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~subject:"Optionspreistheorie"
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Optionspreistheorie
Option pricing theory
14,379
Optionsgeschäft
5,142
Option trading
4,933
Theorie
4,808
Theory
4,639
Volatilität
4,451
Volatility
4,385
Stochastischer Prozess
3,412
Stochastic process
3,355
Derivat
2,815
Derivative
2,810
Black-Scholes-Modell
1,729
Black-Scholes model
1,681
Hedging
1,533
Portfolio-Management
1,392
Portfolio selection
1,376
USA
1,150
United States
1,125
CAPM
1,119
Schätzung
1,040
Estimation
1,024
Zinsstruktur
1,008
Yield curve
998
Börsenkurs
885
Share price
870
Risiko
731
Risk
728
Kapitaleinkommen
683
Capital income
682
Realoptionsansatz
666
Real options analysis
664
Monte-Carlo-Simulation
649
Monte Carlo simulation
641
Kreditrisiko
627
Credit risk
618
Statistische Verteilung
616
Statistical distribution
605
Risikoprämie
550
Aktienoption
547
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Online availability
All
Free
4,651
Undetermined
2,992
Type of publication
All
Article
8,003
Book / Working Paper
6,817
Journal
20
Type of publication (narrower categories)
All
Article in journal
7,396
Aufsatz in Zeitschrift
7,396
Graue Literatur
1,778
Non-commercial literature
1,778
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1,759
Arbeitspapier
1,607
Hochschulschrift
569
Aufsatz im Buch
539
Book section
539
Thesis
450
Lehrbuch
184
Textbook
172
Collection of articles of several authors
121
Sammelwerk
121
Dissertation u.a. Prüfungsschriften
81
Collection of articles written by one author
80
Sammlung
80
Bibliografie enthalten
77
Bibliography included
77
Aufsatzsammlung
73
Conference paper
44
Konferenzbeitrag
44
Forschungsbericht
40
Glossar enthalten
31
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31
Konferenzschrift
28
Handbook
27
Handbuch
27
Systematic review
21
Übersichtsarbeit
21
Amtsdruckschrift
18
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18
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16
Bibliografie
15
Conference proceedings
15
Einführung
12
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12
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English
14,113
German
638
French
39
Undetermined
20
Spanish
19
Italian
14
Portuguese
5
Croatian
1
Hungarian
1
Dutch
1
Polish
1
Russian
1
Swedish
1
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Madan, Dilip B.
90
Cui, Zhenyu
73
Härdle, Wolfgang
71
Fabozzi, Frank J.
68
Joshi, Mark S.
66
Carr, Peter
60
Takahashi, Akihiko
59
Schoutens, Wim
57
Chiarella, Carl
53
Stentoft, Lars
53
Elliott, Robert J.
49
Jacobs, Kris
47
Hull, John
42
Wystup, Uwe
40
Benth, Fred Espen
38
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
36
Jarrow, Robert A.
35
Schlögl, Erik
35
Belomestny, Denis
34
Lee, Cheng F.
34
Chesney, Marc
33
Kim, Young Shin
33
Fusai, Gianluca
32
Wang, Xingchun
32
Christoffersen, Peter F.
31
Korn, Ralf
31
Račev, Svetlozar T.
31
Siu, Tak Kuen
31
Zhang, Jin E.
31
Barone-Adesi, Giovanni
30
Ewald, Christian-Oliver
30
Platen, Eckhard
30
Schwartz, Eduardo S.
30
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Perrakis, Stylianos
28
Schoenmakers, John
28
Wilmott, Paul
28
Wong, Hoi Ying
28
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Institution
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National Bureau of Economic Research
62
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Institut für Schweizerisches Bankwesen <Zürich>
14
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Deutsche Forschungsgemeinschaft
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
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
World Bank
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 / Institut für Volkswirtschaftslehre
2
Eberhard Karls Universität Tübingen
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Board of Governors
2
Hochschule für Bankwirtschaft
2
Indien / Central Board of Irrigation and Power
2
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Published in...
All
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
130
Finance research letters
117
International journal of financial engineering
116
Computational economics
111
Journal of mathematical finance
107
Risks : open access journal
99
Research paper series / Swiss Finance Institute
86
The North American journal of economics and finance : a journal of financial economics studies
83
Journal of financial economics
81
The European journal of finance
81
Asia-Pacific financial markets
77
Journal of econometrics
69
Energy economics
60
NBER working paper series
60
Journal of financial and quantitative analysis : JFQA
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
The journal of finance : the journal of the American Finance Association
55
SFB 649 discussion paper
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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Source
All
ECONIS (ZBW)
14,437
USB Cologne (EcoSocSci)
169
EconStor
156
USB Cologne (business full texts)
67
OLC EcoSci
6
BASE
5
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1
Pricing American option using a modified fractional black-scholes model under multi-state regime switching
Yousuf, M.
;
Khaliq, Abdul Q. M.
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014497295
Saved in:
2
Efficient high-order numerical methods for pricing of options
Hajipour, Mojtaba
;
Malek, Alaeddin
- In:
Computational economics
45
(
2015
)
1
,
pp. 31-47
Persistent link: https://www.econbiz.de/10010511343
Saved in:
3
A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte
;
Décamps, Jean-Paul
;
Koehl, …
-
1996
Persistent link: https://www.econbiz.de/10000936713
Saved in:
4
A numerical method for discrete single barrier option pricing with time-dependent parameters
Farnoosh, Rahman
;
Rezazadeh, Hamidreza
;
Sobhani, Amirhossein
- In:
Computational economics
48
(
2016
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011646608
Saved in:
5
American option valuation methods
Zhao, Jinsha
- In:
International journal of economics and finance
10
(
2018
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011861003
Saved in:
6
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
7
A robust tree method for pricing American options with the Cox-Ingersoll-Ross interest rate model
Appolloni, Elisa
;
Caramellino, Lucia
;
Zanette, Antonino
- In:
IMA journal of management mathematics
26
(
2015
)
4
,
pp. 377-401
Persistent link: https://www.econbiz.de/10011515669
Saved in:
8
American options with gradual exercise under proportional transaction costs
Roux, Alet
;
Zastawniak, Tomasz
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10010498817
Saved in:
9
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
10
On pricing options with stressed-beta in a reduced form model
Kim, Geonwoo
;
Lim, Hyuncheul
;
Lee, Sungchul
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10011414105
Saved in:
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