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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Optionspreistheorie
14,848
Option pricing theory
14,387
Entscheidung unter Unsicherheit
11,597
Decision under uncertainty
11,568
Theorie
9,794
Theory
9,619
Volatilität
4,175
Volatility
4,105
Risk
3,830
Risiko
3,821
Stochastic process
3,550
Optionsgeschäft
2,990
Option trading
2,969
Aktienoption
2,800
Stock option
2,644
Derivat
2,493
Derivative
2,489
Experiment
1,833
Portfolio-Management
1,744
Portfolio selection
1,732
USA
1,510
United States
1,484
Hedging
1,368
Risikoaversion
1,330
Risk aversion
1,315
Schätzung
1,233
Estimation
1,214
CAPM
1,192
Black-Scholes-Modell
1,142
Führungskräfte
1,125
Managers
1,114
Black-Scholes model
1,085
Erwartungsnutzen
1,045
Expected utility
1,038
Entscheidung
978
Zinsstruktur
976
Realoptionsansatz
969
Real options analysis
968
Yield curve
966
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Undetermined
1,228
Free
1,133
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Article
2,271
Book / Working Paper
1,336
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Article in journal
2,149
Aufsatz in Zeitschrift
2,149
Graue Literatur
403
Non-commercial literature
403
Working Paper
398
Arbeitspapier
358
Aufsatz im Buch
114
Book section
114
Hochschulschrift
105
Thesis
72
Lehrbuch
32
Textbook
30
Conference paper
25
Konferenzbeitrag
25
Forschungsbericht
16
Collection of articles of several authors
11
Sammelwerk
11
Aufsatzsammlung
10
Collection of articles written by one author
9
Sammlung
9
Bibliografie enthalten
8
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8
Amtsdruckschrift
5
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5
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4
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3
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3
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3
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3
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3
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3
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3
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2
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2
Elektronischer Datenträger als Beilage
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2
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1
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English
3,550
German
58
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1
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Cui, Zhenyu
35
Chiarella, Carl
29
Takahashi, Akihiko
27
Carr, Peter
23
Madan, Dilip B.
22
Nguyen, Duy
22
Escobar, Marcos
20
Alòs, Elisa
19
Elliott, Robert J.
19
Fabozzi, Frank J.
19
Hainaut, Donatien
19
Oosterlee, Cornelis W.
18
Levendorskij, Sergej Z.
17
Wang, Xingchun
16
Kim, Young Shin
15
Kohlmann, Michael
15
Siu, Tak Kuen
15
Grasselli, Martino
14
Jacquier, Antoine (Jack)
14
Lorig, Matthew
14
Forde, Martin
13
Fouque, Jean-Pierre
13
Hess, Markus
13
Račev, Svetlozar T.
13
Schoutens, Wim
13
Shiraya, Kenichiro
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
Bojarčenko, Svetlana I.
11
Branger, Nicole
11
Ewald, Christian-Oliver
11
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
National Bureau of Economic Research
5
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
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
International Center for Financial Asset Management and Engineering
1
Society of Actuaries
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Swiss Finance Institute
1
Taylor and Francis.
1
Trinity College Dublin / Department of Economics
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
213
Quantitative finance
106
European journal of operational research : EJOR
96
Applied mathematical finance
88
The journal of computational finance
87
Finance and stochastics
82
Insurance / Mathematics & economics
70
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
International journal of financial engineering
55
Computational economics
50
Journal of mathematical finance
47
Risks : open access journal
43
Finance research letters
41
Journal of economic dynamics & control
40
Review of derivatives research
40
The journal of futures markets
40
Journal of banking & finance
33
The North American journal of economics and finance : a journal of financial economics studies
32
Annals of finance
30
Journal of econometrics
27
Research paper series / Swiss Finance Institute
26
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
24
Energy economics
23
Asia-Pacific financial markets
22
Operations research
22
Mathematics of operations research
21
The European journal of finance
21
Journal of risk and financial management : JRFM
20
Mathematical finance : an international journal of mathematics, statistics and financial economics
20
Economic modelling
18
Operations research letters
18
SpringerLink / Bücher
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Journal of financial economics
17
Mathematics and financial economics
17
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
14
Review of quantitative finance and accounting
14
SFB 649 discussion paper
14
Applied economics
13
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Source
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ECONIS (ZBW)
3,559
EconStor
41
USB Cologne (EcoSocSci)
7
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1
Valuing stock options when prices are subject to a lower boundary
Veestraeten, Dirk
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 231-247
Persistent link: https://www.econbiz.de/10003699316
Saved in:
2
Discrete time linear-quadratic pricing of bonds and options
Realdon, Marco
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 463-467
Persistent link: https://www.econbiz.de/10009153287
Saved in:
3
On a Heath-Jarrow-Morton approach for stock options
Kallsen, Jan
;
Krühner, Paul
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 583-615
Persistent link: https://www.econbiz.de/10011418308
Saved in:
4
Non-transferable non-hedgeable executive stock option pricing
Colwell, David B.
;
Feldman, David
;
Hu, Wei
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 161-191
Persistent link: https://www.econbiz.de/10011526925
Saved in:
5
Pricing Asian options for jump diffusion
Bayraktar, Erhan
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10008935699
Saved in:
6
An implied volatility model determined by credit default swaps
Heider, Pascal
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009685890
Saved in:
7
Risk-neutral parameter shifts and derivatives pricing in discrete time
Schroder, Mark D.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
5
,
pp. 2375-2401
Persistent link: https://www.econbiz.de/10002251590
Saved in:
8
Die Theorie nichtlinearer Prozesse und ihre Bedeutung für die Bewertung von Aktienoptionen
Willems, Guido
-
1999
Persistent link: https://www.econbiz.de/10001424894
Saved in:
9
Zum Hedging europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer
-
2000
Persistent link: https://www.econbiz.de/10001498200
Saved in:
10
Some asymptotic results on non-standard likelihood ratio tests, and Cox process modeling in finance
Szimayer, Alexander
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001758056
Saved in:
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