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The Distribution of the Sum of...
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All
Option pricing theory
7,894
Optionspreistheorie
7,891
Theorie
4,542
Theory
4,536
Statistische Verteilung
4,411
Statistical distribution
4,408
Volatility
2,892
Volatilität
2,886
Optionsgeschäft
2,821
Option trading
2,820
Stochastischer Prozess
2,306
Stochastic process
2,305
Derivat
1,477
Derivative
1,477
Portfolio selection
1,153
Portfolio-Management
1,152
Estimation
1,088
Schätzung
1,081
USA
967
United States
967
Capital income
903
Kapitaleinkommen
903
Schätztheorie
890
Estimation theory
889
Risikomaß
850
Risk measure
850
Hedging
842
Prognoseverfahren
789
Forecasting model
788
Risk
761
Risiko
751
Black-Scholes model
718
Black-Scholes-Modell
718
Börsenkurs
685
Share price
685
ARCH-Modell
649
ARCH model
648
CAPM
634
Monte Carlo simulation
565
Monte-Carlo-Simulation
564
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Online availability
All
Undetermined
5,186
Free
1,779
Type of publication
All
Article
Book / Working Paper
17,026
Journal
21
Type of publication (narrower categories)
All
Article in journal
12,150
Aufsatz in Zeitschrift
12,150
Aufsatz im Buch
835
Book section
835
Article
96
Conference paper
68
Konferenzbeitrag
68
Systematic review
15
Übersichtsarbeit
15
Reprint
9
Mehrbändiges Werk
6
Multi-volume publication
6
Rezension
6
Collection of articles of several authors
4
Sammelwerk
4
Bibliografie
2
Bibliografie enthalten
2
Bibliography
2
Bibliography included
2
Festschrift
2
Book review
1
Case study
1
Conference proceedings
1
Fallstudie
1
Konferenzschrift
1
Statistics
1
Statistik
1
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English
13,106
Undetermined
1,125
German
288
Spanish
58
French
36
Portuguese
7
Czech
6
Italian
4
Dutch
4
Polish
4
Hungarian
3
Croatian
2
Russian
2
Danish
1
Romanian
1
Slovak
1
Swedish
1
Turkish
1
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Author
All
Fabozzi, Frank J.
76
Madan, Dilip B.
62
Carr, Peter
53
Račev, Svetlozar T.
46
Elliott, Robert J.
40
Kwok, Yue-Kuen
37
Benth, Fred Espen
36
Wang, Xingchun
34
Zhang, Jin E.
34
Cui, Zhenyu
33
Takahashi, Akihiko
33
Siu, Tak Kuen
32
Kim, Young Shin
31
Ryu, Doojin
31
Schoutens, Wim
30
Arrow, K. J.
29
Härdle, Wolfgang
29
Intriligator, M.D.
29
Jarrow, Robert A.
28
Schwartz, Eduardo S.
28
Nadarajah, Saralees
27
Wu, Liuren
26
Stentoft, Lars
24
Escobar, Marcos
22
Chiarella, Carl
21
Glasserman, Paul
21
Wong, Hoi Ying
21
Fusai, Gianluca
20
Jacobs, Kris
20
Levendorskij, Sergej Z.
20
Zanette, Antonino
20
Chang, Chuang-chang
19
Christoffersen, Peter F.
19
Eberlein, Ernst
19
Joshi, Mark S.
19
Wei, Jason
19
Bellalah, Mondher
18
He, Xin-Jiang
17
Hull, John
17
Satchell, Stephen
17
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Institution
All
Institute for Economic Forecasting
11
Departamento Académico de Economía, Universidad del Pacífico
2
International Centre for Trade and Sustainable Development
2
Weltwirtschaftsforum
2
EOE
1
Econometrics Editorial Office
1
Palgrave Macmillan
1
Risks Editorial Office
1
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Published in...
All
International journal of theoretical and applied finance
531
Economics Bulletin
422
International Game Theory Review (IGTR)
385
The journal of futures markets
384
Insurance / Mathematics & economics
328
Journal of banking & finance
304
Mathematical finance : an international journal of mathematics, statistics and financial theory
271
The journal of computational finance
256
The journal of derivatives : the official publication of the International Association of Financial Engineers
255
Applied mathematical finance
249
Finance and stochastics
244
Quantitative finance
229
Journal of econometrics
222
European journal of operational research : EJOR
195
Review of derivatives research
188
Risks : open access journal
165
Journal of economic dynamics & control
159
Finance research letters
156
Computational economics
138
Journal of mathematical finance
127
International journal of financial engineering
122
Economics letters
119
The European journal of finance
117
The North American journal of economics and finance : a journal of financial economics studies
112
Journal of financial economics
109
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
98
Applied economics
97
International review of financial analysis
95
International journal of forecasting
94
Economic modelling
89
Asia-Pacific financial markets
88
Journal of financial and quantitative analysis : JFQA
88
The review of financial studies
86
Journal of empirical finance
84
Journal of risk and financial management : JRFM
84
Management science : journal of the Institute for Operations Research and the Management Sciences
81
Applied economics letters
80
Energy economics
80
International review of economics & finance : IREF
80
Review of quantitative finance and accounting
76
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Source
All
ECONIS (ZBW)
13,126
RePEc
1,418
EconStor
96
OLC EcoSci
7
USB Cologne (business full texts)
2
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1
Extraction of market expectations from risk-neutral density
Arnerić, Josip
;
Aljinović, Zdravka
;
Poklepović, Tea
- In:
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis …
33
(
2015
)
2
,
pp. 235-256
Persistent link: https://www.econbiz.de/10011429565
Saved in:
2
State price density estimation and nonparametric pricing of basket options
Kuang, Yuming
;
Lai, Tze Leung
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 448-456
Persistent link: https://www.econbiz.de/10011440200
Saved in:
3
Forecasting with option-implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2013
Persistent link: https://www.econbiz.de/10011507021
Saved in:
4
Pricing and hedging basket options with exact moment matching
Leccadito, Arturo
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 59-69
Persistent link: https://www.econbiz.de/10011530924
Saved in:
5
The pricing of lookback options and binomial approximation
Grosse-Erdmann, Karl-Goswin
;
Heuwelyckx, Fabien
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
1
,
pp. 33-67
Persistent link: https://www.econbiz.de/10011451641
Saved in:
6
Computation of Greeks using binomial trees in a jump-diffusion model
Suda, Shintaro
;
Muroi, Yoshifumi
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 93-110
Persistent link: https://www.econbiz.de/10011474273
Saved in:
7
Compound option pricing under a double exponential Jump-diffusion model
Liu, Yu-hong
;
Jiang, I-Ming
;
Hsu, Wei-tze
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 30-53
Persistent link: https://www.econbiz.de/10012036254
Saved in:
8
Continuous mixed-laplace jump diffusion models for stocks and commodities
Hainaut, Donatien
- In:
Quantitative finance and economics
1
(
2017
)
2
,
pp. 145-173
Persistent link: https://www.econbiz.de/10012137762
Saved in:
9
Strike asymptotics for Laplace implied volatilities
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
25
(
2018
),
pp. 183-189
Persistent link: https://www.econbiz.de/10012003516
Saved in:
10
Model-free stochastic collocation for an arbitrage-free implied volatility, part I
Le Floc'h, Fabien
;
Oosterlee, Cornelis Willebrordus
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 679-714
Persistent link: https://www.econbiz.de/10012127314
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