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~subject:"Real options analysis"
~subject:"Volatility"
~subject:"Yield curve"
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Option Prices with Stochastic...
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Real options analysis
Volatility
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Optionspreistheorie
14,816
Option pricing theory
14,351
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4,019
Theorie
3,933
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3,786
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3,253
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2,454
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1,726
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899
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652
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579
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538
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45
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28
Chiarella, Carl
28
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26
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25
Jacobs, Kris
24
Joshi, Mark S.
23
Elliott, Robert J.
22
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22
Härdle, Wolfgang
22
Alòs, Elisa
21
Fengler, Matthias R.
21
Lorig, Matthew
21
Nguyen, Duy
21
Schlögl, Erik
20
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20
Fabozzi, Frank J.
19
Grasselli, Martino
19
Guyon, Julien
19
Christoffersen, Peter F.
18
Benth, Fred Espen
17
Filipović, Damir
16
Heston, Steven L.
16
Schwartz, Eduardo S.
16
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16
Wu, Liuren
16
Escobar, Marcos
15
Ewald, Christian-Oliver
15
Fouque, Jean-Pierre
15
Madan, Dilip B.
15
Oosterlee, Cornelis W.
15
Schoutens, Wim
15
Branger, Nicole
14
Forde, Martin
14
Grzelak, Lech A.
14
Jacquier, Antoine
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Centre for Analytical Finance <Århus>
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3
Springer Fachmedien Wiesbaden
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Svenska Handelshögskolan <Helsinki>
3
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2
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2
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2
American Finance Association
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Danmarks Nationalbank
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Deutsche Forschungsgemeinschaft
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Erasmus Research Institute of Management
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Federal Reserve Bank of Cleveland
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Peter Lang GmbH
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sportökonomie Uni Bayreuth e.V.
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Springer International Publishing
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1
Universität Ulm
1
Verlag Dr. Kovač
1
Wharton School
1
Wharton School / Finance Department
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International journal of theoretical and applied finance
201
Quantitative finance
120
Applied mathematical finance
99
Journal of banking & finance
98
Mathematical finance : an international journal of mathematics, statistics and financial theory
93
The journal of futures markets
91
The journal of computational finance
82
Review of derivatives research
68
International journal of financial engineering
61
European journal of operational research : EJOR
60
Finance research letters
60
The journal of derivatives : the official publication of the International Association of Financial Engineers
58
Finance and stochastics
57
Journal of economic dynamics & control
46
Journal of mathematical finance
44
Computational economics
43
Journal of econometrics
42
Risks : open access journal
42
The European journal of finance
42
The North American journal of economics and finance : a journal of financial economics studies
41
Research paper series / Swiss Finance Institute
36
Energy economics
32
Journal of financial economics
32
Insurance / Mathematics & economics
31
Annals of finance
30
Review of quantitative finance and accounting
30
Applied economics
27
International review of economics & finance : IREF
27
Asia-Pacific financial markets
26
International review of financial analysis
23
Journal of risk and financial management : JRFM
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
The journal of finance : the journal of the American Finance Association
23
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
Economic modelling
21
Discussion paper / Tinbergen Institute
20
Journal of empirical finance
20
Journal of financial and quantitative analysis : JFQA
20
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
The journal of fixed income
20
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ECONIS (ZBW)
5,249
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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
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:
4
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
5
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
6
On black-scholes implied volatility at extreme strikes
Benaim, Shalom
;
Friz, Peter
;
Lee, Roger
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 19-45)
.
2009
Persistent link: https://www.econbiz.de/10003787593
Saved in:
7
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
8
FX options and smile risk
Castagna, Antonio
-
2010
Persistent link: https://www.econbiz.de/10003849324
Saved in:
9
Alternative formulas to compute implied standard deviation
Ang, James S.
;
Jou, Gwoduan David
;
Lai, Tsong-yue
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
2
,
pp. 159-176
Persistent link: https://www.econbiz.de/10003871567
Saved in:
10
Mathematical finance : theory, modeling, implementation
Fries, Christian
-
2007
Persistent link: https://www.econbiz.de/10003433292
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