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USA
Optionspreistheorie
14,843
Option pricing theory
14,382
Theorie
7,313
Theory
7,145
Wahrscheinlichkeitsrechnung
6,104
Probability theory
5,824
Volatilität
3,958
Volatility
3,895
Stochastischer Prozess
3,670
Stochastic process
3,598
Optionsgeschäft
2,902
Option trading
2,885
Derivat
2,416
Derivative
2,412
Portfolio-Management
1,383
Portfolio selection
1,368
Statistische Verteilung
1,342
Statistical distribution
1,331
Hedging
1,263
Schätztheorie
1,129
Black-Scholes-Modell
1,118
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1,109
Risiko
1,109
CAPM
1,105
Risk
1,103
Black-Scholes model
1,065
Schätzung
1,058
Estimation
1,042
Zinsstruktur
975
Yield curve
965
United States
831
Kreditrisiko
789
Credit risk
778
Prognoseverfahren
777
Forecasting model
768
Monte-Carlo-Simulation
668
Monte Carlo simulation
663
Realoptionsansatz
648
Real options analysis
647
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Engle, Robert F.
8
Rosenberg, Joshua V.
8
Craig, Ben R.
7
Madan, Dilip B.
7
Bates, David S.
6
Nandi, Saikat
6
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
Bollerslev, Tim
4
Carr, Peter
4
Christoffersen, Peter F.
4
Collin-Dufresne, Pierre
4
Crouhy, Michel
4
Driessen, Joost
4
Galai, Dan
4
Hurd, Michael D.
4
Jacobs, Kris
4
Jong, Frank de
4
Longstaff, Francis A.
4
Pedersen, Lasse Heje
4
Poteshman, Allen M.
4
Turvey, Calum Greig
4
Wiener, Zvi
4
Alexander, Carol
3
Amisano, Gianni
3
Ammann, Manuel
3
Babbel, David F.
3
Bakshi, Gurdip S.
3
Bali, Turan G.
3
Benzoni, Luca
3
Bliss, Robert R.
3
Brorsen, B. Wade
3
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Federal Reserve Bank of Cleveland
2
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2
Transportation, Water, and Telecommunications Department, The World Bank
2
Weltbank
2
American Finance Association
1
Centre for Analytical Finance <Århus>
1
Deutsche Forschungsgemeinschaft
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
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
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1
Institutionen för Skogsekonomi <Ume°a>
1
International Accounting Standards Board
1
International Centre for Trade and Sustainable Development
1
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1
Kanada / Skill Development Leave Task Force
1
National Bureau of Economic Research
1
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1
Pennsylvania Land Policy Project
1
Practising Law Institute
1
Salomon Brothers Center for the Study of Financial Institutions
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Tasmanian Dairy and Food Industry training Committee inc.
1
The Wharton Financial Institutions Center
1
USA / Agriculture and Rural Economy Division
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
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
28
The review of financial studies
27
The journal of finance : the journal of the American Finance Association
23
Working paper / National Bureau of Economic Research, Inc.
21
Journal of financial and quantitative analysis : JFQA
17
Journal of financial economics
15
Journal of banking & finance
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
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
American journal of agricultural economics
7
Discussion paper / Centre for Economic Policy Research
7
International review of economics & finance : IREF
7
Finance and economics discussion series
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of business : B
6
Working paper
6
Insurance / Mathematics & economics
5
Journal of empirical finance
5
Review of quantitative finance and accounting
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
5
Advances in quantitative analysis of finance and accounting : a research annual
4
CORE discussion paper : DP
4
Federal Reserve Bank of Cleveland working paper series
4
International journal of theoretical and applied finance
4
Journal of econometrics
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 risk and insurance : the journal of the American Risk and Insurance Association
4
The review of economics and statistics
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 futures and options research : a research annual
3
CREATES research paper
3
Canadian journal of agricultural economics : CJAE
3
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ECONIS (ZBW)
839
EconStor
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1
Financial decision-making under distribution uncertainty
Kacperczyk, Marcin
-
2004
Persistent link: https://www.econbiz.de/10003386915
Saved in:
2
A simple nonparametric approach to derivative security valuation
Stutzer, Michael J.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1633-1652
Persistent link: https://www.econbiz.de/10001211779
Saved in:
3
Recovering probability distributions from option prices
Jackwerth, Jens Carsten
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1611-1631
Persistent link: https://www.econbiz.de/10001211781
Saved in:
4
Recovering an asset's implied PDF from option prices : an application to crude oil during the Gulf crisis
Melick, William Robert
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
1
,
pp. 91-115
Persistent link: https://www.econbiz.de/10001218122
Saved in:
5
Pitfalls in estimating jump-diffusion models
Honoré, Peter
-
1998
Persistent link: https://www.econbiz.de/10000994072
Saved in:
6
The dual jump diffusion model for security prices
Frost, Daniel Allen
-
1993
Persistent link: https://www.econbiz.de/10000996118
Saved in:
7
Applications of contingent claims theory to microeconomic problems
Hennessy, David A.
-
1993
Persistent link: https://www.econbiz.de/10000908859
Saved in:
8
Topics in advanced econometrics
Dhrymes, Phoebus J.
-
1994
Persistent link: https://www.econbiz.de/10000885386
Saved in:
9
A single equation approach to estimating nonstationary Markov matrices : the case of US agriculture, 1974 - 78
Peterson, R. Neal
-
1990
-
Reprod
Persistent link: https://www.econbiz.de/10000886595
Saved in:
10
A generalized parametric exponential family approach to modelling the distribution of exchange rate movements
Martin, Vance
-
1991
Persistent link: https://www.econbiz.de/10000832855
Saved in:
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