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Option Prices with Stochastic...
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Optionspreistheorie
1,604
Option pricing theory
1,601
Theorie
667
Theory
667
Volatilität
412
Volatility
411
Stochastic process
324
Stochastischer Prozess
324
Optionsgeschäft
232
Option trading
231
Derivat
185
Derivative
185
Black-Scholes model
172
Black-Scholes-Modell
172
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150
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150
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141
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129
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129
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125
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125
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120
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109
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109
Börsenkurs
97
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97
Risiko
93
Risk
93
Statistical distribution
74
Statistische Verteilung
74
Real options analysis
70
Realoptionsansatz
70
Risikoprämie
69
Risk premium
69
Estimation theory
65
Forecasting model
65
Prognoseverfahren
65
Schätztheorie
65
Capital income
63
Interest rate derivative
63
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1,030
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80
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Article in journal
7,667
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1,870
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1,870
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Härdle, Wolfgang
36
Joshi, Mark S.
24
Chiarella, Carl
21
Christoffersen, Peter F.
16
Kohlmann, Michael
16
Scaillet, Olivier
16
Wystup, Uwe
15
Filipović, Damir
14
Stentoft, Lars
14
Alòs, Elisa
13
Barone-Adesi, Giovanni
13
Jacobs, Kris
13
Platen, Eckhard
13
Chesney, Marc
12
Howison, Sam
12
Rosenberg, Joshua V.
12
Schoenmakers, John
12
Vorst, Ton
12
Belomestny, Denis
11
Fengler, Matthias R.
11
Martin, Gael M.
11
Schlögl, Erik
11
Schöbel, Rainer
11
Takahashi, Akihiko
11
Cerrato, Mario
10
Dumas, Bernard
10
Korn, Olaf
10
Prokopczuk, Marcel
10
Renault, Eric
10
Wijnbergen, Sweder van
10
Engle, Robert F.
9
Jennergren, Lars Peter
9
Leippold, Markus
9
Näslund, Bertil
9
Schlag, Christian
9
Kräussl, Roman
8
Rombouts, Jeroen V. K.
8
Stapleton, Richard C.
8
Subrahmanyam, Marti G.
8
Björk, Tomas
7
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Centre for Analytical Finance <Århus>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Chambre de commerce et d'industrie de Paris
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Ekonomiska forskningsinstitutet <Stockholm>
7
National Bureau of Economic Research
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Centre of Financial Studies
4
Erasmus Research Institute of Management
3
Institut for Finansiering <Frederiksberg>
3
Institute of Finance and Accounting <London>
3
Institutt for Foretaksøkonomi <Bergen, Norwegen>
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of Chicago
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Board of Governors
2
International Center for Financial Asset Management and Engineering
2
Judge Institute of Management Studies
2
Queen Mary College / Department of Economics
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Australian National University / Faculty of Economics and Commerce
1
Bank of England / Monetary Analysis Division
1
Center for Economic Research <Minneapolis, Minn.>
1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Centre for Economic Policy Research
1
Columbia University / Graduate School of Business
1
Danmarks Nationalbank
1
ESCP-EAP European School of Management
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco
1
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Research paper series / Swiss Finance Institute
89
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
SFB 649 discussion paper
54
Working paper / National Bureau of Economic Research, Inc.
53
Swiss Finance Institute Research Paper
43
Discussion paper / Tinbergen Institute
36
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
30
CREATES research paper
29
Working paper
28
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
28
Discussion paper / Centre for Economic Policy Research
27
Mathematical finance
25
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
21
Discussion paper / B
20
Finance and economics discussion series
20
CoFE discussion papers
19
Discussion paper / Center for Economic Research, Tilburg University
19
Discussion papers of interdisciplinary research project 373
19
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
Les cahiers de recherche / HEC Paris
18
Working paper series / Centre for Practical Quantitative Finance
17
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
IMF working papers
16
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
16
Working paper / Department of Econometrics and Business Statistics, Monash University
15
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14
Working paper series
14
Discussion paper / ICMA Centre, Henley Business School, University of Reading
13
IMF working paper
13
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
12
Meddelanden från Svenska Handelshögskolan
12
Working papers on finance
12
Bonn Econ Discussion Papers / BGSE
11
SSE EFI working paper series in economics and finance
11
Tübinger Diskussionsbeitrag
11
Working papers
11
CESifo working papers
10
Discussion paper series / LSE Financial Markets Group
10
Série de trabalhos para discussão
10
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ECONIS (ZBW)
1,686
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1
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
1998
Persistent link: https://www.econbiz.de/10000168118
Saved in:
2
Options, sunspots, and the creation of uncertainty
Bowman, David
;
Faust, Jon
-
1995
Persistent link: https://www.econbiz.de/10000911316
Saved in:
3
A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte
;
Décamps, Jean-Paul
;
Koehl, …
-
1996
Persistent link: https://www.econbiz.de/10000936713
Saved in:
4
Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959376
Saved in:
5
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:
6
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
7
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
8
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
9
Shifted poisson processes and the pricing of perpetual American options
Michaud, Frédéric
-
1997
Persistent link: https://www.econbiz.de/10000971722
Saved in:
10
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
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