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Schätzung
Optionspreistheorie
14,849
Option pricing theory
14,388
Volatilität
4,031
Volatility
3,969
Theorie
3,936
Theory
3,789
Stochastischer Prozess
3,321
Stochastic process
3,268
Optionsgeschäft
2,985
Option trading
2,965
Derivat
2,463
Derivative
2,460
Black-Scholes-Modell
1,729
Black-Scholes model
1,681
Hedging
1,328
Portfolio-Management
1,187
Portfolio selection
1,171
CAPM
1,075
Zinsstruktur
960
Yield curve
950
Estimation
900
USA
781
United States
765
Risiko
663
Risk
660
Realoptionsansatz
655
Real options analysis
653
Monte-Carlo-Simulation
629
Monte Carlo simulation
619
Börsenkurs
597
Kreditrisiko
597
Statistische Verteilung
589
Credit risk
587
Share price
582
Statistical distribution
579
Kapitaleinkommen
538
Capital income
537
Zinsderivat
465
Aktienoption
462
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Online availability
All
Free
257
Undetermined
189
Type of publication
All
Article
499
Book / Working Paper
416
Type of publication (narrower categories)
All
Article in journal
474
Aufsatz in Zeitschrift
474
Graue Literatur
172
Non-commercial literature
172
Working Paper
170
Arbeitspapier
151
Hochschulschrift
90
Thesis
75
Aufsatz im Buch
24
Book section
24
Bibliografie enthalten
16
Bibliography included
16
Collection of articles written by one author
8
Sammlung
8
Collection of articles of several authors
3
Sammelwerk
3
Aufsatzsammlung
2
Amtsdruckschrift
1
Conference paper
1
Dissertation u.a. Prüfungsschriften
1
Government document
1
Konferenzbeitrag
1
Mikroform
1
Nachschlagewerk
1
Reference book
1
Systematic review
1
Übersichtsarbeit
1
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Language
All
English
849
German
64
French
3
Spanish
1
Author
All
Engle, Robert F.
20
Härdle, Wolfgang
15
Rosenberg, Joshua V.
15
Todorov, Viktor
15
Korn, Olaf
11
Craig, Ben R.
10
Bühler, Wolfgang
9
Jacobs, Kris
9
Bollerslev, Tim
7
Dumas, Bernard
7
Fleming, Jeff
7
Madan, Dilip B.
7
Pierdzioch, Christian
7
Schlag, Christian
7
Kane, Alex
6
Noh, Jaesun
6
Whaley, Robert E.
6
Andersen, Torben
5
Bakshi, Gurdip S.
5
Ivanova, Vesela
5
Keller, Joachim
5
Keller, Joachim G.
5
Marabel Romo, Jacinto
5
Nandi, Saikat
5
Rieken, Sascha
5
Schöbel, Rainer
5
Wu, Tao L.
5
Barone-Adesi, Giovanni
4
Bates, David S.
4
Benzoni, Luca
4
Christoffersen, Peter F.
4
Corsi, Fulvio
4
Funke, Michael
4
Fusari, Nicola
4
Heston, Steven L.
4
Hlávka, Zdeněk
4
Härdle, Wolfgang K.
4
Härdle, Wolfgang Karl
4
Lehnert, Thorsten
4
Lo, Andrew W.
4
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Institution
All
National Bureau of Economic Research
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Federal Reserve Bank of Cleveland
2
Verlag Dr. Kovač
2
Centre for Analytical Finance <Århus>
1
Centre for Economic Policy Research
1
Chambre de commerce et d'industrie de Paris
1
ESCP-EAP European School of Management
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Eric Cuvillier <Firma>
1
Federal Reserve Bank of St. Louis
1
Forschungsstelle für Internationales Management
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Goethe-Universität Frankfurt am Main
1
Shaker Verlag
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
École des Hautes Études Commerciales <Lausanne>
1
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Published in...
All
The journal of futures markets
36
Journal of banking & finance
20
Journal of econometrics
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
The journal of finance : the journal of the American Finance Association
13
Journal of financial economics
12
Finance research letters
11
International journal of theoretical and applied finance
11
Journal of empirical finance
11
Working paper / National Bureau of Economic Research, Inc.
9
International review of financial analysis
8
Review of derivatives research
8
Review of quantitative finance and accounting
8
Applied financial economics
7
Gabler Edition Wissenschaft
7
International review of economics & finance : IREF
7
Quantitative finance
7
SFB 649 discussion paper
7
The European journal of finance
7
Working paper
7
Discussion papers of interdisciplinary research project 373
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
NBER working paper series
6
Research paper series / Swiss Finance Institute
6
The journal of computational finance
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Applied economics
5
Journal of financial markets
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
SFB 649 Discussion Paper
5
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Department of Economics, University of California San Diego
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion paper / Tinbergen Institute
4
Economics letters
4
Gabler-Edition Wissenschaft
4
International journal of financial engineering
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
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Source
All
ECONIS (ZBW)
894
EconStor
19
USB Cologne (business full texts)
1
USB Cologne (EcoSocSci)
1
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915
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1
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
2
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:
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
A model of stock option prices
Yang, Zhongjin
;
Yang, Cassidy
- In:
International journal of financial markets and derivatives
2
(
2011
)
4
,
pp. 288-297
Persistent link: https://www.econbiz.de/10009528840
Saved in:
5
Performance of Black-Scholes model with TSRV estimates
Singh, Shivam
;
Vipul
- In:
Managerial finance
41
(
2015
)
8
,
pp. 857-870
Persistent link: https://www.econbiz.de/10011336586
Saved in:
6
Realizing smiles : options pricing with relized volatility
Corsi, Fulvio
;
Fusari, Nicola
;
La Vecchia, Davide
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
Saved in:
7
The information content of option-based forecasts of volatility : evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
Saved in:
8
The Black-Scholes currency option pricing model : evidence for unbiasedness from three currencies against the US dollar
Azar, Samih Antoine
;
Tortian, Annie
- In:
International journal of economics and finance
5
(
2013
)
8
,
pp. 54-64
Persistent link: https://www.econbiz.de/10009787194
Saved in:
9
On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
Saved in:
10
Assessing the quality of volatility estimators via option pricing
Sanfelici, Simona
;
Uboldi, Adamo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
2
,
pp. 103-124
Persistent link: https://www.econbiz.de/10010347332
Saved in:
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