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~subject:"Optionspreistheorie"
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Optionspreistheorie
Indien
118,479
India
97,493
Option pricing theory
14,344
Derivat
13,951
Derivative
13,917
Theorie
10,881
Theory
10,692
Volatilität
6,223
Volatility
6,151
Optionsgeschäft
5,121
China
5,096
Wirtschaftswachstum
4,921
Option trading
4,912
Economic growth
4,649
USA
4,144
United States
3,991
Schätzung
3,978
Estimation
3,926
Entwicklung
3,776
Stochastischer Prozess
3,587
Stochastic process
3,530
Bank
3,384
Börsenkurs
3,248
Hedging
3,240
Share price
3,221
Economic development
3,102
Industrie
3,012
Auslandsinvestition
2,738
Manufacturing industries
2,716
Foreign investment
2,695
Wirkungsanalyse
2,687
Portfolio-Management
2,655
Welt
2,651
Impact assessment
2,650
Logit model
2,648
Logit-Modell
2,643
Portfolio selection
2,637
World
2,626
Landwirtschaft
2,594
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Free
4,640
Undetermined
2,968
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Article
7,973
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6,810
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20
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Article in journal
7,369
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7,369
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1,777
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1,758
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1,606
Hochschulschrift
569
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539
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450
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121
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81
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40
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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
52
Elliott, Robert J.
49
Jacobs, Kris
46
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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National Bureau of Economic Research
60
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...
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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
131
Finance research letters
116
International journal of financial engineering
116
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
99
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
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)
14,402
USB Cologne (EcoSocSci)
169
EconStor
154
USB Cologne (business full texts)
67
OLC EcoSci
6
BASE
5
Showing
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1
What makes volatility smile? : an empirical investigation of implied volatility functions in Indian market
Inder, Shivani
;
Pasricha, J. S.
- In:
Business analyst : a refereed journal of Shri Ram …
36
(
2015
)
1
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011533053
Saved in:
2
Further evidence on pricing Indian stock call options using Black-Scholes
option
pricing model
Nagendran, R.
;
Venkateswar, Sankaran
- In:
Research bulletin / The Institute of Cost Accountants …
39
(
2014
),
pp. 185-195
Persistent link: https://www.econbiz.de/10011420273
Saved in:
3
Conjoint analysis of
option
and volatility models : empirical evidence from recent financial upheavals in
India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
4
Performance of Black-Scholes model with TSRV estimates
Singh, Shivam
;
Vipul
- In:
Managerial finance
41
(
2015
)
8
,
pp. 857-870
Persistent link: https://www.econbiz.de/10011336586
Saved in:
5
Ad-Hoc Black-Scholes vis-à-vis TSRV-based Black-Scholes : evidence from Indian options market
Dixit, Alok
;
Singh, Shivam
- In:
Journal of quantitative economics
16
(
2018
)
1
,
pp. 57-88
Persistent link: https://www.econbiz.de/10012418326
Saved in:
6
A study of relevance of Black-Scholes model on
option
prices of Indian stock market
Srivastava, Anubha
;
Shastri, Manjula
- In:
International journal of governance and financial …
1
(
2018
)
1
,
pp. 82-104
Persistent link: https://www.econbiz.de/10012253558
Saved in:
7
Pricing and hedging competitiveness of the tree
option
pricing models : evidence from
India
Singh, Vipul Kumar
- In:
The journal of asset management
17
(
2016
)
6
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011648199
Saved in:
8
Testing the performance of Black and Scholes pricing model in the Indian options market
Sharma, Sonal
- In:
Mudra : journal of finance and accounting
5
(
2018
)
1
,
pp. 18-34
Persistent link: https://www.econbiz.de/10011981105
Saved in:
9
An empirical test of market efficiency of Indian index options market using the Black-Scholes model and dynamic hedging strategy
Mohanti, Debaditya
;
Priyan, P. K.
- In:
Paradigm : the journal of Institute of Management Technology
18
(
2014
)
2
,
pp. 221-237
Persistent link: https://www.econbiz.de/10011760603
Saved in:
10
Beware of extreme investor sentiments! : Indian evidence on the performance of neuro-specific options volatility trading strategies on the facets of COVID-19
Royit, Ansu
;
Jose, Babu
;
Varghese, James
- In:
Journal of emerging market finance
22
(
2023
)
3
,
pp. 326-350
Persistent link: https://www.econbiz.de/10014382363
Saved in:
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