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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
54
Theory
54
Option pricing theory
21
Derivat
19
Derivative
19
USA
14
United States
14
Yield curve
14
Zinsstruktur
14
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13
Kreditrisiko
13
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12
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12
Schätzung
12
Börsenkurs
10
Interest rate derivative
10
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10
Share price
10
Zinsderivat
10
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9
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9
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9
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8
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8
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8
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8
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7
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7
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7
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6
Bankenliquidität
6
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6
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6
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6
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6
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6
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6
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1
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1
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1
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English
21
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Chen, Ren-Raw
18
Scott, Louis O.
4
Lee, Cheng F.
3
Palmon, Oded
3
Huang, Jeffrey
2
Lee, Han-Hsing
2
Yang, Tyler T.
2
Cakici, Nusret
1
Chatterjee, Sris
1
Chung, San-lin
1
He, Wei
1
Hsieh, Pei-lin
1
Huang, Jing-Zhi
1
Huang, William
1
Kim, Dongcheol
1
Lee, Cheng-Few
1
Lee, Han-hsing
1
Lin, Hsuan-Chu
1
Lin, Hsuan-chu
1
Panda, Durga
1
Roh, Tai-Yong
1
Wu, Ta-peng
1
Yeh, Shih-kuo
1
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Review of quantitative finance and accounting
4
Journal of financial and quantitative analysis : JFQA
2
Journal of risk and financial management : JRFM
2
Review of Pacific Basin financial markets and policies
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
1
IMF working paper
1
Journal of empirical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of derivatives research
1
The European journal of finance
1
The journal of futures markets
1
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ECONIS (ZBW)
21
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Interest rate options in multifactor Cox-Ingersoll-Ross models of the term structure
Chen, Ren-Raw
- In:
The journal of derivatives : the official publication …
3
(
1995
)
2
,
pp. 53-72
Persistent link: https://www.econbiz.de/10001223183
Saved in:
2
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:
3
Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates : applications of Fourier inversion methods
Scott, Louis O.
-
1995
-
Rev
Persistent link: https://www.econbiz.de/10000913282
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4
The information content of prices in derivate security markets
Scott, Louis O.
-
1991
Persistent link: https://www.econbiz.de/10013452227
Saved in:
5
A two-factor, preference-free model for interest rate sensitive claims
Chen, Ren-Raw
- In:
The journal of futures markets
15
(
1995
)
3
,
pp. 345-372
Persistent link: https://www.econbiz.de/10001180184
Saved in:
6
Empirical performance of the constant elasticity variance option pricing model
Chen, Ren-Raw
;
Lee, Cheng F.
;
Lee, Han-hsing
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
2
,
pp. 177-217
Persistent link: https://www.econbiz.de/10003871577
Saved in:
7
Non-parametric method for European option bounds
Lin, Hsuan-chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
38
(
2012
)
1
,
pp. 109-129
Persistent link: https://www.econbiz.de/10009507969
Saved in:
8
The valuation of compound options : a correction and an extension
Chen, Ren-Raw
;
He, Wei
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 92-104
Persistent link: https://www.econbiz.de/10011399781
Saved in:
9
The constant elasticity of variance models : new evidence from S&P 500 index options
Lee, Cheng F.
;
Wu, Ta-peng
;
Chen, Ren-Raw
- In:
Review of Pacific Basin financial markets and policies
7
(
2004
)
2
,
pp. 173-190
Persistent link: https://www.econbiz.de/10002131787
Saved in:
10
A non-parametric option pricing model : theory and empirical evidence
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
24
(
2005
)
2
,
pp. 115-134
Persistent link: https://www.econbiz.de/10002851785
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