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Option Prices with Stochastic...
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Volatility
Optionspreistheorie
14,816
Option pricing theory
14,351
Volatilität
4,019
Theorie
3,933
Theory
3,786
Stochastischer Prozess
3,306
Stochastic process
3,253
Optionsgeschäft
2,976
Option trading
2,956
Derivat
2,458
Derivative
2,454
Black-Scholes-Modell
1,726
Black-Scholes model
1,630
Hedging
1,326
Portfolio-Management
1,185
Portfolio selection
1,169
CAPM
1,067
Zinsstruktur
961
Yield curve
951
Schätzung
914
Estimation
899
USA
781
United States
765
Risiko
657
Risk
654
Realoptionsansatz
652
Real options analysis
650
Monte-Carlo-Simulation
627
Monte Carlo simulation
616
Kreditrisiko
598
Börsenkurs
594
Credit risk
588
Statistische Verteilung
587
Share price
579
Statistical distribution
577
Kapitaleinkommen
539
Capital income
538
Zinsderivat
464
Aktienoption
462
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Free
1,381
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2,333
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3,896
German
55
French
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Cui, Zhenyu
44
Carr, Peter
27
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Jacobs, Kris
24
Gatheral, Jim
22
Härdle, Wolfgang
22
Alòs, Elisa
21
Fengler, Matthias R.
21
Nguyen, Duy
21
Lorig, Matthew
20
Takahashi, Akihiko
20
Zhang, Jin E.
20
Guyon, Julien
19
Christoffersen, Peter F.
18
Wang, Xingchun
16
Benth, Fred Espen
15
Escobar, Marcos
15
Fouque, Jean-Pierre
15
Grasselli, Martino
15
Elliott, Robert J.
14
Forde, Martin
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
Heston, Steven L.
13
Madan, Dilip B.
13
Todorov, Viktor
13
Wong, Hoi Ying
13
Zheng, Wendong
13
Fabozzi, Frank J.
12
Kim, Sol
12
Kwok, Yue-Kuen
12
Lian, Guanghua
12
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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
Institutt for Foretaksøkonomi <Bergen, Norwegen>
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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International journal of theoretical and applied finance
166
Quantitative finance
105
The journal of futures markets
83
Applied mathematical finance
81
Journal of banking & finance
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
66
The journal of computational finance
66
Review of derivatives research
53
Finance research letters
48
International journal of financial engineering
47
European journal of operational research : EJOR
42
Finance and stochastics
41
Journal of econometrics
41
The journal of derivatives : the official publication of the International Association of Financial Engineers
40
Computational economics
39
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of economic dynamics & control
36
Journal of mathematical finance
35
Risks : open access journal
30
Research paper series / Swiss Finance Institute
28
Journal of financial economics
27
Insurance / Mathematics & economics
26
Review of quantitative finance and accounting
26
Annals of finance
25
The European journal of finance
25
International review of economics & finance : IREF
24
Applied economics
22
Energy economics
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Asia-Pacific financial markets
19
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Journal of empirical finance
19
International review of financial analysis
18
Journal of risk and financial management : JRFM
18
Economic modelling
17
Journal of financial and quantitative analysis : JFQA
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
The journal of finance : the journal of the American Finance Association
16
Applied financial economics
14
Asia-Pacific journal of financial studies
14
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ECONIS (ZBW)
3,951
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1
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:
2
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan
-
1994
Persistent link: https://www.econbiz.de/10000959539
Saved in:
3
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
4
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
5
On black-scholes implied volatility at extreme strikes
Benaim, Shalom
;
Friz, Peter
;
Lee, Roger
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 19-45)
.
2009
Persistent link: https://www.econbiz.de/10003787593
Saved in:
6
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
7
FX options and smile risk
Castagna, Antonio
-
2010
Persistent link: https://www.econbiz.de/10003849324
Saved in:
8
Alternative formulas to compute implied standard deviation
Ang, James S.
;
Jou, Gwoduan David
;
Lai, Tsong-yue
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
2
,
pp. 159-176
Persistent link: https://www.econbiz.de/10003871567
Saved in:
9
Componentwise splitting methods for pricing American options under stochastic volatility
Ikonen, Samuli
;
Toivanen, Jari
- In:
International journal of theoretical and applied finance
10
(
2007
)
2
,
pp. 331-361
Persistent link: https://www.econbiz.de/10003441984
Saved in:
10
A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility
Alòs, Elisa
;
León, Jorge A.
;
Pontier, Monique
;
Vives, …
-
2008
Persistent link: https://www.econbiz.de/10008663229
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