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Stochastischer Prozess
Insolvenz
15,644
Insolvency
15,220
Optionspreistheorie
14,803
Option pricing theory
14,344
Capital structure
13,399
Kapitalstruktur
13,186
Theorie
11,715
Theory
11,485
Fremdkapital
5,922
Debt financing
5,777
USA
4,456
United States
4,328
Volatilität
4,252
Volatility
4,194
Kreditrisiko
3,831
Credit risk
3,809
Unternehmensfinanzierung
3,493
Corporate finance
3,473
Stochastic process
3,296
Optionsgeschäft
2,942
Option trading
2,922
Derivat
2,621
Derivative
2,616
Deutschland
2,559
Schätzung
2,446
Estimation
2,392
Germany
2,304
Bank
1,980
Finanzkrise
1,880
Financial crisis
1,866
Welt
1,675
Prognoseverfahren
1,654
World
1,649
Forecasting model
1,633
Portfolio-Management
1,622
Portfolio selection
1,606
Risiko
1,597
Risk
1,597
Firm performance
1,449
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Free
1,098
Undetermined
1,093
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Article
2,089
Book / Working Paper
1,261
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1,988
Aufsatz in Zeitschrift
1,988
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385
Graue Literatur
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Non-commercial literature
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340
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96
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96
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85
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58
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31
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29
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22
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14
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10
Sammelwerk
10
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7
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6
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6
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6
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5
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4
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English
3,307
German
43
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Cui, Zhenyu
35
Chiarella, Carl
29
Takahashi, Akihiko
27
Carr, Peter
23
Madan, Dilip B.
23
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
Schoutens, Wim
14
Wong, Hoi Ying
14
Forde, Martin
13
Fouque, Jean-Pierre
13
Hess, Markus
13
Levendorskij, Sergej Z.
13
McAleer, Michael
13
Račev, Svetlozar T.
13
Shiraya, Kenichiro
13
Siu, Tak Kuen
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
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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
3
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...
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International journal of theoretical and applied finance
211
Quantitative finance
103
Applied mathematical finance
89
The journal of computational finance
87
Finance and stochastics
80
Insurance / Mathematics & economics
70
Mathematical finance : an international journal of mathematics, statistics and financial theory
63
European journal of operational research : EJOR
58
International journal of financial engineering
56
Computational economics
49
Journal of mathematical finance
48
Risks : open access journal
48
Review of derivatives research
41
Finance research letters
40
The journal of futures markets
40
Journal of economic dynamics & control
38
The North American journal of economics and finance : a journal of financial economics studies
34
Journal of banking & finance
33
Journal of econometrics
29
Annals of finance
27
Research paper series / Swiss Finance Institute
25
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
24
Asia-Pacific financial markets
22
Economic modelling
21
Energy economics
21
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
Mathematics and financial economics
17
Operations research letters
17
Discussion paper / Tinbergen Institute
16
Journal of financial economics
15
Mathematics of operations research
15
SFB 649 discussion paper
15
Decisions in economics and finance : DEF ; a journal of applied mathematics
14
Review of quantitative finance and accounting
14
Applied economics
13
Mathematical methods of operations research
13
Swiss Finance Institute Research Paper
12
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ECONIS (ZBW)
3,299
EconStor
45
USB Cologne (EcoSocSci)
6
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1
A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
Dai, Tian-Shyr
;
Fan, Chen-Chiang
;
Liu, Liang-Chih
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872
Saved in:
2
Dynamic optimal capital structure with regime switching
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
2
,
pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
Saved in:
3
The Leland-Toft optimal capital structure model under Poisson observations
Palmowski, Zbigniew
;
Pérez, José Luis
;
Budhi Arta Surya
; …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 1035-1082
Persistent link: https://www.econbiz.de/10012518151
Saved in:
4
Stochastic logistic model of the global financial
leverage
Smirnov, Aleksandr D.
- In:
The B.E. journal of theoretical economics
18
(
2018
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011868998
Saved in:
5
Capital structure effects on the prices of equity call options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
6
Valuation of reverse convertibles in the variance gamma economy
Deng, Geng
;
Dulaney, Tim
;
McCann, Craig
- In:
Journal of derivatives & hedge funds
19
(
2013
)
4
,
pp. 244-258
Persistent link: https://www.econbiz.de/10010259402
Saved in:
7
An analytic formula for pricing American-style convertible bonds in a regime switching model
Chan, Leunglung
;
Zhu, Song-Ping
- In:
IMA journal of management mathematics
26
(
2015
)
4
,
pp. 402-428
Persistent link: https://www.econbiz.de/10011515674
Saved in:
8
Die Bewertung von Convertible und Exchangeable Bonds bei stochastischer Zinsentwicklung
Wöster, Christoph
-
2004
-
1. Aufl.
Persistent link: https://www.econbiz.de/10002006130
Saved in:
9
Two-factor convertible bonds valuation using the method of characteristics/finite elements
Barone-Adesi, Giovanni
;
Bermudez, Ana
;
Hatgioannides, John
- In:
Journal of economic dynamics & control
27
(
2003
)
10
,
pp. 1801-1831
Persistent link: https://www.econbiz.de/10001755431
Saved in:
10
Bewertung von Wandelanleihen : eine Analyse unter Berücksichtigung von unsicheren Zinsen und Aktienkursen
Bohn, Andreas
-
2002
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001652400
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