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Introduction to option pricing...
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Volatilität
Theorie
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Asymmetrische Information
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Bollerslev, Tim
79
Diebold, Francis X.
63
McAleer, Michael
60
Härdle, Wolfgang
58
Andersen, Torben
52
Lux, Thomas
50
Chiarella, Carl
49
Cui, Zhenyu
46
Koopman, Siem Jan
46
Christoffersen, Peter F.
39
Todorov, Viktor
39
Caporin, Massimiliano
34
Aizenman, Joshua
33
Hautsch, Nikolaus
33
Fengler, Matthias R.
32
Gupta, Rangan
32
Schlag, Christian
32
Carr, Peter
31
Pierdzioch, Christian
31
Bekaert, Geert
30
Herwartz, Helmut
29
Jacquier, Antoine (Jack)
29
Asai, Manabu
28
Hafner, Christian M.
28
Engle, Robert F.
27
Branger, Nicole
26
Escobar, Marcos
26
Fabozzi, Frank J.
26
Jacobs, Kris
26
Andersen, Torben G.
25
Fernández-Villaverde, Jesús
25
Fouque, Jean-Pierre
25
Ghysels, Eric
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Meddahi, Nour
25
Aït-Sahalia, Yacine
24
Madan, Dilip B.
24
Mittnik, Stefan
24
Platen, Eckhard
24
Yu, Jun
24
Benth, Fred Espen
23
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Rodney L. White Center for Financial Research
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Institut für Schweizerisches Bankwesen <Zürich>
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Internationaler Währungsfonds / Research Department
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Svenska Handelshögskolan <Helsinki>
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Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Instituto Valenciano de Investigaciones Económicas
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
The Wharton Financial Institutions Center
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Chambre de commerce et d'industrie de Paris
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
International Monetary Fund
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
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Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Centre for Economic Policy Research
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Centre for Growth and Business Cycle Research <Manchester>
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Centre of Financial Studies
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
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Deutsche Börse AG
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of St. Louis
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Weltwirtschaft
2
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International journal of theoretical and applied finance
204
NBER working paper series
183
Journal of banking & finance
173
Working paper / National Bureau of Economic Research, Inc.
166
Journal of econometrics
163
NBER Working Paper
160
Quantitative finance
156
Finance research letters
143
The journal of futures markets
109
Applied mathematical finance
107
Journal of economic dynamics & control
106
Journal of empirical finance
98
Economics letters
97
Journal of financial economics
97
Mathematical finance : an international journal of mathematics, statistics and financial theory
97
Discussion paper / Tinbergen Institute
93
Economic modelling
93
Computational economics
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
The North American journal of economics and finance : a journal of financial economics studies
85
Discussion paper / Centre for Economic Policy Research
82
Energy economics
82
Applied economics
80
International journal of forecasting
80
International review of economics & finance : IREF
80
Working paper
79
The European journal of finance
78
International review of financial analysis
76
The journal of computational finance
74
Finance and stochastics
70
Journal of international money and finance
67
Research paper series / Swiss Finance Institute
67
The review of financial studies
63
Review of derivatives research
62
Risks : open access journal
61
Journal of forecasting
60
European journal of operational research : EJOR
59
Journal of risk and financial management : JRFM
56
Applied economics letters
55
International journal of financial engineering
55
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ECONIS (ZBW)
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EconStor
232
USB Cologne (EcoSocSci)
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USB Cologne (business full texts)
15
ArchiDok
1
OLC EcoSci
1
RePEc
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1
Stochastic filtering with applications in finance
Bhar, Ramaprasad
-
2010
Persistent link: https://www.econbiz.de/10014277065
Saved in:
2
Derivatives in financial markets with stochastic volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
-
2000
Persistent link: https://www.econbiz.de/10001464269
Saved in:
3
Stochastic volatility in financial markets : crossing the bridge to continuous time
Fornari, Fabio
;
Mele, Antonio
-
2000
Persistent link: https://www.econbiz.de/10001464294
Saved in:
4
Pricing American options in the Heston model : a close look on incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
-
2011
Persistent link: https://www.econbiz.de/10009688311
Saved in:
5
Quanto option pricing in the parsimonious Heston model
Dimitroff, Georgi
;
Szimayer, Alexander
;
Wagner, Andreas
-
2009
Persistent link: https://www.econbiz.de/10009688320
Saved in:
6
A parsimonious multi-asset Heston model : calibration and derivative pricing
Szimayer, Alexander
;
Dimitroff, Geogri
;
Lorenz, Stefan
-
2009
Persistent link: https://www.econbiz.de/10009688323
Saved in:
7
Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei
-
2000
Persistent link: https://www.econbiz.de/10001499875
Saved in:
8
Stochastic implied volatility : a factor-based model
Hafner, Reinhold
-
2004
volatility derivatives. In the first part, the book develops a unifying
theory
for the analysis of contingent claims under both …
Persistent link: https://www.econbiz.de/10002063039
Saved in:
9
Interest rate dynamics, derivatives pricing, and risk management
Chen, Lin
-
1996
Persistent link: https://www.econbiz.de/10013278137
Saved in:
10
The political economy of fiscal policy : public deficits, volatility, and growth
Woo, Jaejoon
-
2006
Persistent link: https://www.econbiz.de/10008732466
Saved in:
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