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Volatility
Risk
44,865
Risiko
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Theorie
21,100
Theory
20,740
Optionspreistheorie
14,809
Option pricing theory
14,350
Risikomanagement
6,755
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6,629
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6,334
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3,232
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3,230
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3,092
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2,958
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2,940
Derivat
2,871
Derivative
2,868
Börsenkurs
2,548
Share price
2,512
Risikomaß
2,252
Risk measure
2,250
Hedging
2,025
Risikoprämie
1,997
Risk premium
1,978
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1,741
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1,713
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1,697
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Gupta, Rangan
79
Cui, Zhenyu
44
Carr, Peter
28
Bloom, Nicholas
25
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Jacobs, Kris
24
Härdle, Wolfgang
23
Zhang, Jin E.
23
Gatheral, Jim
22
Nguyen, Duy
21
Pierdzioch, Christian
21
Alòs, Elisa
20
Bekaert, Geert
20
Christoffersen, Peter F.
20
Lorig, Matthew
20
Takahashi, Akihiko
20
Fabozzi, Frank J.
19
Guyon, Julien
19
Todorov, Viktor
19
Fengler, Matthias R.
18
Bouri, Elie
17
Salisu, Afees A.
17
Wang, Xingchun
17
Christiansen, Charlotte
16
Schlag, Christian
16
Benth, Fred Espen
15
Caporale, Guglielmo Maria
15
Demirer, Rıza
15
Escobar, Marcos
15
Fouque, Jean-Pierre
15
Grasselli, Martino
15
Jiang, George J.
15
Leippold, Markus
15
Wu, Liuren
15
Elliott, Robert J.
14
Forde, Martin
14
Hoerova, Marie
14
Jacquier, Antoine
14
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14
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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
Svenska Handelshögskolan <Helsinki>
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Chambre de commerce et d'industrie de Paris
3
Federal Reserve Bank of New York
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Banque de France / Direction des Etudes Economiques et de la Recherche
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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1
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1
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1
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1
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1
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1
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1
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1
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1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
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International journal of theoretical and applied finance
161
Finance research letters
149
Quantitative finance
112
Journal of banking & finance
95
Energy economics
91
The journal of futures markets
84
The North American journal of economics and finance : a journal of financial economics studies
83
Applied mathematical finance
76
International review of financial analysis
65
The journal of computational finance
65
International review of economics & finance : IREF
61
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Applied economics
52
Economic modelling
52
Journal of financial economics
51
Review of derivatives research
51
International journal of financial engineering
48
Journal of economic dynamics & control
48
Journal of econometrics
44
Finance and stochastics
43
Computational economics
42
European journal of operational research : EJOR
42
Journal of empirical finance
41
NBER working paper series
41
Journal of mathematical finance
38
Risks : open access journal
37
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
Working paper / National Bureau of Economic Research, Inc.
37
Journal of risk and financial management : JRFM
34
Management science : journal of the Institute for Operations Research and the Management Sciences
34
The European journal of finance
34
Working paper
34
Economics letters
33
Research in international business and finance
32
Research paper series / Swiss Finance Institute
32
Applied economics letters
31
Review of quantitative finance and accounting
31
Insurance / Mathematics & economics
29
NBER Working Paper
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
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ECONIS (ZBW)
6,246
RePEc
21
Other ZBW resources
4
BASE
1
EconStor
1
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1
Options & price uncertainty
Chichilnisky, Graciela
;
Dutta, Jayasri
;
Heal, Geoffrey
-
1991
Persistent link: https://www.econbiz.de/10000826369
Saved in:
2
Modellrisiko bei der Bewertung von Optionen in einem Vergleich von Modellen mit stochastischer Volatilität
Ender, Manuela
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003652604
Saved in:
3
Crashes, volatility, and the equity premium : lessons from S&P 500 options
Santa-Clara, Pedro
;
Yan, Shu
- In:
The review of economics and statistics
92
(
2010
)
2
,
pp. 435-451
Persistent link: https://www.econbiz.de/10008737706
Saved in:
4
The informational content of option-implied distributions : evidence from the Eurex index and interest rate futures options market
Wilkens, Sascha
;
Röder, Klaus
- In:
Global finance journal
17
(
2006
)
1
,
pp. 50-74
Persistent link: https://www.econbiz.de/10003381772
Saved in:
5
FX
risk
-neutral valuation relationships for the S u jump-diffusion family
Câmara, Ana
;
Câmara, António
;
Popova, Ivilina
; …
- In:
International journal of finance & economics : IJFE
16
(
2011
)
4
,
pp. 339-356
Persistent link: https://www.econbiz.de/10009508891
Saved in:
6
The pricing of idiosyncratic
risk
: evidence from the implied volatility distribution
Süss, Stephan
- In:
Financial markets and portfolio management
26
(
2012
)
2
,
pp. 247-267
Persistent link: https://www.econbiz.de/10009553644
Saved in:
7
Abnormal returns,
risk
, and options in large data sets
Caserta, Silvia
;
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
construction of reliablesemi-parametric estimates of the
risk
associated with extreme pricemovements. Our approach is based on semi …
Persistent link: https://www.econbiz.de/10011299966
Saved in:
8
The instantaneous return and volatility of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
Saved in:
9
Intrinsic prices of
risk
Le, Truc
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 318-327
Persistent link: https://www.econbiz.de/10011312410
Saved in:
10
The relationship between conditional value at
risk
and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
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