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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Optionspreistheorie
14,803
Option pricing theory
14,344
Theorie
4,040
Volatilität
3,905
Theory
3,891
Volatility
3,840
Stochastic process
3,178
Optionsgeschäft
2,887
Option trading
2,870
Derivat
2,394
Derivative
2,391
Internationaler Währungsfonds
1,897
Hedging
1,252
Lender of Last Resort
1,158
Lender of last resort
1,147
Black-Scholes-Modell
1,111
Portfolio-Management
1,107
Portfolio selection
1,095
Black-Scholes model
1,058
CAPM
1,046
USA
983
Zinsstruktur
962
United States
954
Yield curve
952
Schätzung
937
Welt
920
Estimation
919
World
910
Finanzkrise
790
Financial crisis
770
Realoptionsansatz
642
Risiko
642
Real options analysis
641
Risk
639
Geldpolitik
633
Monte-Carlo-Simulation
616
Monte Carlo simulation
611
Kreditrisiko
606
Monetary policy
599
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Online availability
All
Undetermined
1,055
Free
1,047
Type of publication
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Article
2,016
Book / Working Paper
1,212
Type of publication (narrower categories)
All
Article in journal
1,919
Aufsatz in Zeitschrift
1,919
Working Paper
348
Graue Literatur
342
Non-commercial literature
342
Arbeitspapier
308
Aufsatz im Buch
95
Book section
95
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
7
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
3,186
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
Alòs, Elisa
19
Elliott, Robert J.
19
Fabozzi, Frank J.
19
Hainaut, Donatien
19
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
Račev, Svetlozar T.
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
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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
103
Applied mathematical finance
88
The journal of computational finance
87
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
43
Review of derivatives research
40
The journal of futures markets
40
Finance research letters
39
Journal of economic dynamics & control
38
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
Energy economics
20
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
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)
3,182
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
The joint density of two functionals of a Brownian motion
Abadir, Karim Maher
-
1994
Persistent link: https://www.econbiz.de/10000895295
Saved in:
3
Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert
-
1992
Persistent link: https://www.econbiz.de/10000834044
Saved in:
4
Simple binomial processes as diffusion approximations in financial models
Nelson, Daniel B.
;
Ramaswamy, Krishna
-
1990
Persistent link: https://www.econbiz.de/10000811122
Saved in:
5
Pricing foreign currency options with stochastic volatility
Melino, Angelo
;
Turnbull, Stuart M.
-
1988
Persistent link: https://www.econbiz.de/10000772329
Saved in:
6
The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0
Miltersen, Kristian R.
;
Nielsen, Lars
-
1989
Persistent link: https://www.econbiz.de/10000775498
Saved in:
7
Options with stochastic lives
Jennergren, Lars Peter
;
Näslund, Bertil
-
1991
Persistent link: https://www.econbiz.de/10000826417
Saved in:
8
Option pricing with stochastic bond prices
Solnik, Bruno
;
Henrotte, Philippe
-
1989
Persistent link: https://www.econbiz.de/10000759158
Saved in:
9
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:
10
Continuous-time term structure models
Musiela, Marek
;
Rutkowski, Marek
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000602499
Saved in:
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