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Risiko
Volatility
40,903
Volatilität
40,635
Optionspreistheorie
14,803
Option pricing theory
14,344
Theorie
13,481
Theory
13,119
Börsenkurs
9,714
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9,570
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8,999
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8,807
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7,318
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7,291
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6,576
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6,505
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5,915
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5,851
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5,380
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5,282
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4,950
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4,852
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4,819
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4,686
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4,675
Exchange rate
4,591
Prognoseverfahren
3,993
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3,939
Optionsgeschäft
3,393
Option trading
3,369
Derivat
3,318
Zeitreihenanalyse
3,317
Derivative
3,310
Time series analysis
3,234
Portfolio-Management
3,172
Portfolio selection
3,144
Risk
3,076
volatility
2,646
CAPM
2,458
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2,424
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2,387
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Gupta, Rangan
78
Bloom, Nicholas
26
Bekaert, Geert
18
Pierdzioch, Christian
17
Salisu, Afees A.
17
Bouri, Elie
16
Caporale, Guglielmo Maria
15
Demirer, Rıza
15
Veronesi, Pietro
15
Kelly, Bryan T.
14
Christiansen, Charlotte
13
Ma, Feng
13
Chiang, Thomas C.
12
Giglio, Stefano
12
Hoerova, Marie
12
Wohar, Mark E.
12
Balcilar, Mehmet
11
Bartram, Söhnke M.
11
Davis, Steven J.
11
Dew-Becker, Ian
11
Mumtaz, Haroon
11
Stulz, René M.
11
Uddin, Mohammed Gazi Salah
11
Brown, Gregory W.
10
Castelnuovo, Efrem
10
Fabozzi, Frank J.
10
Gozgor, Giray
10
Kurz, Mordecai
10
Shaliastovich, Ivan
10
Baker, Scott
9
Bollerslev, Tim
8
Caggiano, Giovanni
8
Lo Duca, Marco
8
Lucey, Brian M.
8
Schlag, Christian
8
Su, Zhi
8
Tiwari, Aviral Kumar
8
Todorov, Viktor
8
Triantafyllou, Athanasios
8
Yin, Libo
8
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Goethe-Universität Frankfurt am Main
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International Monetary Fund
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1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer International Publishing
1
Svenska Handelshögskolan <Helsinki>
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Universität Mannheim
1
Universität Ulm
1
Universität Zürich / Institut für Schweizerisches Bankwesen
1
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Finance research letters
107
Energy economics
72
International review of financial analysis
52
The North American journal of economics and finance : a journal of financial economics studies
46
International review of economics & finance : IREF
40
Economic modelling
38
Applied economics
35
NBER working paper series
35
Working paper
31
Working paper / National Bureau of Economic Research, Inc.
31
Journal of banking & finance
28
Journal of financial economics
28
NBER Working Paper
28
Research in international business and finance
28
Economics letters
26
Applied economics letters
24
Journal of empirical finance
24
International journal of theoretical and applied finance
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
CESifo working papers
21
Department of Economics working paper series
21
Journal of international financial markets, institutions & money
21
Pacific-Basin finance journal
21
Journal of risk and financial management : JRFM
19
Discussion paper / Centre for Economic Policy Research
18
Journal of international money and finance
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
The review of financial studies
18
Journal of economic dynamics & control
17
Insurance / Mathematics & economics
16
International journal of finance & economics : IJFE
16
Discussion papers / CEPR
15
Quantitative finance
15
The European journal of finance
15
Applied mathematical finance
14
CAMA working paper series
14
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
14
Research paper series / Swiss Finance Institute
14
Review of derivatives research
14
Risks : open access journal
14
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Source
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ECONIS (ZBW)
3,004
EconStor
26
BASE
1
OLC EcoSci
1
USB Cologne (EcoSocSci)
1
Showing
1
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10
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3,033
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1
Are real options "real"? : isolating uncertainty from risk in real options analysis
So, Leh-Chyan
- In:
Annals of financial economics
9
(
2014
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010489151
Saved in:
2
FX risk-neutral valuation relationships for the S u jump-diffusion family
Câmara, Ana
;
Câmara, António
;
Popova, Ivilina
; …
- In:
International journal of finance & economics : IJFE
16
(
2011
)
4
,
pp. 339-356
Persistent link: https://www.econbiz.de/10009508891
Saved in:
3
Uncertain
volatility
derivative model based on the polynomial chaos
Drakos, Stefanos
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 55-63
Persistent link: https://www.econbiz.de/10011543102
Saved in:
4
Option pricing via maximization over uncertainty and correction of
volatility
smile
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 507-524
Persistent link: https://www.econbiz.de/10009269369
Saved in:
5
Hedging European derivatives with the polynomial variance swap under uncertain
volatility
environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
6
Risk Managing Long-Dated Smile Risk with SABR Formula
Moni, Claudio
-
2014
used, in particular for long expiries and in high
volatility
environments. For example, we obtain positive sensitivities to …
Persistent link: https://www.econbiz.de/10013062318
Saved in:
7
A risk-neutral equilibrium leading to uncertain
volatility
pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
8
From smile asymptotics to market risk measures
Sircar, Kaushik Ronnie
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 400-425
Persistent link: https://www.econbiz.de/10011350605
Saved in:
9
No more replicating portfolios : a simple convex combination to understand the risk-neutral valuation method for the multi-step binomial valuation of a call option
Mercken, Roger
;
Motmans, Lisette
;
Houben, Ghislain
- In:
EuroEconomica
(
2010
)
1
,
pp. 63-70
Persistent link: https://www.econbiz.de/10008697872
Saved in:
10
Liquidity risk and option pricing theory
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Financial engineering
,
(pp. 727-762)
.
2008
Persistent link: https://www.econbiz.de/10003567782
Saved in:
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