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Optionspreistheorie
Börsenkurs
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Cui, Zhenyu
44
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32
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29
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26
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25
Chiarella, Carl
24
Gatheral, Jim
22
Zhang, Jin E.
22
Christoffersen, Peter F.
21
Fengler, Matthias R.
21
Lorig, Matthew
21
Madan, Dilip B.
21
Nguyen, Duy
21
Alòs, Elisa
20
Takahashi, Akihiko
20
Guyon, Julien
19
Todorov, Viktor
19
Schoutens, Wim
18
Wang, Xingchun
18
Fabozzi, Frank J.
17
Heston, Steven L.
17
Escobar, Marcos
16
Benth, Fred Espen
15
Elliott, Robert J.
15
Grasselli, Martino
15
Skiadopoulos, George
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Stentoft, Lars
15
Wu, Liuren
15
Engle, Robert F.
14
Forde, Martin
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Fouque, Jean-Pierre
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Kang, Boda
14
Le Floc'h, Fabien
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Oosterlee, Cornelis W.
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Schlag, Christian
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13
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Chambre de commerce et d'industrie de Paris
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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American Finance Association
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Berliner Wissenschafts-Verlag
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1
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International journal of theoretical and applied finance
164
Quantitative finance
110
The journal of futures markets
87
Journal of banking & finance
81
Applied mathematical finance
75
The journal of computational finance
67
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
Finance research letters
52
Review of derivatives research
52
International journal of financial engineering
49
Finance and stochastics
44
European journal of operational research : EJOR
43
Journal of econometrics
42
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
Journal of mathematical finance
40
Computational economics
39
Research paper series / Swiss Finance Institute
39
The North American journal of economics and finance : a journal of financial economics studies
39
Journal of economic dynamics & control
38
Journal of financial economics
35
Risks : open access journal
34
Insurance / Mathematics & economics
31
Review of quantitative finance and accounting
27
The European journal of finance
27
Annals of finance
26
International review of economics & finance : IREF
25
Applied economics
23
Journal of risk and financial management : JRFM
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Journal of empirical finance
21
The journal of finance : the journal of the American Finance Association
21
Energy economics
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Economic modelling
18
Journal of financial and quantitative analysis : JFQA
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
Swiss Finance Institute Research Paper
17
Asia-Pacific financial markets
16
International review of financial analysis
16
The review of financial studies
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ECONIS (ZBW)
4,350
EconStor
37
USB Cologne (business full texts)
15
USB Cologne (EcoSocSci)
8
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1
Which value component has a larger effect on idiosyncratic
volatility
, assets in place or growth options?
Hu, Yu
;
Jiang, Xiaoquan
- In:
Applied economics
56
(
2024
)
46
,
pp. 5530-5554
Persistent link: https://www.econbiz.de/10015051109
Saved in:
2
Investor expectations of
volatility
increases around large stock splits as implied in call option premia
Klein, Linda S.
;
Peterson, David R.
- In:
The journal of financial research
11
(
1988
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10003602801
Saved in:
3
Identifying jumps in financial assets : a comparison between nonparametric jump tests
Dumitru, Ana-Maria
;
Urga, Giovanni
-
2011
Persistent link: https://www.econbiz.de/10009381375
Saved in:
4
Option valuation with
volatility
components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
5
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
6
Effect of return and
volatility
calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
1
,
pp. 103-110
Persistent link: https://www.econbiz.de/10011420532
Saved in:
7
Why do options prices predict stock returns? : evidence from analyst tipping
Lin, Tse-Chun
;
Lu, Xiaolong
- In:
Journal of banking & finance
52
(
2015
),
pp. 17-28
Persistent link: https://www.econbiz.de/10011377291
Saved in:
8
Can derivative information predict stock price jumps?
Kwark, Noe-Keol
;
Kang, Hyoung Goo
;
Jun, Sang-Gyung
- In:
The journal of applied business research
31
(
2015
)
3
,
pp. 845-860
Persistent link: https://www.econbiz.de/10011304812
Saved in:
9
Cross-section stock return and implied covariance between jump and diffusive
volatility
Ze-To, Samuel Yau Man
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 379-390
Persistent link: https://www.econbiz.de/10011318319
Saved in:
10
Jointly estimating jump beats
Polimenis, Vassilis
;
Papantonis, Ioannis
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10010337468
Saved in:
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