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~subject:"Stochastischer Prozess"
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Testing option pricing models
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Stochastischer Prozess
Optionspreistheorie
14,728
Option pricing theory
14,270
Volatilität
3,854
Volatility
3,791
Theorie
3,530
Theory
3,397
Stochastic process
3,155
Optionsgeschäft
2,856
Option trading
2,839
Derivat
2,365
Derivative
2,362
Hedging
1,240
Black-Scholes-Modell
1,097
Portfolio-Management
1,091
Portfolio selection
1,079
Black-Scholes model
1,044
CAPM
1,019
Zinsstruktur
932
Yield curve
922
Schätzung
864
Estimation
849
USA
721
United States
707
Realoptionsansatz
638
Real options analysis
637
Risiko
619
Risk
616
Monte-Carlo-Simulation
610
Monte Carlo simulation
605
Kreditrisiko
577
Statistische Verteilung
568
Credit risk
567
Statistical distribution
559
Börsenkurs
553
Share price
539
Kapitaleinkommen
510
Capital income
509
Zinsderivat
457
Interest rate derivative
454
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Online availability
All
Undetermined
1,044
Free
1,036
Type of publication
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Article
1,995
Book / Working Paper
1,210
Type of publication (narrower categories)
All
Article in journal
1,901
Aufsatz in Zeitschrift
1,901
Working Paper
347
Graue Literatur
341
Non-commercial literature
341
Arbeitspapier
307
Aufsatz im Buch
92
Book section
92
Hochschulschrift
84
Thesis
57
Lehrbuch
31
Textbook
29
Conference paper
22
Konferenzbeitrag
22
Forschungsbericht
14
Collection of articles of several authors
10
Sammelwerk
10
Aufsatzsammlung
6
Bibliografie enthalten
6
Bibliography included
6
Collection of articles written by one author
6
Sammlung
6
Amtsdruckschrift
5
Government document
5
Einführung
4
Glossar enthalten
3
Glossary included
3
Mehrbändiges Werk
3
Multi-volume publication
3
Systematic review
3
Übersichtsarbeit
3
Accompanied by computer file
2
Dissertation u.a. Prüfungsschriften
2
Elektronischer Datenträger als Beilage
2
Konferenzschrift
2
Reprint
2
Adressbuch
1
CD-ROM, DVD
1
Conference proceedings
1
Directory
1
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Language
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English
3,163
German
42
Undetermined
1
Author
All
Cui, Zhenyu
35
Chiarella, Carl
29
Takahashi, Akihiko
27
Carr, Peter
23
Madan, Dilip B.
22
Nguyen, Duy
22
Elliott, Robert J.
19
Hainaut, Donatien
19
Alòs, Elisa
18
Fabozzi, Frank J.
18
Oosterlee, Cornelis W.
18
Escobar, Marcos
16
Wang, Xingchun
16
Kim, Young Shin
15
Kohlmann, Michael
15
Grasselli, Martino
14
Jacquier, Antoine (Jack)
14
Lorig, Matthew
14
Forde, Martin
13
Fouque, Jean-Pierre
13
Hess, Markus
13
Levendorskij, Sergej Z.
13
Schoutens, Wim
13
Shiraya, Kenichiro
13
Siu, Tak Kuen
13
Wong, Hoi Ying
13
Yamada, Toshihiro
13
Yamazaki, Akira
13
Ziveyi, Jonathan
13
Benth, Fred Espen
12
Eberlein, Ernst
12
Gatheral, Jim
12
Grzelak, Lech A.
12
Kang, Boda
12
Kirkby, J. Lars
12
Kirkby, Justin
12
Ewald, Christian-Oliver
11
Filipović, Damir
11
He, Xin-Jiang
11
Joshi, Mark S.
11
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Institution
All
National Bureau of Economic Research
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Centre for Analytical Finance <Århus>
3
Chambre de commerce et d'industrie de Paris
2
Queen Mary College / Department of Economics
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
International Center for Financial Asset Management and Engineering
1
Society of Actuaries
1
Springer International Publishing
1
Swiss Finance Institute
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Exeter / Department of Economics
1
Universität Ulm
1
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Published in...
All
International journal of theoretical and applied finance
208
Quantitative finance
101
The journal of computational finance
87
Applied mathematical finance
85
Finance and stochastics
80
Insurance / Mathematics & economics
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
European journal of operational research : EJOR
58
International journal of financial engineering
55
Computational economics
48
Journal of mathematical finance
47
Risks : open access journal
41
Review of derivatives research
40
The journal of futures markets
40
Finance research letters
37
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
32
Journal of banking & finance
31
Annals of finance
27
Journal of econometrics
26
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
24
Research paper series / Swiss Finance Institute
24
Asia-Pacific financial markets
22
Journal of risk and financial management : JRFM
20
Mathematical finance : an international journal of mathematics, statistics and financial economics
20
The European journal of finance
20
Energy economics
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Economic modelling
17
Mathematics and financial economics
16
Operations research letters
16
Journal of financial economics
15
Mathematics of operations research
15
Decisions in economics and finance : DEF ; a journal of applied mathematics
14
Review of quantitative finance and accounting
14
SFB 649 discussion paper
14
Applied economics
13
Mathematical methods of operations research
12
Discussion paper / B
11
Swiss Finance Institute Research Paper
11
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Source
All
ECONIS (ZBW)
3,159
EconStor
40
USB Cologne (EcoSocSci)
6
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1
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
2
Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000907918
Saved in:
3
Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909452
Saved in:
4
Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates : applications of Fourier inversion methods
Scott, Louis O.
-
1995
-
Rev
Persistent link: https://www.econbiz.de/10000913282
Saved in:
5
Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
Saved in:
6
Pricing Russian options with the compound poisson process
Gerber, Hans U.
;
Michaud, Frédéric
;
Shiu, Elias S. W.
-
1994
Persistent link: https://www.econbiz.de/10000934463
Saved in:
7
Continuous-time term structure models
Musiela, Marek
;
Rutkowski, Marek
-
1996
Persistent link: https://www.econbiz.de/10000940406
Saved in:
8
Call features and term to maturity of callable foreign bonds
Hooper, Vincent J.
(
contributor
);
Pointon, John
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000947861
Saved in:
9
Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978436
Saved in:
10
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
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