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~subject:"Optionspreistheorie"
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Optionspreistheorie
Volatility
41,129
Volatilität
40,860
Wechselkurs
28,014
Exchange rate
26,820
Theorie
25,103
Theory
24,608
Südkorea
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South Korea
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11,161
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10,625
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10,444
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10,399
USA
10,364
United States
9,903
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8,525
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8,487
Markov chain
7,922
Markov-Kette
7,628
Prognoseverfahren
7,467
Forecasting model
7,342
Aktienmarkt
7,119
Stock market
7,055
Zeitreihenanalyse
6,029
Geldpolitik
5,979
Time series analysis
5,881
Monetary policy
5,777
Stochastischer Prozess
4,890
US-Dollar
4,871
Stochastic process
4,810
US dollar
4,676
Japan
4,551
China
4,394
Option pricing theory
4,283
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German
65
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Cui, Zhenyu
57
Jacobs, Kris
32
Carr, Peter
28
Elliott, Robert J.
28
Härdle, Wolfgang
26
Jacquier, Antoine (Jack)
25
Nguyen, Duy
25
Chiarella, Carl
24
Christoffersen, Peter F.
23
Stentoft, Lars
23
Gatheral, Jim
22
Zhang, Jin E.
22
Alòs, Elisa
20
Fengler, Matthias R.
20
Lorig, Matthew
20
Siu, Tak Kuen
20
Takahashi, Akihiko
20
Wang, Xingchun
20
Escobar, Marcos
19
Fabozzi, Frank J.
19
Guyon, Julien
19
Benth, Fred Espen
16
Engle, Robert F.
16
Heston, Steven L.
16
Kim, Young Shin
16
Grasselli, Martino
15
Kang, Boda
15
Kirkby, Justin
15
Račev, Svetlozar T.
15
Schoutens, Wim
15
Forde, Martin
14
Fouque, Jean-Pierre
14
Jacquier, Antoine
14
Kim, Sol
14
Le Floc'h, Fabien
14
Madan, Dilip B.
14
Oosterlee, Cornelis W.
14
Skiadopoulos, George
14
Todorov, Viktor
14
Wu, Liuren
14
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
7
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
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
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University of Cambridge / Department of Applied Economics
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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International journal of theoretical and applied finance
183
Quantitative finance
112
The journal of futures markets
93
Journal of banking & finance
81
Applied mathematical finance
78
The journal of computational finance
71
Mathematical finance : an international journal of mathematics, statistics and financial theory
70
Finance research letters
58
Review of derivatives research
57
European journal of operational research : EJOR
51
International journal of financial engineering
50
Finance and stochastics
48
The journal of derivatives : the official publication of the International Association of Financial Engineers
46
Computational economics
44
Journal of econometrics
43
The North American journal of economics and finance : a journal of financial economics studies
42
Journal of economic dynamics & control
40
Journal of mathematical finance
36
Insurance / Mathematics & economics
33
Annals of finance
31
Research paper series / Swiss Finance Institute
31
Risks : open access journal
31
International review of economics & finance : IREF
27
Journal of financial economics
27
Review of quantitative finance and accounting
27
The European journal of finance
26
Applied economics
23
Journal of empirical finance
23
Energy economics
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Asia-Pacific financial markets
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
International review of financial analysis
20
Economic modelling
19
Journal of risk and financial management : JRFM
19
Journal of financial and quantitative analysis : JFQA
18
CREATES research paper
16
Mathematics and financial economics
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
The journal of finance : the journal of the American Finance Association
16
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ECONIS (ZBW)
4,288
EconStor
37
USB Cologne (business full texts)
15
USB Cologne (EcoSocSci)
9
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1
Is implied correlation worth calculating? : Evidence from foering exchange options
Walter, Christian A.
;
López, José A.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 65-81
Persistent link: https://www.econbiz.de/10001497759
Saved in:
2
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
Saved in:
3
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
;
López Marín, José Alberto
-
1997
Persistent link: https://www.econbiz.de/10001380840
Saved in:
4
Empirical study of Nikkei 225 options with the Markov switching GARCH model
Satoyoshi, Kiyotaka
;
Mitsui, Hidetoshi
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10009237749
Saved in:
5
Option pricing with non-Gaussian scaling and infinite-state switching
volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
Saved in:
6
Option pricing with Markov switching stochastic
volatility
models
Cheng, Yiying
- In:
Advances in Pacific Basin business, economics, and finance
8
(
2020
),
pp. 53-63
Persistent link: https://www.econbiz.de/10012601380
Saved in:
7
Predicting
volatility
using the Markov-switching multifractal model : evidence from S&P 100 index and equity options
Chuang, Wen-i
;
Huang, Teng-ching
;
Lin, Bing-huei
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 168-187
Persistent link: https://www.econbiz.de/10009779311
Saved in:
8
Option pricing with conditional GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 350-363
Persistent link: https://www.econbiz.de/10012416733
Saved in:
9
A multiple regime extension to the Heston–Nandi GARCH(1,1) model
Díaz-Hernández, Adán
;
Constantinou, Nick
- In:
Journal of empirical finance
53
(
2019
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012171628
Saved in:
10
Volatility
is (mostly) path-dependent
Guyon, Julien
;
Lekeufack, Jordan
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1221-1258
Persistent link: https://www.econbiz.de/10014339908
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