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USA
Optionspreistheorie
14,848
Option pricing theory
14,387
Markov chain
7,913
Markov-Kette
7,620
Theorie
7,561
Theory
7,403
Volatilität
4,793
Volatility
4,730
Stochastischer Prozess
4,041
Stochastic process
3,985
Optionsgeschäft
2,994
Option trading
2,974
Derivat
2,524
Derivative
2,522
Schätzung
2,262
Estimation
2,241
Black-Scholes-Modell
1,729
Black-Scholes model
1,681
Portfolio-Management
1,490
Portfolio selection
1,476
Monte-Carlo-Simulation
1,447
Monte Carlo simulation
1,434
Hedging
1,395
United States
1,263
CAPM
1,182
Zinsstruktur
1,108
Yield curve
1,097
Prognoseverfahren
1,017
Forecasting model
1,007
Börsenkurs
994
Zeitreihenanalyse
987
Share price
978
Time series analysis
975
Kapitaleinkommen
944
Capital income
940
Bayesian inference
895
Bayes-Statistik
894
ARCH-Modell
840
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832
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252
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820
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Piger, Jeremy Max
16
Ciecka, James E.
15
Chauvet, Marcelle
12
Skoog, Gary R.
12
Kim, Chang-jin
10
Owyang, Michael T.
9
Engle, Robert F.
8
Gupta, Rangan
8
Rosenberg, Joshua V.
8
Bates, David S.
7
Bollerslev, Tim
7
Craig, Ben R.
7
Figlewski, Stephen
7
Jackwerth, Jens Carsten
7
Krolzig, Hans-Martin
7
Madan, Dilip B.
7
Nandi, Saikat
7
Paap, Richard
7
Acemoglu, Daron
6
Balcilar, Mehmet
6
Bode, Eckhardt
6
Fleming, Jeff
6
Guidolin, Massimo
6
Morley, James C.
6
Robinson, James A.
6
Schwartz, Eduardo S.
6
Benzoni, Luca
5
Christiansen, Charlotte
5
Deng, Yongheng
5
Droumaguet, Matthieu
5
Dueker, Michael
5
Elliott, Robert J.
5
Heston, Steven L.
5
Joshi, Mark S.
5
Keller, Joachim G.
5
Nelson, Charles R.
5
Pierdzioch, Christian
5
Ritter, Matthias
5
Skiadopoulos, George
5
Sola, Martin
5
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2
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2
Transportation, Water, and Telecommunications Department, The World Bank
2
Weltbank
2
American Finance Association
1
Bonn Graduate School of Economics
1
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1
Centre for Growth and Business Cycle Research <Manchester>
1
Econometrisch Instituut <Rotterdam>
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
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1
Forschungsstelle für Internationales Management
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Goethe-Universität Frankfurt am Main
1
Hydro-Electric Commission through its Energy Management Centre
1
Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques
1
Institute for Fiscal Studies
1
Institute of Finance and Accounting <London>
1
Institutionen för Skogsekonomi <Ume°a>
1
International Accounting Standards Board
1
International Centre for Trade and Sustainable Development
1
Kanada / Minister of State for Employment and Immigration
1
Kanada / Skill Development Leave Task Force
1
Office of State Planning and Development
1
Pennsylvania Land Policy Project
1
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1
Rutgers University / Department of Economics
1
Salomon Brothers Center for the Study of Financial Institutions
1
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1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Tasmanian Dairy and Food Industry training Committee inc.
1
The Wharton Financial Institutions Center
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
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The journal of futures markets
48
The journal of derivatives : the official publication of the International Association of Financial Engineers
32
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
26
The journal of finance : the journal of the American Finance Association
24
Journal of financial and quantitative analysis : JFQA
20
Journal of banking & finance
18
Working paper
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of econometrics
15
Journal of financial economics
15
Economics letters
13
Finance and economics discussion series
13
Discussion paper / Centre for Economic Policy Research
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
11
Review of derivatives research
11
The journal of fixed income
11
Economic modelling
10
Journal of applied econometrics
10
The journal of real estate finance and economics
10
The journal of computational finance
9
American journal of agricultural economics
8
Journal of empirical finance
8
Journal of forensic economics
8
Journal of legal economics
8
Applied economics
7
International review of economics & finance : IREF
7
Journal of money, credit and banking : JMCB
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Review of quantitative finance and accounting
7
Advances in futures and options research : a research annual
6
Applied financial economics
6
Energy economics
6
European journal of operational research : EJOR
6
International journal of theoretical and applied finance
6
International review of financial analysis
6
The journal of business : B
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Federal Reserve Bank of Cleveland working paper series
5
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ECONIS (ZBW)
1,268
EconStor
14
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1
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
2
Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng
-
1997
Persistent link: https://www.econbiz.de/10000633272
Saved in:
3
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
4
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
Saved in:
5
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
6
The Black-Scholes currency option pricing model : evidence for unbiasedness from three currencies against the US dollar
Azar, Samih Antoine
;
Tortian, Annie
- In:
International journal of economics and finance
5
(
2013
)
8
,
pp. 54-64
Persistent link: https://www.econbiz.de/10009787194
Saved in:
7
Options on troubled stock
Câmara, António
;
Popova, Ivilina
;
Simkins, Betty J.
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 637-657
Persistent link: https://www.econbiz.de/10010507943
Saved in:
8
Comparison of two methods for superreplication
Ekström, Erik
;
Tysk, Johan
- In:
Applied mathematical finance
19
(
2012
)
1/2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10009561234
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
Nonparametric American option pricing
Alcock, Jamie
;
Carmichael, Trent
- In:
The journal of futures markets
28
(
2008
)
8
,
pp. 717-748
Persistent link: https://www.econbiz.de/10003746342
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