finance
58
NBER working paper series
58
Energy economics
57
Journal of risk and financial management : JRFM
57
Management science : journal of the Institute for Operations Research and the Management Sciences
57
SFB 649 discussion paper
57
Journal of empirical finance
56
Review of quantitative finance and accounting
56
The journal of derivatives : JOD
55
Economic modelling
53
The journal of real estate finance and economics
52
Mathematics and financial economics
51
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Source
All
ECONIS (ZBW)
15,360
USB Cologne (EcoSocSci)
169
EconStor
156
USB Cologne (business full texts)
67
OLC EcoSci
6
BASE
5
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1
Optionsbewertung unter Lévy-Prozessen : eine Analyse für den deutschen Aktienindex
Rathgeber, Andreas W.
- In:
Kredit und Kapital
40
(
2007
)
3
,
pp. 451-484
Persistent link: https://www.econbiz.de/10003564452
Saved in:
2
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
3
Out-of-sample density forecasts with affine jump diffusion models
Yun, Jaeho
- In:
Journal of banking & finance
47
(
2014
),
pp. 74-87
Persistent link: https://www.econbiz.de/10010506503
Saved in:
4
Spectral methods for the calculation of risk measures for variable annuity guaranteed benefits
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 653-681
Persistent link: https://www.econbiz.de/10010407941
Saved in:
5
The value of expected return persistence
Schadner, Wolfgang
;
Lang, Sebastian
- In:
Annals of finance
19
(
2023
)
4
,
pp. 449-476
Persistent link: https://www.econbiz.de/10014448279
Saved in:
6
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
Saved in:
7
Kombinierte Aktien-, Optionsstrategien im ein- und mehrperiodigen Fall : eine theoetische und empirische Untersuchung
Adam, Michael
;
Adam, Michael E. H.
-
2001
Persistent link: https://www.econbiz.de/10001629302
Saved in:
8
Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter
;
Trevor, Rob
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
Saved in:
9
Modellierung der Zinsstruktur in Deutschland
Dankenbring, Henning
-
1999
Persistent link: https://www.econbiz.de/10001380567
Saved in:
10
Continuous time regime switching models and applications in estimating processes with stochastic volatility and jumps
Chourdakis, Kyriakos
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866950
Saved in:
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