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Option Prices with Stochastic...
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United States
Optionspreistheorie
14,846
Option pricing theory
14,379
Volatilität
4,032
Volatility
3,964
Theorie
3,933
Theory
3,786
Stochastischer Prozess
3,320
Stochastic process
3,267
Optionsgeschäft
2,985
Option trading
2,965
Derivat
2,464
Derivative
2,459
Black-Scholes-Modell
1,729
Black-Scholes model
1,633
Hedging
1,328
Portfolio-Management
1,187
Portfolio selection
1,171
CAPM
1,075
Zinsstruktur
962
Yield curve
952
Schätzung
915
Estimation
900
USA
781
Risiko
663
Risk
660
Realoptionsansatz
655
Real options analysis
653
Monte-Carlo-Simulation
628
Monte Carlo simulation
617
Börsenkurs
597
Kreditrisiko
597
Statistische Verteilung
589
Credit risk
587
Share price
582
Statistical distribution
579
Kapitaleinkommen
538
Capital income
537
Zinsderivat
465
Interest rate derivative
462
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Free
91
Undetermined
61
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Article
521
Book / Working Paper
244
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Article in journal
472
Aufsatz in Zeitschrift
472
Graue Literatur
154
Non-commercial literature
154
Arbeitspapier
129
Working Paper
129
Hochschulschrift
42
Aufsatz im Buch
40
Book section
40
Thesis
36
Collection of articles written by one author
15
Sammlung
15
Lehrbuch
9
Textbook
9
Collection of articles of several authors
8
Sammelwerk
8
Aufsatzsammlung
5
Bibliografie enthalten
4
Bibliography included
4
Glossar enthalten
4
Glossary included
4
Bibliografie
2
CD-ROM, DVD
2
Reprint
2
Accompanied by computer file
1
Bibliography
1
Biografie
1
Biography
1
Conference paper
1
Diskette
1
Elektronischer Datenträger als Beilage
1
Floppy disk
1
Handbook
1
Handbuch
1
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1
Konferenzschrift
1
Mehrbändiges Werk
1
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1
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Language
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English
753
German
12
Author
All
Engle, Robert F.
8
Rosenberg, Joshua V.
8
Bates, David S.
7
Bollerslev, Tim
7
Madan, Dilip B.
7
Figlewski, Stephen
6
Fleming, Jeff
6
Jackwerth, Jens Carsten
6
Nandi, Saikat
6
Schwartz, Eduardo S.
6
Craig, Ben R.
5
Deng, Yongheng
5
Heston, Steven L.
5
Joshi, Mark S.
5
Pierdzioch, Christian
5
Skiadopoulos, George
5
Zhou, Hao
5
Benzoni, Luca
4
Carr, Peter
4
Chance, Don M.
4
Christoffersen, Peter F.
4
Crouhy, Michel
4
Driessen, Joost
4
Galai, Dan
4
Gibson, Michael S.
4
Jacobs, Kris
4
Jong, Frank de
4
Keller, Joachim G.
4
Lee, Cheng F.
4
Longstaff, Francis A.
4
Medvedev, Alexey
4
Pedersen, Lasse Heje
4
Poteshman, Allen M.
4
Ritchken, Peter H.
4
Scaillet, Olivier
4
Turvey, Calum Greig
4
Wiener, Zvi
4
Alexander, Carol
3
Ammann, Manuel
3
Bakshi, Gurdip S.
3
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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
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
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
National Bureau of Economic Research
1
Office of State Planning and Development
1
Pennsylvania Land Policy Project
1
Practising Law Institute
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 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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Published in...
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The journal of futures markets
44
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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Source
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ECONIS (ZBW)
765
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1
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765
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1
Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng
-
1997
Persistent link: https://www.econbiz.de/10000633272
Saved in:
2
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
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