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Risiko
Volatility
43,894
Volatilität
43,632
Theorie
24,879
Theory
24,338
Stochastischer Prozess
19,607
Stochastic process
19,160
Optionspreistheorie
15,659
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15,199
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10,934
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10,773
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9,637
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9,403
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7,565
Kapitaleinkommen
7,516
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7,491
Capital income
7,487
Optionsgeschäft
6,640
Option trading
6,434
Aktienmarkt
6,028
Welt
5,972
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5,961
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5,866
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5,721
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5,688
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5,490
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5,314
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5,207
Risk
5,115
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5,103
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5,038
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4,918
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4,828
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4,757
Derivat
4,346
Derivative
4,334
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3,643
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3,595
CAPM
3,441
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3,081
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147
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65
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Gupta, Rangan
100
Bloom, Nicholas
30
Bouri, Elie
28
Kelly, Bryan T.
25
Bekaert, Geert
24
Pierdzioch, Christian
23
Lustig, Hanno
21
Salisu, Afees A.
21
Ma, Feng
19
Demirer, Rıza
18
Veronesi, Pietro
18
Giglio, Stefano
16
Caporin, Massimiliano
15
Fabozzi, Frank J.
15
Wang, Xingchun
15
Wong, Wing Keung
15
Bartram, Söhnke M.
14
Christiansen, Charlotte
14
Stulz, René M.
14
Brown, Gregory W.
13
Chiang, Thomas C.
13
Hammoudeh, Shawkat
13
Hoerova, Marie
13
Härdle, Wolfgang
13
Liu, Yang
13
Prokopczuk, Marcel
13
Baker, Scott
12
Escudero, Laureano F.
12
Marcellino, Massimiliano
12
Beißner, Patrick
11
Carriero, Andrea
11
Davis, Steven J.
11
Dew-Becker, Ian
11
Mumtaz, Haroon
11
Nieuwerburgh, Stijn van
11
Ozkan, Serdar
11
Shaliastovich, Ivan
11
Wohar, Mark E.
11
Yin, Libo
11
Balcilar, Mehmet
10
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2
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2
Universität Ulm
2
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1
Australian National University / Research School of Pacific and Asian Studies / Economics Division
1
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
1
Cornell University / Cornell Food and Nutrition Policy Program
1
Goethe-Universität Frankfurt am Main
1
Harvard Institute for International Development
1
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1
International Monetary Fund
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1
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1
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1
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Finance research letters
144
Insurance / Mathematics & economics
108
Energy economics
102
European journal of operational research : EJOR
91
International review of economics & finance : IREF
62
International review of financial analysis
61
NBER working paper series
56
The North American journal of economics and finance : a journal of financial economics studies
53
NBER Working Paper
50
Risks : open access journal
47
Applied economics
45
International journal of theoretical and applied finance
43
Economic modelling
41
Working paper
39
Journal of banking & finance
37
Journal of financial economics
37
Management science : journal of the Institute for Operations Research and the Management Sciences
37
Working paper / National Bureau of Economic Research, Inc.
35
Research in international business and finance
34
Department of Economics working paper series
32
Economics letters
29
Journal of international financial markets, institutions & money
28
Scandinavian actuarial journal
28
Journal of risk and financial management : JRFM
27
Quantitative finance
27
Applied economics letters
26
CESifo working papers
26
Journal of economic dynamics & control
25
Pacific-Basin finance journal
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Journal of empirical finance
24
Finance and stochastics
22
The journal of futures markets
22
The review of financial studies
22
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
21
Journal of international money and finance
21
Operations research
21
Discussion paper / Centre for Economic Policy Research
20
Discussion papers / CEPR
20
Global finance journal
18
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ECONIS (ZBW)
5,039
EconStor
41
BASE
2
USB Cologne (EcoSocSci)
2
OLC EcoSci
1
RePEc
1
Showing
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1
Monte-Carlo Valuation of Options Under Uncertain
Volatility
: A Local Quadratic Kernel Regression-Based Method
Gocsei, Arnaud
-
2012
We present a non-parametric Monte-Carlo method for computing the price of an option in an uncertain
volatility
model …
Persistent link: https://www.econbiz.de/10013101251
Saved in:
2
Lévy jump risk : evidence from options and returns
Ornthanalai, Chayawat
- In:
Journal of financial economics
112
(
2014
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10010375952
Saved in:
3
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
4
An investigation of model risk in a market with jumps and stochastic
volatility
Coqueret, Guillaume
- In:
European journal of operational research : EJOR
253
(
2016
)
3
,
pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
Saved in:
5
Valuing variable annuity guarantees on multiple assets
Fonseca, José da
;
Ziveyi, Jonathan
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011772102
Saved in:
6
Simple robust hedging with nearby contracts
Wu, Liuren
;
Zhu, Jingyi
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011658670
Saved in:
7
Option pricing under time-varying risk-aversion with applications to risk forecasting
Kiesel, Rüdiger
;
Rahe, Florentin
- In:
Journal of banking & finance
76
(
2017
),
pp. 120-138
Persistent link: https://www.econbiz.de/10011814247
Saved in:
8
Calibration risk : illustrating the impact of calibration risk under the Heston model
Guillaume, Florence
;
Schoutens, Wim
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10009627433
Saved in:
9
Valuation of catastrophe equity put options with correlated default risk and jump risk
Bi, Hongwei
;
Wang, Guanying
;
Wang, Xingchun
- In:
Finance research letters
29
(
2019
),
pp. 323-329
Persistent link: https://www.econbiz.de/10012419135
Saved in:
10
Option prices in a model with stochastic disaster risk
Seo, Sang Byung
;
Wachter, Jessica
- In:
Management science : journal of the Institute for …
65
(
2019
)
8
,
pp. 3449-3469
Persistent link: https://www.econbiz.de/10012062624
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