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Theory
Volatility
40,701
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40,432
Optionspreistheorie
14,757
Option pricing theory
14,299
Theorie
13,422
Börsenkurs
9,664
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3,116
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3,048
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volatility
2,636
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Bollerslev, Tim
78
Diebold, Francis X.
60
Härdle, Wolfgang
60
McAleer, Michael
55
Andersen, Torben
45
Chiarella, Carl
43
Koopman, Siem Jan
40
Lux, Thomas
38
Aizenman, Joshua
33
Gupta, Rangan
32
Caporin, Massimiliano
31
Hafner, Christian M.
31
Bekaert, Geert
30
Hull, John
30
Pierdzioch, Christian
30
Aït-Sahalia, Yacine
28
Renault, Eric
28
Schlag, Christian
28
Wystup, Uwe
28
Engle, Robert F.
27
Herwartz, Helmut
27
Madan, Dilip B.
27
Todorov, Viktor
27
Yu, Jun
27
Carr, Peter
26
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Christoffersen, Peter F.
24
Platen, Eckhard
24
Ghysels, Eric
23
Hautsch, Nikolaus
23
Jarrow, Robert A.
23
Lucas, André
23
Caballero, Ricardo J.
22
Clark, Todd E.
22
Meddahi, Nour
22
Mittnik, Stefan
22
Scaillet, Olivier
22
Westerhoff, Frank H.
22
Andersen, Torben G.
21
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National Bureau of Economic Research
180
Centre for Analytical Finance <Århus>
19
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Ekonomiska forskningsinstitutet <Stockholm>
14
Svenska Handelshögskolan <Helsinki>
11
European University Institute / Department of Economics
8
Birkbeck College / Department of Economics
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Rodney L. White Center for Financial Research
7
Bonn Graduate School of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Internationaler Währungsfonds / Research Department
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Johannes Gutenberg-Universität Mainz
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Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Center for Economic Research <Tilburg>
5
Institute of Finance and Accounting <London>
5
The Wharton Financial Institutions Center
5
Federal Reserve System / Division of Research and Statistics
4
Instituto Valenciano de Investigaciones Económicas
4
Springer Fachmedien Wiesbaden
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Verlag Dr. Kovač
4
Centre for Economic Policy Research
3
Centre of Financial Studies
3
Chambre de commerce et d'industrie de Paris
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Erasmus Research Institute of Management
3
Federal Reserve Bank of San Francisco
3
Goethe-Universität Frankfurt am Main
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
World Bank
3
Associazione Operatori Bancari in Titoli
2
Australian National University / Faculty of Economics and Commerce
2
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Actuarial Studies
2
Centre for Growth and Business Cycle Research <Manchester>
2
Christian-Albrechts-Universität zu Kiel
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
242
Working paper / National Bureau of Economic Research, Inc.
180
NBER working paper series
173
International journal of theoretical and applied finance
164
NBER Working Paper
155
Journal of banking & finance
148
Finance and stochastics
143
Journal of econometrics
136
Journal of economic dynamics & control
113
The journal of derivatives : the official publication of the International Association of Financial Engineers
113
The journal of futures markets
106
Applied mathematical finance
98
The review of financial studies
95
Journal of financial economics
93
Discussion paper / Centre for Economic Policy Research
90
Finance research letters
90
Economics letters
88
International journal of forecasting
85
Discussion paper / Tinbergen Institute
83
Journal of empirical finance
83
Economic modelling
82
The journal of computational finance
82
Working paper
78
Journal of international money and finance
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
The European journal of finance
74
The journal of finance : the journal of the American Finance Association
74
International review of financial analysis
69
Review of derivatives research
68
International review of economics & finance : IREF
66
Energy economics
64
Applied economics
60
Journal of forecasting
58
SFB 649 discussion paper
55
Computational economics
52
Research paper series / Swiss Finance Institute
52
Econometric reviews
51
Quantitative finance
50
Applied economics letters
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
47
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Source
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ECONIS (ZBW)
13,057
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1
ArchiDok
1
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1
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1
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan
-
1994
Persistent link: https://www.econbiz.de/10000959539
Saved in:
2
Derivative asset analysis in models with level-dependent and stochastic
volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
3
On the qualitative effect of
volatility
and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
4
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
5
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:
6
Closed-form option pricing formulas with extreme events
Câmara, António
;
Heston, Steven L.
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 213-230
Persistent link: https://www.econbiz.de/10003699314
Saved in:
7
On the qualitative effect of
volatility
and duration on prices of Asian options
Carr, Peter
;
Ewald, CXhristian-Oliver
;
Xiao, Yajun
-
2008
Persistent link: https://www.econbiz.de/10003680543
Saved in:
8
Verhaltenspsychologische Erklärungsmöglichkeiten für asymmetrische Volatilität am deutschen Kapitalmarkt
Maack, Diether
-
2012
Persistent link: https://www.econbiz.de/10009554493
Saved in:
9
Optionsbewertung unter Berücksichtigung stochastischer Volatilität
Tallau, Christian
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
38
(
2009
)
1
,
pp. 14-19
Persistent link: https://www.econbiz.de/10003798963
Saved in:
10
Canonical valuation of options in the presence of stochastic
volatility
Gray, Philip K.
;
Newman, Scott
- In:
The journal of futures markets
25
(
2005
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10002528167
Saved in:
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