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Option Prices with Stochastic...
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USA
Optionspreistheorie
14,734
Option pricing theory
14,270
Volatilität
3,988
Theorie
3,928
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3,920
Theory
3,781
Stochastischer Prozess
3,277
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3,224
Optionsgeschäft
2,943
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2,923
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2,434
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2,430
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1,709
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1,317
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1,174
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1,158
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1,060
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956
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946
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905
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890
United States
765
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648
Risiko
647
Real options analysis
646
Risk
644
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625
Monte Carlo simulation
614
Kreditrisiko
593
Statistische Verteilung
587
Börsenkurs
583
Credit risk
583
Statistical distribution
577
Share price
568
Kapitaleinkommen
535
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534
Zinsderivat
462
Aktienoption
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Engle, Robert F.
8
Rosenberg, Joshua V.
8
Bates, David S.
7
Bollerslev, Tim
7
Craig, Ben R.
7
Figlewski, Stephen
7
Jackwerth, Jens Carsten
7
Madan, Dilip B.
7
Fleming, Jeff
6
Nandi, Saikat
6
Schwartz, Eduardo S.
6
Benzoni, Luca
5
Deng, Yongheng
5
Heston, Steven L.
5
Joshi, Mark S.
5
Keller, Joachim G.
5
Pierdzioch, Christian
5
Ritter, Matthias
5
Skiadopoulos, George
5
Zhou, Hao
5
Carr, Peter
4
Chance, Don M.
4
Christoffersen, Peter F.
4
Collin-Dufresne, Pierre
4
Crouhy, Michel
4
Driessen, Joost
4
Galai, Dan
4
Gibson, Michael S.
4
Jacobs, Kris
4
Jong, Frank de
4
Lee, Cheng F.
4
Longstaff, Francis A.
4
Medvedev, Alexey
4
Pedersen, Lasse Heje
4
Perrakis, Stylianos
4
Poteshman, Allen M.
4
Ritchken, Peter H.
4
Scaillet, Olivier
4
Turvey, Calum Greig
4
Wiener, Zvi
4
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Transportation, Water, and Telecommunications Department, The World Bank
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Weltbank
2
American Finance Association
1
Centre for Analytical Finance <Århus>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Federal Reserve Bank of Chicago
1
Federal Reserve System / Division of Research and Statistics
1
Forschungsstelle für Internationales Management
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Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Goethe-Universität Frankfurt am Main
1
Hydro-Electric Commission through its Energy Management Centre
1
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1
Institute of Finance and Accounting <London>
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1
International Accounting Standards Board
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International Centre for Trade and Sustainable Development
1
Kanada / Minister of State for Employment and Immigration
1
Kanada / Skill Development Leave Task Force
1
National Bureau of Economic Research
1
Office of State Planning and Development
1
Pennsylvania Land Policy Project
1
Practising Law Institute
1
Salomon Brothers Center for the Study of Financial Institutions
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Tasmanian Dairy and Food Industry training Committee inc.
1
The Wharton Financial Institutions Center
1
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1
University of Waterloo / Department of Economics
1
Verlag Dr. Kovač
1
Weltwirtschaftsforum
1
Western Pennsylvania Conservancy
1
Wharton School
1
Wharton School / Finance Department
1
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The journal of futures markets
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
32
The review of financial studies
29
The journal of finance : the journal of the American Finance Association
23
Journal of financial and quantitative analysis : JFQA
19
Working paper / National Bureau of Economic Research, Inc.
19
Journal of financial economics
15
Journal of banking & finance
14
Review of derivatives research
11
The journal of fixed income
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
The journal of real estate finance and economics
10
The journal of computational finance
9
Finance and economics discussion series
8
Advances in futures and options research : a research annual
6
American journal of agricultural economics
6
International review of economics & finance : IREF
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of business : B
6
Working paper
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Discussion paper / Centre for Economic Policy Research
5
International journal of theoretical and applied finance
5
Review of quantitative finance and accounting
5
Federal Reserve Bank of Cleveland working paper series
4
Insurance / Mathematics & economics
4
Journal of econometrics
4
Journal of empirical finance
4
Journal of international money and finance
4
Review of financial economics : RFE
4
The financial review : the official publication of the Eastern Finance Association
4
The journal of financial research
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working paper series / Federal Reserve Bank of Atlanta
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advances in quantitative analysis of finance and accounting : a research annual
3
Applied financial economics
3
CORE discussion paper : DP
3
CREATES research paper
3
Canadian journal of agricultural economics : CJAE
3
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ECONIS (ZBW)
771
EconStor
10
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781
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1
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
2
Bootstrap derivative asset pricing
Markellos, Raphaēl N.
-
1998
Persistent link: https://www.econbiz.de/10000996674
Saved in:
3
Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng
-
1997
Persistent link: https://www.econbiz.de/10000633272
Saved in:
4
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
5
An empirical test of the Hull-White option pricing model
Corrado, Charles Joseph
- In:
The journal of futures markets
18
(
1998
)
4
,
pp. 363-378
Persistent link: https://www.econbiz.de/10001242646
Saved in:
6
Optionsbewertung
Abel, Ulrich
- In:
Bank-Archiv : Zeitschrift für das gesamte Bank- und …
37
(
1989
)
11
,
pp. 1047-1055
Persistent link: https://www.econbiz.de/10001080613
Saved in:
7
Empirical testing and applications of CCA
Crouhy, Michel
(
ed.
);
Galai, Dan
(
ed.
);
Wiener, Zvi
(
ed.
)
-
2019
Persistent link: https://www.econbiz.de/10011993507
Saved in:
8
Transformation methods for evaluating approximations to the optimal exercise boundary for a linear and nonlinear Black-Scholes equation
Ševčovič, Daniel
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 173-218)
.
2008
Persistent link: https://www.econbiz.de/10011954443
Saved in:
9
Pathwise superreplication via Vovk's outer measure
Beiglböck, Mathias
;
Cox, Alexander M. G.
;
Huesmann, Martin
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 1141-1166
Persistent link: https://www.econbiz.de/10011944488
Saved in:
10
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
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