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~subject:"Real options analysis"
~subject:"Theory"
~subject:"Volatility"
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Option Prices with Stochastic...
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Real options analysis
Theory
Volatility
Optionspreistheorie
14,816
Option pricing theory
14,351
Volatilität
4,019
Theorie
3,933
Stochastischer Prozess
3,306
Stochastic process
3,253
Optionsgeschäft
2,976
Option trading
2,956
Derivat
2,458
Derivative
2,454
Black-Scholes-Modell
1,726
Black-Scholes model
1,630
Hedging
1,326
Portfolio-Management
1,185
Portfolio selection
1,169
CAPM
1,067
Zinsstruktur
961
Yield curve
951
Schätzung
914
Estimation
899
USA
781
United States
765
Risiko
657
Risk
654
Realoptionsansatz
652
Monte-Carlo-Simulation
627
Monte Carlo simulation
616
Kreditrisiko
598
Börsenkurs
594
Credit risk
588
Statistische Verteilung
587
Share price
579
Statistical distribution
577
Kapitaleinkommen
539
Capital income
538
Zinsderivat
464
Aktienoption
462
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9
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Cui, Zhenyu
44
Härdle, Wolfgang
44
Carr, Peter
43
Chiarella, Carl
35
Madan, Dilip B.
30
Elliott, Robert J.
29
Hull, John
29
Kwok, Yue-Kuen
29
Wystup, Uwe
28
Jacobs, Kris
26
Schwartz, Eduardo S.
26
Takahashi, Akihiko
26
Jacquier, Antoine (Jack)
25
Scaillet, Olivier
24
Jarrow, Robert A.
23
Joshi, Mark S.
23
Alòs, Elisa
22
Fengler, Matthias R.
22
Gatheral, Jim
22
Schoutens, Wim
22
Zhang, Jin E.
22
Christoffersen, Peter F.
21
Glasserman, Paul
21
Nguyen, Duy
21
Schoenmakers, John
21
Fabozzi, Frank J.
20
Korn, Ralf
20
Lorig, Matthew
20
Subrahmanyam, Marti G.
20
Benth, Fred Espen
19
Guyon, Julien
19
Wong, Hoi Ying
19
Branger, Nicole
18
Engle, Robert F.
18
Heston, Steven L.
18
Platen, Eckhard
18
Renault, Eric
18
Grasselli, Martino
17
Kohlmann, Michael
17
Vorst, Ton
17
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Centre for Analytical Finance <Århus>
18
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
National Bureau of Economic Research
12
Svenska Handelshögskolan <Helsinki>
9
Chambre de commerce et d'industrie de Paris
6
Ekonomiska forskningsinstitutet <Stockholm>
6
Johannes Gutenberg-Universität Mainz
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
5
Center for Economic Research <Tilburg>
4
Centre of Financial Studies
4
Verlag Dr. Kovač
4
International Center for Financial Asset Management and Engineering
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
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
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Hochschule für Bankwirtschaft
2
Karlsruher Institut für Technologie
2
Springer Fachmedien Wiesbaden
2
Springer-Verlag GmbH
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Transportation, Water, and Telecommunications Department, The World Bank
2
Universität Ulm
2
Weltbank
2
American Finance Association
1
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Bank of Canada
1
Berliner Wissenschafts-Verlag
1
Capital Markets Conference <UTI Institute of Capital Markets, Navi Mumbai> <1, 1997, Navi Muṃbaī>
1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Columbia University / Graduate School of Business
1
Commissariat à l'énergie atomique
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
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Published in...
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International journal of theoretical and applied finance
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
237
The journal of futures markets
151
Finance and stochastics
142
Applied mathematical finance
135
The journal of computational finance
134
The journal of derivatives : the official publication of the International Association of Financial Engineers
129
Journal of banking & finance
121
Quantitative finance
111
Review of derivatives research
97
Journal of economic dynamics & control
82
European journal of operational research : EJOR
56
Finance research letters
55
Journal of econometrics
52
International journal of financial engineering
51
The European journal of finance
51
Journal of financial economics
50
The journal of finance : the journal of the American Finance Association
48
The review of financial studies
48
Computational economics
46
Journal of financial and quantitative analysis : JFQA
44
Journal of mathematical finance
40
The journal of real estate finance and economics
40
The North American journal of economics and finance : a journal of financial economics studies
39
Research paper series / Swiss Finance Institute
38
Asia-Pacific financial markets
37
Decisions in economics and finance : DEF ; a journal of applied mathematics
37
Energy economics
34
International review of economics & finance : IREF
34
SFB 649 discussion paper
34
Risks : open access journal
33
Advances in futures and options research : a research annual
32
Review of quantitative finance and accounting
32
Annals of finance
31
Insurance / Mathematics & economics
31
Working paper series / Centre for Practical Quantitative Finance
31
Working paper / National Bureau of Economic Research, Inc.
30
Gabler Edition Wissenschaft
28
International review of financial analysis
28
Applied economics
27
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ECONIS (ZBW)
7,654
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1
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
Saved in:
2
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
1998
Persistent link: https://www.econbiz.de/10000168118
Saved in:
3
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
1999
Persistent link: https://www.econbiz.de/10000663279
Saved in:
4
Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng
-
1997
Persistent link: https://www.econbiz.de/10000633272
Saved in:
5
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
6
Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C.
-
1998
Persistent link: https://www.econbiz.de/10000676156
Saved in:
7
Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959376
Saved in:
8
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan
-
1994
Persistent link: https://www.econbiz.de/10000959539
Saved in:
9
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
10
Fast, stable and accurate method for the Black-Scholes equation of American options
Ehrhardt, Matthias
;
Mickens, Ronald E.
-
2008
Persistent link: https://www.econbiz.de/10003716552
Saved in:
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