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~subject:"Optionspreistheorie"
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Optionspreistheorie
Indien
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4,829
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4,561
Option pricing theory
4,159
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4,038
Wirkungsanalyse
4,003
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3,970
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3,952
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Cui, Zhenyu
46
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32
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30
Carr, Peter
26
Härdle, Wolfgang
25
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Christoffersen, Peter F.
23
Gatheral, Jim
22
Zhang, Jin E.
22
Nguyen, Duy
21
Alòs, Elisa
20
Fengler, Matthias R.
20
Lorig, Matthew
20
Takahashi, Akihiko
20
Escobar, Marcos
19
Guyon, Julien
19
Wang, Xingchun
19
Fabozzi, Frank J.
17
Benth, Fred Espen
16
Elliott, Robert J.
16
Engle, Robert F.
16
Heston, Steven L.
16
Grasselli, Martino
15
Schoutens, Wim
15
Forde, Martin
14
Fouque, Jean-Pierre
14
Jacquier, Antoine
14
Kang, Boda
14
Kim, Sol
14
Kim, Young Shin
14
Le Floc'h, Fabien
14
Oosterlee, Cornelis W.
14
Račev, Svetlozar T.
14
Skiadopoulos, George
14
Todorov, Viktor
14
Wu, Liuren
14
Ewald, Christian-Oliver
13
Feunou, Bruno
13
Grzelak, Lech A.
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Chambre de commerce et d'industrie de Paris
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Svenska Handelshögskolan <Helsinki>
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Indien / Central Board of Irrigation and Power
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National Centre of Competence in Research - Financial Valuation and Risk Management
2
World Bank
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All India Manufacturer's Organisation, DHP Regional Board
1
Association of Free Trade Unionists
1
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
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Econometrisch Instituut <Rotterdam>
1
Electronic Component Industrie Association
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Federal Reserve Bank of Cleveland
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1
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1
Universität Ulm
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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International journal of theoretical and applied finance
161
Quantitative finance
105
The journal of futures markets
90
Journal of banking & finance
79
Applied mathematical finance
75
The journal of computational finance
67
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
Finance research letters
53
Review of derivatives research
52
International journal of financial engineering
48
European journal of operational research : EJOR
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
43
The North American journal of economics and finance : a journal of financial economics studies
42
Finance and stochastics
41
Journal of econometrics
41
Computational economics
40
Journal of economic dynamics & control
38
Journal of mathematical finance
35
Research paper series / Swiss Finance Institute
30
Risks : open access journal
30
Insurance / Mathematics & economics
27
Journal of financial economics
27
Review of quantitative finance and accounting
27
Annals of finance
25
International review of economics & finance : IREF
25
Applied economics
24
The European journal of finance
23
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Energy economics
21
Journal of empirical finance
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Economic modelling
19
Journal of risk and financial management : JRFM
19
CREATES research paper
18
International review of financial analysis
18
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
18
Asia-Pacific financial markets
17
Journal of financial and quantitative analysis : JFQA
16
NBER working paper series
15
The journal of finance : the journal of the American Finance Association
15
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ECONIS (ZBW)
4,165
EconStor
34
USB Cologne (business full texts)
15
USB Cologne (EcoSocSci)
9
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1
Dynamic interaction between historical and implied
volatility
in the Indian option market
Viswanathan, T.
;
Sriram, R.
;
Mukherjee, Prathana
- In:
International journal of public sector performance …
8
(
2021
)
1/2
,
pp. 128-144
Persistent link: https://www.econbiz.de/10012696739
Saved in:
2
GARCH
option pricing and implied FX
volatility
indices
Venter, Pierre J.
;
Maré, E.
- In:
Journal for studies in economics and econometrics : SEE
45
(
2021
)
1
,
pp. 42-52
Persistent link: https://www.econbiz.de/10013173960
Saved in:
3
Reasonable evaluation of VIX options for the Taiwan stock index
Huang, Hung-Hsi
;
Lin, Shin-Hung
;
Wang, Chiu-Ping
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 111-130
Persistent link: https://www.econbiz.de/10012120217
Saved in:
4
On forecasting Taiwanese stock index option prices : the role of implied
volatility
index
Wang, Jying-Nan
;
Liu, Hung-Chun
;
Chen, Lu-Jui
- In:
International journal of economics and finance
9
(
2017
)
9
,
pp. 133-136
Persistent link: https://www.econbiz.de/10011762731
Saved in:
5
Spot market and derivative segment of equity in
India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
6
Leverage effect and introduction of options and futures impact on equity market : a study in Indian context
Kumar, Atul
;
Raman, T. V.
;
Rastogi, Sanjay
- In:
Indian journal of economics & business : IJEB
17
(
2018
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10012649820
Saved in:
7
Pricing and hedging options with
GARCH
-stable proxy volatilities
Mozumder, Sharif
;
Kabir, Humayun
;
Dempsey, Michael
- In:
Applied economics
50
(
2018
)
56
,
pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
Saved in:
8
The cross-sectional relation between conditional
heteroskedasticity
, the implied
volatility
smile, and the variance risk premium
Ederington, Louis H.
;
Guan, Wei
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3388-3400
Persistent link: https://www.econbiz.de/10010126417
Saved in:
9
The information content of implied
volatility
indexes for forecasting
volatility
and market risk
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791288
Saved in:
10
Forecasting
volatility
and market returns using the CBOE
Volatility
Index and its options
Stanley, Spencer T.
;
Trainor, William J.
- In:
The journal of investment strategies
10
(
2021
)
3
,
pp. 65-77
Persistent link: https://www.econbiz.de/10013270053
Saved in:
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