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Theorie
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Bollerslev, Tim
82
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70
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66
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65
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61
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61
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55
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53
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51
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51
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49
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49
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48
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47
Lux, Thomas
47
Koopman, Siem Jan
46
Bekaert, Geert
43
Wystup, Uwe
41
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40
Aizenman, Joshua
39
Branger, Nicole
39
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38
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38
He, Xue-zhong
38
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38
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37
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37
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36
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36
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36
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35
Harvey, Campbell R.
35
Platen, Eckhard
35
Hansen, Lars Peter
34
Longstaff, Francis A.
34
Zhang, Lu
34
Aït-Sahalia, Yacine
33
Bansal, Ravi
33
Engle, Robert F.
33
Hens, Thorsten
33
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4
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
4
Université de Montréal / Département de sciences économiques
4
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NBER working paper series
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341
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of banking & finance
262
Journal of financial economics
239
The review of financial studies
226
The journal of finance : the journal of the American Finance Association
223
Journal of economic dynamics & control
218
International journal of theoretical and applied finance
194
Finance and stochastics
188
Finance research letters
174
Journal of econometrics
170
Journal of empirical finance
152
Economics letters
151
The journal of futures markets
151
Discussion paper / Centre for Economic Policy Research
144
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Journal of international money and finance
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113
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Journal of financial and quantitative analysis : JFQA
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Economic modelling
108
International review of economics & finance : IREF
108
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106
Applied mathematical finance
105
International review of financial analysis
104
The European journal of finance
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
Journal of monetary economics
91
Applied economics
89
The North American journal of economics and finance : a journal of financial economics studies
81
The journal of computational finance
81
International journal of forecasting
79
Journal of economic theory
79
Review of derivatives research
75
Management science : journal of the Institute for Operations Research and the Management Sciences
73
Applied economics letters
72
Quantitative finance
72
Energy economics
69
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ECONIS (ZBW)
21,910
EconStor
374
USB Cologne (EcoSocSci)
9
OLC EcoSci
8
ArchiDok
1
RePEc
1
Showing
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10
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22,303
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1
Optionsbewertung mit stochastischer Volatilität : Implementation des Heston-Modells
Muck, Matthias
;
Rudolf, Markus
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
35
(
2006
)
6
,
pp. 325-330
Persistent link: https://www.econbiz.de/10003324884
Saved in:
2
Exotic option pricing in Heston's stochastic
volatility
model
Griebsch, Susanne A.
-
2008
Persistent link: https://www.econbiz.de/10003881039
Saved in:
3
Alternative formulas to compute implied standard deviation
Ang, James S.
;
Jou, Gwoduan David
;
Lai, Tsong-yue
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
2
,
pp. 159-176
Persistent link: https://www.econbiz.de/10003871567
Saved in:
4
Minimum guaranteed payments and costly cancellation rights : a stopping game perspective
Alvarez, Luis H. R.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 733-751
Persistent link: https://www.econbiz.de/10008667600
Saved in:
5
A forward started jump-diffusion model and pricing of cliquet style exotics
Drimus, Gabriel
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 125-140
Persistent link: https://www.econbiz.de/10008695496
Saved in:
6
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
Saved in:
7
Accounting for stochastic interest rates, stochastic
volatility
and a general correlation structure in the valuation of forward starting options
van Haastrecht, Alexander
;
Pelsser, Antoon André Jean
- In:
The journal of futures markets
31
(
2011
)
2
,
pp. 103-125
Persistent link: https://www.econbiz.de/10008908408
Saved in:
8
Conditional density models for asset pricing
Filipović, Damir
;
Hughston, Lane P.
;
Macrina, Andrea
-
2010
along with the specification of (a) the initial density, and (b) the
volatility
structure of the density. The
volatility
…
Persistent link: https://www.econbiz.de/10008797695
Saved in:
9
Volatility
and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael
-
2005
Persistent link: https://www.econbiz.de/10003380192
Saved in:
10
A simple approach to pricing American options under the Heston stochastic
volatility
model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003985507
Saved in:
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