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Volatility
Stochastischer Prozess
17,192
Stochastic process
16,751
Theorie
9,944
Theory
9,697
Volatilität
3,860
Optionspreistheorie
3,232
Option pricing theory
3,181
Warteschlangentheorie
2,781
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2,271
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2,249
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2,236
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1,472
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1,463
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1,449
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1,422
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1,411
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1,377
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1,066
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1,062
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1,039
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1,022
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893
Risiko
821
Risk
809
Börsenkurs
684
Statistische Verteilung
683
USA
676
Prognoseverfahren
671
Statistical distribution
669
Share price
655
Forecasting model
654
United States
643
Derivat
641
Derivative
640
Dynamic programming
597
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596
Dynamische Optimierung
593
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593
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580
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1,499
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3,770
German
27
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McAleer, Michael
66
Asai, Manabu
37
Koopman, Siem Jan
36
Chan, Joshua
34
Todorov, Viktor
34
Cui, Zhenyu
33
Chiarella, Carl
29
Clark, Todd E.
25
Mumtaz, Haroon
25
Escobar, Marcos
24
Barndorff-Nielsen, Ole E.
23
Shephard, Neil G.
23
Tauchen, George Eugene
23
Fouque, Jean-Pierre
21
Andersen, Torben
20
Carriero, Andrea
19
Nguyen, Duy
19
Yu, Jun
19
Alòs, Elisa
18
Marcellino, Massimiliano
18
Platen, Eckhard
18
Bos, Charles S.
17
Hafner, Christian M.
17
Martin, Gael M.
17
Renò, Roberto
17
Rodriguez, Gabriel
17
Takahashi, Akihiko
17
Kang, Boda
16
Wong, Hoi Ying
16
Chan, Joshua C. C.
15
Grasselli, Martino
15
Jacquier, Antoine (Jack)
15
Benth, Fred Espen
14
Carr, Peter
14
Forde, Martin
14
Lucas, André
14
Renault, Eric
14
Caporin, Massimiliano
13
Corsi, Fulvio
13
Fabozzi, Frank J.
13
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
3
Nuffield College
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
International Center for Financial Asset Management and Engineering
2
University of Canterbury / Dept. of Economics and Finance
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
Queen Mary College / Department of Economics
1
Rodney L. White Center for Financial Research
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of Chicago / Graduate School of Business
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1
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1
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1
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1
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International journal of theoretical and applied finance
135
Journal of econometrics
104
Quantitative finance
89
Applied mathematical finance
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Discussion paper / Tinbergen Institute
56
The journal of computational finance
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Computational economics
48
Finance and stochastics
47
Journal of economic dynamics & control
47
Econometric reviews
44
European journal of operational research : EJOR
39
Finance research letters
39
Journal of mathematical finance
38
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of banking & finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Annals of finance
31
The journal of futures markets
31
Energy economics
30
Journal of empirical finance
30
Risks : open access journal
30
Research paper series / Swiss Finance Institute
29
Economics letters
27
The North American journal of economics and finance : a journal of financial economics studies
26
CAMA working paper series
24
Review of derivatives research
24
Journal of risk and financial management : JRFM
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Applied economics
20
Economic modelling
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Econometrics : open access journal
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Journal of financial economics
18
NBER working paper series
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The European journal of finance
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ECONIS (ZBW)
3,796
EconStor
1
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1
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3,797
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1
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
2
Tempered stable process, first passage time, and path-dependent option pricing
Kim, Young Shin
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 187-215
Persistent link: https://www.econbiz.de/10011993461
Saved in:
3
A new type of barrier options : lizard option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
4
Option pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
Saved in:
5
On a Heath-Jarrow-Morton approach for stock options
Kallsen, Jan
;
Krühner, Paul
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 583-615
Persistent link: https://www.econbiz.de/10011418308
Saved in:
6
Options pricing with time changed Lévy processes under imprecise information
Feng, Zhi-Yuan
;
Cheng, Johnson T.-S.
;
Liu, Yu-Hong
; …
- In:
Fuzzy optimization and decision making : a journal of …
14
(
2015
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10011313098
Saved in:
7
Modeling electricity spot prices : combining mean reversion, spikes, and stochastic volatility
Mayer, Klaus
;
Schmid, Thomas
;
Weber, Florian
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 292-315
Persistent link: https://www.econbiz.de/10010528197
Saved in:
8
U.S. stock market crash risk, 1926–2010
Bates, David S.
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 229-259
Persistent link: https://www.econbiz.de/10009666837
Saved in:
9
Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya
;
Innocentis, Marco de
;
Levendorskij, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
Saved in:
10
Pricing and hedging of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
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