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The robustness of the Black-Sc...
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Theorie
CAPM
19,057
Theory
16,247
Optionspreistheorie
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14,379
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13,939
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13,936
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1,827
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Jarrow, Robert A.
73
Fabozzi, Frank J.
54
Campbell, John Y.
48
Chiarella, Carl
48
Stambaugh, Robert F.
47
Madan, Dilip B.
45
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41
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40
Renault, Eric
39
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38
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37
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37
Zin, Stanley E.
35
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34
Härdle, Wolfgang
34
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34
Zhang, Lu
34
Hansen, Lars Peter
33
He, Xue-zhong
32
Hens, Thorsten
32
Jagannathan, Ravi
32
Schlag, Christian
32
Schwartz, Eduardo S.
32
Schöbel, Rainer
32
Carr, Peter
31
Platen, Eckhard
31
Subrahmanyam, Marti G.
31
Yaron, Amir
31
Gouriéroux, Christian
30
Scaillet, Olivier
30
Harvey, Campbell R.
29
Lien, Da-hsiang Donald
29
Branger, Nicole
28
Dumas, Bernard
28
Zhou, Guofu
28
Gagliardini, Patrick
27
Lee, Cheng F.
26
Sandmann, Klaus
26
Shiller, Robert J.
26
Bekaert, Geert
25
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
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Ekonomiska forskningsinstitutet <Stockholm>
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11
Chambre de commerce et d'industrie de Paris
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Center for Economic Research <Tilburg>
7
Institute of Finance and Accounting <London>
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Springer Fachmedien Wiesbaden
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Bonn Graduate School of Economics
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Deutsche Forschungsgemeinschaft
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International Center for Financial Asset Management and Engineering
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Johannes Gutenberg-Universität Mainz
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Verlag Dr. Kovač
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Erasmus Research Institute of Management
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Federal Reserve System / Division of Research and Statistics
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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École des Hautes Études Commerciales <Lausanne>
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3
Associazione Operatori Bancari in Titoli
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3
Federal Reserve Bank of St. Louis
3
Institut for Finansiering <Frederiksberg>
3
Instituto Valenciano de Investigaciones Económicas
3
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Mathematical finance : an international journal of mathematics, statistics and financial theory
299
NBER working paper series
239
The journal of futures markets
221
Journal of banking & finance
220
The journal of finance : the journal of the American Finance Association
214
Working paper / National Bureau of Economic Research, Inc.
211
International journal of theoretical and applied finance
203
Journal of financial economics
200
The review of financial studies
193
NBER Working Paper
181
Finance and stochastics
179
Journal of economic dynamics & control
170
The journal of derivatives : the official publication of the International Association of Financial Engineers
130
Journal of financial and quantitative analysis : JFQA
110
Finance research letters
100
Applied mathematical finance
97
Economics letters
94
Journal of empirical finance
88
Advances in futures and options research : a research annual
85
The journal of computational finance
83
Research paper series / Swiss Finance Institute
72
Review of derivatives research
72
Discussion paper / Centre for Economic Policy Research
70
Management science : journal of the Institute for Operations Research and the Management Sciences
70
International review of economics & finance : IREF
69
International review of financial analysis
69
Journal of economic theory
66
Journal of econometrics
63
The European journal of finance
63
The journal of real estate finance and economics
61
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
Journal of monetary economics
59
Journal of international money and finance
57
Annals of finance
52
The journal of fixed income
52
The North American journal of economics and finance : a journal of financial economics studies
51
Finance and economics discussion series
50
Gabler Edition Wissenschaft
50
Review of quantitative finance and accounting
50
Discussion paper / B
48
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ECONIS (ZBW)
16,250
EconStor
172
OLC EcoSci
7
USB Cologne (EcoSocSci)
7
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1
Term structure models of interest rates with jump-diffusion information : equilibrium,
CAPM
, and derivative asset pricing
Kusuda, Koji
-
2003
Persistent link: https://www.econbiz.de/10003379037
Saved in:
2
Applied derivatives : options, futures, and swaps
Rendleman, Richard J.
-
2002
Persistent link: https://www.econbiz.de/10001626310
Saved in:
3
The Oxford guide to financial modeling : applications for capital markets, corporate finance, risk management and financial institutions
Ho, Thomas S. Y.
;
Lee, Sang Bin
-
2004
Persistent link: https://www.econbiz.de/10001792333
Saved in:
4
Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng
-
1997
Persistent link: https://www.econbiz.de/10000633272
Saved in:
5
Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C.
-
1998
Persistent link: https://www.econbiz.de/10000676156
Saved in:
6
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
7
No more replicating portfolios : a simple convex combination to understand the risk-neutral valuation method for the multi-step binomial valuation of a call option
Mercken, Roger
;
Motmans, Lisette
;
Houben, Ghislain
- In:
EuroEconomica
(
2010
)
1
,
pp. 63-70
Persistent link: https://www.econbiz.de/10008697872
Saved in:
8
Analytical and numerical methods for pricing financial derivatives
Sevcovic, Daniel
;
Stehlíková, Beáta
;
Mikula, Karol
-
2011
Persistent link: https://www.econbiz.de/10009513017
Saved in:
9
Optimal options pricing and trading : a new theory
Alghalith, Moawia
- In:
Journal of derivatives & hedge funds
17
(
2011
)
3
,
pp. 181-185
Persistent link: https://www.econbiz.de/10009385337
Saved in:
10
Valuation of credit default swaps and swaptions
Jamshidian, Farshid
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 343-371
Persistent link: https://www.econbiz.de/10002130315
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