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~type_genre:"Aufsatz im Buch"
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Option pricing theory
524
Optionspreistheorie
524
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222
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222
Stochastic process
92
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92
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86
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86
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Aufsatz im Buch
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8,048
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4,715
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4,715
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784
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Fabozzi, Frank J.
12
Bellalah, Mondher
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Chiarella, Carl
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El Karoui, Nicole
4
Elliott, Robert J.
4
Fusai, Gianluca
4
Keber, Christian
4
Levin, Alexander
4
Merton, Robert C.
4
Samuelson, Paul Anthony
4
Tankov, Peter
4
Eberlein, Ernst
3
Engström, Malin
3
Gray, Dale
3
Huchzermeier, Arnd
3
Kallsen, Jan
3
Kalotay, Andrew J.
3
Kanne, Stefan
3
Karmann, Alexander
3
MacKenzie, Donald A.
3
Meyer, Gunter H.
3
Mordecki, Ernesto
3
Moreno, Manuel
3
Račev, Svetlozar T.
3
Rudolf, Markus
3
Skiadopoulos, George
3
Ziogas, Andrew
3
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2
Barrieu, Pauline
2
Bensoussan, Alain
2
Benth, Fred Espen
2
Bianchi, Michele Leonardo
2
Bielecki, Tomasz R.
2
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2
Breeden, Douglas T.
2
Brigo, Damiano
2
Bueno-Guerrero, Alberto
2
Bühler, Wolfgang
2
Choudhry, Moorad
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Costa, O. L. V.
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International Centre for Trade and Sustainable Development
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
13
Advanced mathematical methods for finance
10
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
10
Options : classic approaches to pricing and modelling
10
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
9
Numerical methods in finance
9
Numerical methods in finance : Bordeaux, June 2010
9
Valuation, financial modeling, and quantitative tools
9
Financial derivatives : pricing and risk management
8
Mathematical modeling and numerical methods in finance : special volume
8
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
7
Financial engineering
7
Nonlinear models in mathematical finance : new research trends in option pricing
7
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
7
Applied quantitative finance
6
Advances in finance and stochastics : essays in honour of Dieter Sondermann
5
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
5
Frontiers in quantitative finance : volatility and credit risk modeling
5
Advances of OR in commodities and financial modeling
4
Application of operations research to financial markets
4
Empirical research on the German capital market : with 60 tables
4
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
4
Handbook of financial time series
4
New methods in fixed income modeling : fixed income modeling
4
The handbook of fixed income securities
4
The handbook of mortgage-backed securities
4
Advances in financial risk management : corporates, intermediaries and portfolios
3
Aspects of mathematical finance
3
Computational methods in financial engineering : essays in honour of Manfred Gilli
3
Credit risk : models, derivatives, and management
3
Energy, natural resources and environmental economics
3
Essays on equity options
3
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
3
Geld, Finanzwirtschaft, Banken und Versicherungen : 1993 ; Beiträge zum 6. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 8.- 10. Dezember 1993
3
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
3
Hedging frictions and option values
3
Indifference pricing : theory and applications
3
Investment management and financial management
3
Mathematical control theory and finance
3
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
3
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ECONIS (ZBW)
525
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1
The robustness of volatilities implied by the Black-Scholes formula
Vora, Gautam
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 423-448)
.
1994
Persistent link: https://www.econbiz.de/10001286931
Saved in:
2
Empirische Ergebnisse zur Bewertung von DAX-Optionsscheinen
Schütz, Heinrich
;
Müller, Frank
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 391-412)
.
1994
Persistent link: https://www.econbiz.de/10001286933
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3
Eine geschlossene Formel zur Bewertung von Optionen mit aktienkursabhängiger Laufzeitvariabilität
Büchel, Helmut
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 259-271)
.
1994
Persistent link: https://www.econbiz.de/10001286938
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4
Risk-based capital for financial institutions
Boyle, Phelim P.
- In:
Financial risk in insurance
,
(pp. 47-61)
.
1995
Persistent link: https://www.econbiz.de/10001288425
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5
Möglichkeiten der Berücksichtigung von Handlungsoptionen in der Investitionsrechnung
Gerke, Wolfgang
- In:
Umbruch und Wandel : Herausforderungen zur …
,
(pp. 563-579)
.
1997
Persistent link: https://www.econbiz.de/10001296865
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6
Beurteilung von Umweltinvestitionen mit Hilfe von Optionspreismodellen
Kummer, Sebastian
- In:
Umweltmanagement : Aspekte e. umweltbezogenen …
,
(pp. 267-297)
.
1997
Persistent link: https://www.econbiz.de/10001297680
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7
Option pricing with regularized fractional Brownian motions
Aldabe, F.
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 379-397)
.
1997
Persistent link: https://www.econbiz.de/10001298418
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8
Martingale restrictions and implied distributions for German stock index option prices
Neumann, Marco
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 493-528)
.
1997
Persistent link: https://www.econbiz.de/10001299018
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9
Pricing options with switching volatility
Billio, Monica
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 415-441)
.
1997
Persistent link: https://www.econbiz.de/10001299041
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10
Ein Gebrauchtwagen-Preisindex als Underlying zur Reduzierung des Restwertrisikos durch Optionen beim Pkw-Leasing
Beyer, Sven
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 399-414)
.
1997
Persistent link: https://www.econbiz.de/10001299042
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