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~subject:"Volatility"
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Testing option pricing models
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Volatility
Optionspreistheorie
14,728
Option pricing theory
14,270
Volatilität
3,854
Theorie
3,530
Theory
3,397
Stochastischer Prozess
3,205
Stochastic process
3,155
Optionsgeschäft
2,856
Option trading
2,839
Derivat
2,365
Derivative
2,362
Hedging
1,240
Black-Scholes-Modell
1,097
Portfolio-Management
1,091
Portfolio selection
1,079
Black-Scholes model
1,044
CAPM
1,019
Zinsstruktur
932
Yield curve
922
Schätzung
864
Estimation
849
USA
721
United States
707
Realoptionsansatz
638
Real options analysis
637
Risiko
619
Risk
616
Monte-Carlo-Simulation
610
Monte Carlo simulation
605
Kreditrisiko
577
Statistische Verteilung
568
Credit risk
567
Statistical distribution
559
Börsenkurs
553
Share price
539
Kapitaleinkommen
510
Capital income
509
Zinsderivat
457
Interest rate derivative
454
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Online availability
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Free
1,355
Undetermined
1,092
Type of publication
All
Article
2,205
Book / Working Paper
1,586
Type of publication (narrower categories)
All
Article in journal
2,116
Aufsatz in Zeitschrift
2,116
Graue Literatur
426
Non-commercial literature
426
Arbeitspapier
390
Working Paper
390
Hochschulschrift
93
Aufsatz im Buch
86
Book section
86
Thesis
68
Collection of articles written by one author
16
Sammlung
16
Collection of articles of several authors
15
Conference paper
15
Konferenzbeitrag
15
Sammelwerk
15
Forschungsbericht
11
Bibliografie enthalten
7
Bibliography included
7
Lehrbuch
7
Textbook
6
Amtsdruckschrift
4
Aufsatzsammlung
4
Government document
4
Accompanied by computer file
2
Elektronischer Datenträger als Beilage
2
Konferenzschrift
2
Systematic review
2
Übersichtsarbeit
2
Bibliografie
1
CD-ROM, DVD
1
Handbook
1
Handbuch
1
Ratgeber
1
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Language
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English
3,743
German
48
French
2
Spanish
1
Author
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Cui, Zhenyu
44
Carr, Peter
26
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Jacobs, Kris
24
Gatheral, Jim
22
Härdle, Wolfgang
21
Nguyen, Duy
21
Lorig, Matthew
20
Takahashi, Akihiko
20
Zhang, Jin E.
20
Alòs, Elisa
19
Guyon, Julien
19
Christoffersen, Peter F.
18
Fengler, Matthias R.
18
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
Todorov, Viktor
13
Wong, Hoi Ying
13
Zheng, Wendong
13
Fabozzi, Frank J.
12
Heston, Steven L.
12
Kwok, Yue-Kuen
12
Lian, Guanghua
12
Ortega, Juan-Pablo
12
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Institution
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National Bureau of Economic Research
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
Hochschule für Bankwirtschaft
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
Karlsruher Institut für Technologie
1
Melbourne Business School
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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Published in...
All
International journal of theoretical and applied finance
156
Quantitative finance
104
The journal of futures markets
78
Journal of banking & finance
74
Applied mathematical finance
72
The journal of computational finance
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
49
International journal of financial engineering
47
Finance research letters
45
European journal of operational research : EJOR
42
Finance and stochastics
40
Journal of econometrics
39
The North American journal of economics and finance : a journal of financial economics studies
38
Computational economics
37
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Journal of economic dynamics & control
35
Journal of mathematical finance
35
Risks : open access journal
28
Research paper series / Swiss Finance Institute
27
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
21
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
Energy economics
19
Journal of empirical finance
19
Journal of risk and financial management : JRFM
18
Economic modelling
17
Asia-Pacific financial markets
16
International review of financial analysis
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Journal of financial and quantitative analysis : JFQA
15
The journal of finance : the journal of the American Finance Association
15
Asia-Pacific journal of financial studies
14
Discussion paper / Tinbergen Institute
14
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Source
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ECONIS (ZBW)
3,791
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1
Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten
Neuhaus, Holger
-
1995
Persistent link: https://www.econbiz.de/10000550284
Saved in:
2
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
Saved in:
3
Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000907918
Saved in:
4
Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909452
Saved in:
5
Stock price jumps and their impact on option valuation
Trautmann, Siegfried
;
Beinert, Michaela
-
1994
Persistent link: https://www.econbiz.de/10000910708
Saved in:
6
Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates : applications of Fourier inversion methods
Scott, Louis O.
-
1995
-
Rev
Persistent link: https://www.econbiz.de/10000913282
Saved in:
7
Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
Saved in:
8
Contingent claims and market completeness in a stochastic volatility model
Romano, Marc
;
Touzi, Nizar
-
1993
Persistent link: https://www.econbiz.de/10000874372
Saved in:
9
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000877913
Saved in:
10
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S.
-
1993
Persistent link: https://www.econbiz.de/10000884445
Saved in:
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