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General Equilibrium Option Pri...
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Volatilität
Allgemeines Gleichgewicht
17,290
General equilibrium
16,956
Optionspreistheorie
14,810
Option pricing theory
14,351
Theorie
13,515
Theory
12,974
Empirische Methode
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Empirical method
4,057
Volatility
3,990
Stochastischer Prozess
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Stochastic process
3,310
Optionsgeschäft
2,895
Option trading
2,877
Derivat
2,423
Derivative
2,420
Wirkungsanalyse
2,235
Impact assessment
2,197
USA
2,118
United States
2,062
CGE model
1,956
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1,928
Schätzung
1,538
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1,471
CAPM
1,349
general equilibrium
1,329
Portfolio-Management
1,323
Portfolio selection
1,306
Deutschland
1,305
Hedging
1,256
Germany
1,220
Welt
1,141
EU-Staaten
1,122
Black-Scholes-Modell
1,112
World
1,075
Black-Scholes model
1,059
EU countries
1,054
Zinsstruktur
1,014
Wohlfahrtsanalyse
1,013
Yield curve
1,005
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Free
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3,996
German
58
French
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Cui, Zhenyu
44
Carr, Peter
26
Härdle, Wolfgang
25
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Jacobs, Kris
24
Gatheral, Jim
22
Nguyen, Duy
21
Alòs, Elisa
20
Fengler, Matthias R.
20
Lorig, Matthew
20
Takahashi, Akihiko
20
Zhang, Jin E.
20
Guyon, Julien
19
Christoffersen, Peter F.
18
Pierdzioch, Christian
16
Wang, Xingchun
16
Benth, Fred Espen
15
Escobar, Marcos
15
Grasselli, Martino
15
Elliott, Robert J.
14
Forde, Martin
14
Fouque, Jean-Pierre
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Oosterlee, Cornelis W.
14
Schoutens, Wim
14
Skiadopoulos, George
14
Wu, Liuren
14
Ewald, Christian-Oliver
13
Grzelak, Lech A.
13
Madan, Dilip B.
13
Schlag, Christian
13
Todorov, Viktor
13
Wong, Hoi Ying
13
Zheng, Wendong
13
Branger, Nicole
12
Fabozzi, Frank J.
12
Heston, Steven L.
12
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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>
6
Institut für Schweizerisches Bankwesen <Zürich>
6
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
Institute of Finance and Accounting <London>
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Verlag Dr. Kovač
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Brookings Institution
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
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European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
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Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Hochschule für Bankwirtschaft
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International Center for Financial Asset Management and Engineering
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International Center for Financial Asset Management and Engineering <Genève>
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International Workshop Empirical Science of Financial Fluctuations <2000, Tōkyō, Tokio>
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
Nihon Keizai Shinbunsha
1
Nikkei Econophysics Symposium <2, 2002, Tokio>
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Ulm
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
Wharton School / Finance Department
1
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International journal of theoretical and applied finance
156
Quantitative finance
105
The journal of futures markets
78
Applied mathematical finance
74
Journal of banking & finance
74
The journal of computational finance
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
49
Finance research letters
47
International journal of financial engineering
47
European journal of operational research : EJOR
42
Finance and stochastics
41
Journal of econometrics
39
Computational economics
38
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of economic dynamics & control
37
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
Journal of mathematical finance
35
Research paper series / Swiss Finance Institute
30
Risks : open access journal
30
Insurance / Mathematics & economics
26
Journal of financial economics
26
Review of quantitative finance and accounting
26
Annals of finance
25
International review of economics & finance : IREF
23
The European journal of finance
23
Applied economics
22
Energy economics
22
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Journal of empirical finance
19
Economic modelling
18
Journal of risk and financial management : JRFM
18
Asia-Pacific financial markets
16
International review of financial analysis
16
Journal of financial and quantitative analysis : JFQA
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
The journal of finance : the journal of the American Finance Association
16
NBER working paper series
15
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
3,996
EconStor
37
USB Cologne (business full texts)
15
USB Cologne (EcoSocSci)
8
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1
Option pricing based on alternative jump size distributions
Chen, Jian
;
Ma, Chenghu
- In:
Frontiers of economics in China : selected publications …
11
(
2016
)
3
,
pp. 439-467
Persistent link: https://www.econbiz.de/10011597962
Saved in:
2
General equilibrium option pricing under counter-cyclical growth and long-run risk
Hore, Satadru
;
Lopes, Hedibert Freitas
;
McCulloch, Robert E.
-
2016
Persistent link: https://www.econbiz.de/10011529674
Saved in:
3
Robust general equilibrium under stochastic volatility model
Xu, Weidong
;
Wu, Chongfeng
;
Li, Hongyi
- In:
Finance research letters
7
(
2010
)
4
,
pp. 224-231
Persistent link: https://www.econbiz.de/10009272750
Saved in:
4
Dynamic hedging, positive feedback, and general equilibrium
Hilpisch, Yves
-
2001
Persistent link: https://www.econbiz.de/10001570958
Saved in:
5
Option pricing with a dividend general equilibrium model
Chourdakis, Kyriakos M.
;
Tzavalis, Elias
-
2000
Persistent link: https://www.econbiz.de/10001540194
Saved in:
6
The risk and price volatility of stock options in general equilibrium
Drees, Burkhard
- In:
The Scandinavian journal of economics
97
(
1995
)
3
,
pp. 459-467
Persistent link: https://www.econbiz.de/10001187657
Saved in:
7
Kann das Minimumvarianz-Portfolio eine bessere Performance als der Aktienindex besitzen?
Bamberg, Günter
;
Neuhierl, Andreas
- In:
Die Betriebswirtschaft : DBW
68
(
2008
)
6
,
pp. 637-653
Persistent link: https://www.econbiz.de/10003780057
Saved in:
8
Essays on volatility measurement, model combination and asset pricing
Löbb, Joachim
-
2006
Persistent link: https://www.econbiz.de/10003407931
Saved in:
9
Das Vanna-Volga-Modell zur Konstruktion implizierter Volatilitäten : Ermittlung konsistenter Marktpreise für europäische DAX-Optionen
Eren, Murat
- In:
Risiko-Manager
(
2008
)
7
,
pp. 20-25
Persistent link: https://www.econbiz.de/10003667978
Saved in:
10
The impact of commodity price risk on firm value : an empirical analysis of corporate commodity price exposures
Bartram, Söhnke M.
- In:
Multinational finance journal : MF ; quarterly …
9
(
2005
)
3/4
,
pp. 161-187
Persistent link: https://www.econbiz.de/10003600239
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