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~subject:"Optionspreistheorie"
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Optionspreistheorie
Volatility
41,072
Volatilität
40,802
Finanzmarkt
39,128
Financial market
38,399
Theorie
20,590
Theory
20,160
Börsenkurs
11,686
Share price
11,521
Schätzung
10,619
Estimation
10,400
Welt
10,144
World
9,931
Kapitaleinkommen
8,089
Capital income
8,055
USA
7,441
Kreditmarkt
7,416
Aktienmarkt
7,377
Stock market
7,279
United States
7,082
Finanzkrise
6,826
Financial crisis
6,739
ARCH-Modell
6,654
ARCH model
6,578
Financial sector
5,585
Finanzsektor
5,561
Geldpolitik
5,267
Credit market
5,235
Wechselkurs
5,064
Monetary policy
5,038
Exchange rate
4,945
Prognoseverfahren
4,445
Forecasting model
4,387
EU-Staaten
4,129
Option pricing theory
4,070
Stochastischer Prozess
4,058
EU countries
4,010
Stochastic process
3,986
Wirtschaftswachstum
3,950
Portfolio-Management
3,931
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Free
1,476
Undetermined
1,161
Type of publication
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Article
2,322
Book / Working Paper
1,808
Journal
7
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Article in journal
2,216
Aufsatz in Zeitschrift
2,216
Graue Literatur
463
Non-commercial literature
463
Working Paper
454
Arbeitspapier
420
Hochschulschrift
115
Aufsatz im Buch
102
Book section
102
Thesis
87
Collection of articles of several authors
29
Sammelwerk
29
Lehrbuch
26
Textbook
22
Collection of articles written by one author
20
Sammlung
20
Conference paper
16
Konferenzbeitrag
16
Aufsatzsammlung
15
Bibliografie enthalten
14
Bibliography included
14
Forschungsbericht
11
Konferenzschrift
6
Dissertation u.a. Prüfungsschriften
5
Amtsdruckschrift
4
Government document
4
Einführung
3
Handbook
3
Handbuch
3
Ratgeber
3
Accompanied by computer file
2
Bibliografie
2
Conference proceedings
2
Elektronischer Datenträger als Beilage
2
Festschrift
2
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2
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2
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2
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English
4,068
German
66
French
2
Croatian
1
Italian
1
Spanish
1
Undetermined
1
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Author
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Cui, Zhenyu
44
Härdle, Wolfgang
32
Carr, Peter
26
Jacobs, Kris
25
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Gatheral, Jim
22
Nguyen, Duy
21
Alòs, Elisa
20
Fengler, Matthias R.
20
Lorig, Matthew
20
Takahashi, Akihiko
20
Zhang, Jin E.
20
Guyon, Julien
19
Christoffersen, Peter F.
18
Escobar, Marcos
16
Ewald, Christian-Oliver
16
Skiadopoulos, George
16
Wang, Xingchun
16
Benth, Fred Espen
15
Elliott, Robert J.
15
Grasselli, Martino
15
Forde, Martin
14
Fouque, Jean-Pierre
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Madan, Dilip B.
14
Oosterlee, Cornelis W.
14
Schoutens, Wim
14
Todorov, Viktor
14
Wu, Liuren
14
Fabozzi, Frank J.
13
Grzelak, Lech A.
13
Schlag, Christian
13
Wong, Hoi Ying
13
Wystup, Uwe
13
Zheng, Wendong
13
Branger, Nicole
12
Hafner, Christian M.
12
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National Bureau of Economic Research
14
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
Associazione Operatori Bancari in Titoli
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Cambridge University Press
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
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
International Forum on Financial Mathematics and Financial Technology <2., 2021, Online>
1
Karlsruher Institut für Technologie
1
Leonard N. Stern School of Business / Information Systems Department
1
Melbourne Business School
1
NetLibrary, Inc
1
New York University / Mathematical Finance Seminar
1
New York University Mathematical Finance Seminar
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Universität Ulm
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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Published in...
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International journal of theoretical and applied finance
161
Quantitative finance
108
The journal of futures markets
79
Journal of banking & finance
75
Applied mathematical finance
74
The journal of computational finance
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
Review of derivatives research
50
Finance research letters
48
International journal of financial engineering
48
Finance and stochastics
43
European journal of operational research : EJOR
42
Journal of econometrics
40
Computational economics
39
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of economic dynamics & control
37
Journal of mathematical finance
36
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Risks : open access journal
31
Journal of financial economics
28
Annals of finance
27
Insurance / Mathematics & economics
27
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
The European journal of finance
24
International review of economics & finance : IREF
23
Applied economics
22
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Energy economics
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Economic modelling
19
Journal of empirical finance
19
Journal of risk and financial management : JRFM
18
Mathematics and financial economics
17
Asia-Pacific financial markets
16
International review of financial analysis
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
The journal of finance : the journal of the American Finance Association
16
Journal of financial and quantitative analysis : JFQA
15
Asia-Pacific journal of financial studies
14
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Source
All
ECONIS (ZBW)
4,076
EconStor
34
USB Cologne (business full texts)
15
USB Cologne (EcoSocSci)
10
OLC EcoSci
2
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1
A quantitative mirror on the Euribor market using implied probability density functions
Puigvert-Gutiérrez, Josep Maria
;
De Vincent-Humphreys, …
- In:
Eurasian economic review : a journal of the Eurasia …
2
(
2012
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010340001
Saved in:
2
Lévy processes in gold option modeling
Kumari, Sandya N.
- In:
International journal of economics and finance
12
(
2020
)
2
,
pp. 65-81
Persistent link: https://www.econbiz.de/10012202747
Saved in:
3
A study of Black-Scholes model’s applicability in Indian capital markets
Srivastava, Anubha
;
Shastri, Manjula
- In:
Paradigm : the journal of Institute of Management Technology
24
(
2020
)
1
,
pp. 73-92
Persistent link: https://www.econbiz.de/10012229650
Saved in:
4
Volatility
and the pricing kernel
Schreindorfer, David
;
Sichert, Tobias
-
2022
-
This draft: January 31, 2022
Persistent link: https://www.econbiz.de/10012816005
Saved in:
5
Nonparametric modelling of financial time series
Heid, Frank
-
1998
Persistent link: https://www.econbiz.de/10000668367
Saved in:
6
Volatility
of GDP, macro applications and policy implications of real options for structure of capital markets
Dapena, José Pablo
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003333557
Saved in:
7
Nonparametric modeling in financial time series
Franke, Jürgen
;
Kreiß, Jens-Peter
;
Mammen, Enno
- In:
Handbook of financial time series
,
(pp. 927-952)
.
2009
Persistent link: https://www.econbiz.de/10003834268
Saved in:
8
Modeling high dimensional time series for factors driving
volatility
strings
Mungo, Julius
-
2009
Persistent link: https://www.econbiz.de/10003835521
Saved in:
9
Essays on information, hedging,
volatility
in financial market
Xiao, Yajun
-
2009
Persistent link: https://www.econbiz.de/10003916641
Saved in:
10
The Heston stochastic
volatility
model for single assets and for asset portfolios: parameter estimation and an application to the Italian financial market
Ballestra, Luca Vincenzo
;
Ferri, Roberto
;
Pacelli, Graziella
- In:
The international journal of business and finance …
1
(
2007
)
2
,
pp. 11-23
Persistent link: https://www.econbiz.de/10003955535
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