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USA
Optionspreistheorie
14,810
Option pricing theory
14,351
Monte Carlo simulation
6,292
Theorie
5,778
Monte-Carlo-Simulation
5,674
Theory
5,624
Volatilität
4,221
Volatility
4,155
Stochastischer Prozess
3,672
Stochastic process
3,617
Optionsgeschäft
2,908
Option trading
2,891
Derivat
2,447
Derivative
2,444
Schätzung
1,429
Estimation
1,404
Schätztheorie
1,360
Estimation theory
1,341
Portfolio-Management
1,332
Portfolio selection
1,315
Hedging
1,279
Markov-Kette
1,144
Markov chain
1,142
Black-Scholes-Modell
1,126
CAPM
1,099
Black-Scholes model
1,069
United States
1,005
Zinsstruktur
988
Yield curve
978
Simulation
965
Bayesian inference
782
Prognoseverfahren
781
Statistische Verteilung
781
Bayes-Statistik
776
Forecasting model
773
Statistical distribution
770
Risk
749
Risiko
747
Kreditrisiko
682
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201
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98
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Article
621
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403
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Article in journal
566
Aufsatz in Zeitschrift
566
Graue Literatur
273
Non-commercial literature
273
Working Paper
259
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246
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54
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48
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43
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10
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10
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8
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7
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4
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4
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4
Accompanied by computer file
2
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2
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1
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English
1,009
German
15
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Engle, Robert F.
8
Rosenberg, Joshua V.
8
Bollerslev, Tim
7
Craig, Ben R.
7
Koopman, Siem Jan
7
Madan, Dilip B.
7
Pesaran, M. Hashem
7
Asai, Manabu
6
Bates, David S.
6
Hecq, Alain W. J.
6
McAleer, Michael
6
Nandi, Saikat
6
Scaillet, Olivier
6
Zhou, Hao
6
Cooper, Russell W.
5
Corsi, Fulvio
5
Deng, Yongheng
5
Figlewski, Stephen
5
Fleming, Jeff
5
Heston, Steven L.
5
Joshi, Mark S.
5
Keller, Joachim G.
5
Pierdzioch, Christian
5
Ritter, Matthias
5
Schwartz, Eduardo S.
5
Skiadopoulos, George
5
Willis, Jonathan L.
5
Audrino, Francesco
4
Brav, Alon
4
Carr, Peter
4
Christoffersen, Peter F.
4
Collin-Dufresne, Pierre
4
Crouhy, Michel
4
Driessen, Joost
4
Galai, Dan
4
Gibson, Michael S.
4
Géczy, Christopher
4
Haltiwanger, John C.
4
Haque, Qazi
4
Jacobs, Kris
4
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National Bureau of Economic Research
3
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Transportation, Water, and Telecommunications Department, The World Bank
2
Weltbank
2
American Finance Association
1
Centre for Analytical Finance <Århus>
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European University Institute / Department of Law
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
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
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
Practising Law Institute
1
Reserve Bank of Australia / Economic Research Dept
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
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Exeter / Department of Economics
1
University of Hong Kong / School of Economics and Finance
1
University of Waterloo / Department of Economics
1
Universität Basel / Institut für Statistik und Ökonometrie
1
Verlag Dr. Kovač
1
Weltwirtschaftsforum
1
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The journal of futures markets
41
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
The review of financial studies
27
Working paper / National Bureau of Economic Research, Inc.
24
The journal of finance : the journal of the American Finance Association
22
Journal of financial and quantitative analysis : JFQA
18
Journal of financial economics
14
Journal of banking & finance
13
Journal of econometrics
13
Journal of applied econometrics
12
Review of derivatives research
11
The journal of fixed income
11
The journal of real estate finance and economics
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
Discussion paper / Centre for Economic Policy Research
9
Discussion paper / Tinbergen Institute
9
Finance and economics discussion series
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The journal of computational finance
9
American journal of agricultural economics
7
Econometric Institute research papers
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Working paper
7
International review of economics & finance : IREF
6
Journal of empirical finance
6
The journal of business : B
6
CAMA working paper series
5
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Review of quantitative finance and accounting
5
Working paper series / Federal Reserve Bank of Atlanta
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
5
Applied economics
4
CORE discussion paper : DP
4
Discussion paper series / IZA
4
Federal Reserve Bank of Cleveland working paper series
4
Insurance / Mathematics & economics
4
International journal of theoretical and applied finance
4
International review of financial analysis
4
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
4
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ECONIS (ZBW)
1,010
EconStor
13
Other ZBW resources
1
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1
Optimal martingales and American option pricing
Cerrato, Mario
(
contributor
);
Abbasyan, Abdollah
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003806133
Saved in:
2
Liquidity and employee options : an empirical examination of the Microsoft experience
Chance, Don M.
- In:
The journal of corporate finance : contracting, …
15
(
2009
)
4
,
pp. 469-487
Persistent link: https://www.econbiz.de/10003871942
Saved in:
3
Assessing the economic value of venture capital contracts : an option pricing approach
Onimus, Jil Caroline
-
2011
-
1. ed.
Persistent link: https://www.econbiz.de/10008839828
Saved in:
4
Simulation-based pricing of convertible bonds
Ammann, Manuel
;
Kind, Axel
;
Wilde, Christian
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 310-331
Persistent link: https://www.econbiz.de/10003699167
Saved in:
5
Optimal martingales and American option pricing
Cerrato, Mario
;
Abbasyan, Abdollah
-
2009
Persistent link: https://www.econbiz.de/10003875010
Saved in:
6
Valuation of options of European and American style
Varmaz, Armin
;
Fieberg, Christian
- In:
Corporate finance / Biz
2
(
2011
)
3
,
pp. 195-203
Persistent link: https://www.econbiz.de/10008987478
Saved in:
7
Monte-Carlo valuation of American options : facts and new algorithms to improve existing methods
Bouchard, Bruno
;
Warin, Xavier
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 215-255)
.
2012
Persistent link: https://www.econbiz.de/10009577193
Saved in:
8
Stock price dynamics of listed growth companies : evidence from the options market
Baule, Rainer
;
Tallau, Christian
- In:
The IUP journal of applied finance : IJAF
19
(
2013
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10009696959
Saved in:
9
Valuing American options by least-squares randomized quasi-Monte Carlo methods
Wu, Xin-Yu
;
Zhou, Hai-Lin
;
Wang, Shouyang
- In:
Journal of financial engineering
1
(
2014
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010508081
Saved in:
10
Convergence of Monte Carlo simulations involving the mean-reverting square root process
Higham, Desmond J.
;
Mao, Xuerong
- In:
The journal of computational finance
8
(
2004/2005
)
3
,
pp. 35-61
Persistent link: https://www.econbiz.de/10002996511
Saved in:
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