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Statistical distribution
Optionspreistheorie
14,843
Option pricing theory
14,382
Theorie
7,313
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7,145
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6,104
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5,824
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3,958
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3,895
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3,670
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2,416
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1,383
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1,263
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1,129
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1,118
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1,109
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1,109
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1,105
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1,103
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1,065
Schätzung
1,058
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1,042
Zinsstruktur
975
Yield curve
965
USA
849
United States
831
Kreditrisiko
789
Credit risk
778
Prognoseverfahren
777
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768
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668
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Härdle, Wolfgang
10
Madan, Dilip B.
10
Jacobs, Kris
9
Perote, Javier
9
Landsman, Zinoviy
8
Todorov, Viktor
8
Kotz, Samuel
7
Račev, Svetlozar T.
7
Vernic, Raluca
7
Balakrishnan, Narayanaswamy
6
Bollerslev, Tim
6
Christoffersen, Peter F.
6
Constantinescu, Corina
6
Kim, Young Shin
6
Shushi, Tomer
6
Wang, King
6
Winkler, Robert L.
6
Ñíguez, Trino-Manuel
6
Asmussen, Søren
5
Craig, Ben R.
5
Cui, Zhenyu
5
Fabozzi, Frank J.
5
Johnson, Norman Lloyd
5
Makov, Udi
5
Rockinger, Michael
5
Vilsmeier, Johannes
5
Vitiello, Luiz
5
Akkerboom, Hans
4
Albrecher, Hansjörg
4
Alexander, Carol
4
Berti, Patrizia
4
Bickel, J. Eric
4
Carr, Peter
4
Einmahl, John H. J.
4
Guirguis, Michel
4
Gzyl, Henryk
4
Haan, Laurens de
4
Hanke, Michael
4
Härdle, Wolfgang K.
4
Keller, Joachim G.
4
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Chamber of Commerce of the United States of America
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2
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Centre for Analytical Finance <Århus>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
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1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of Chicago
1
Federal Reserve Bank of Cleveland
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1
Katholieke Hogeschool
1
London School of Economics and Political Science
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
University of Canterbury / Dept. of Economics and Finance
1
University of New England / Department of Econometrics
1
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Insurance / Mathematics & economics
50
Risks : open access journal
32
Journal of econometrics
26
International journal of theoretical and applied finance
24
European journal of operational research : EJOR
21
Scandinavian actuarial journal
20
Quantitative finance
15
The journal of futures markets
15
Statistics in transition : an international journal of the Polish Statistical Association
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Journal of mathematical finance
12
Applied mathematical finance
11
Computational economics
11
Discussion paper / Tinbergen Institute
11
Economics letters
11
International journal of forecasting
11
Review of derivatives research
11
The journal of computational finance
11
Astin bulletin : the journal of the International Actuarial Association
10
Finance research letters
10
Journal of banking & finance
10
Operations research letters
10
International journal of financial engineering
9
International journal of quality & reliability management
9
Journal of risk and financial management : JRFM
9
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of economic dynamics & control
8
Review of quantitative finance and accounting
8
The North American journal of economics and finance : a journal of financial economics studies
8
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The journal of operational risk
7
IMA journal of management mathematics
6
Journal of empirical finance
6
Mathematics of operations research
6
Quaderni del Dipartimento
6
SFB 649 discussion paper
6
Working paper
6
ECARES working paper
5
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ECONIS (ZBW)
1,331
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1
Recovering risk neutral densities from option prices : a new approach
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
4
,
pp. 1037-1053
Persistent link: https://www.econbiz.de/10003811375
Saved in:
2
Financial decision-making under distribution uncertainty
Kacperczyk, Marcin
-
2004
Persistent link: https://www.econbiz.de/10003386915
Saved in:
3
Inferring risk-averse probability distributions from option prices using implied binomial trees
Arnold, Tom
;
Crack, Timothy Falcon
;
Schwartz, Adam
- In:
Financial econometrics modeling : derivatives pricing, …
,
(pp. 35-52)
.
2011
Persistent link: https://www.econbiz.de/10008988015
Saved in:
4
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
5
Momentum profit fluctuations in seasonal conditions due to default probability
Lee, Nicholas Rueilin
;
Liu, Jung Fang
;
Lin, Yih-Bey
; …
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 715-722
Persistent link: https://www.econbiz.de/10010520042
Saved in:
6
Analytical valuation of autocallable notes
Guillaume, Tristan
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011333447
Saved in:
7
VarGamma stresstests
Osband, Kent
- In:
Journal of investment management : JOIM
11
(
2013
)
2
,
pp. 92-107
Persistent link: https://www.econbiz.de/10009763897
Saved in:
8
Measure, probability, and mathematical finance : a problem oriented approach
Gan, Guojun
;
Ma, Chaoqun
;
Xie, Hong
-
2014
Persistent link: https://www.econbiz.de/10010361562
Saved in:
9
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
Saved in:
10
Finite time ruin probabilities for tempered stable insurance risk processes
Griffin, Philip S.
;
Maller, Ross A.
;
Roberts, Dale
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 478-489
Persistent link: https://www.econbiz.de/10010195908
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