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Option Prices with Stochastic...
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Optionspreistheorie
1,774
Option pricing theory
1,768
Theorie
894
Theory
894
Volatilität
446
Volatility
444
Stochastic process
360
Stochastischer Prozess
360
Optionsgeschäft
244
Option trading
243
Derivat
211
Derivative
211
Black-Scholes model
198
Black-Scholes-Modell
198
Estimation
171
Schätzung
171
Hedging
169
Portfolio selection
169
Portfolio-Management
169
USA
156
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154
Yield curve
132
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132
CAPM
131
Börsenkurs
114
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114
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107
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107
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85
Capital income
84
Kapitaleinkommen
84
Risk premium
84
Statistical distribution
82
Statistische Verteilung
82
Credit risk
77
Kreditrisiko
77
Interest rate derivative
76
Zinsderivat
76
Real options analysis
74
Realoptionsansatz
74
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1,049
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81
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7,667
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7,667
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1,870
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1,853
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83
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Härdle, Wolfgang
29
Wystup, Uwe
24
Chiarella, Carl
21
Joshi, Mark S.
20
Christoffersen, Peter F.
16
Kohlmann, Michael
16
Filipović, Damir
14
Scaillet, Olivier
14
Stentoft, Lars
14
Barone-Adesi, Giovanni
13
Jacobs, Kris
13
Schoenmakers, John
13
Alòs, Elisa
12
Korn, Olaf
12
Platen, Eckhard
12
Schlögl, Erik
12
Martin, Gael M.
11
Rosenberg, Joshua V.
11
Takahashi, Akihiko
11
Vorst, Ton
11
Cerrato, Mario
10
Leippold, Markus
10
Prokopczuk, Marcel
10
Howison, Sam
9
Korn, Ralf
9
Schöbel, Rainer
9
Chesney, Marc
8
Fengler, Matthias R.
8
Renault, Eric
8
Rombouts, Jeroen V. K.
8
Schlag, Christian
8
Belomestny, Denis
7
Das, Sanjiv R.
7
Dhaene, Jan
7
Engle, Robert F.
7
Forbes, Catherine Scipione
7
Guidolin, Massimo
7
Heston, Steven L.
7
Nikitopoulos, Christina Sklibosios
7
Sala, Carlo
7
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Centre for Analytical Finance <Århus>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Ekonomiska forskningsinstitutet <Stockholm>
8
National Bureau of Economic Research
7
Johannes Gutenberg-Universität Mainz
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
5
Centre of Financial Studies
4
Universitat Pompeu Fabra / Departament d'Economia i Empresa
4
Chambre de commerce et d'industrie de Paris
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
Eberhard Karls Universität Tübingen
2
Federal Reserve Bank of Chicago
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
International Center for Financial Asset Management and Engineering
2
Judge Institute of Management Studies
2
Karlsruher Institut für Technologie
2
Queen Mary College / Department of Economics
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Universität Ulm
2
École des Hautes Études Commerciales <Lausanne>
2
Australian National University / Faculty of Economics and Commerce
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
Christian-Albrechts-Universität zu Kiel
1
Columbia University / Graduate School of Business
1
Danmarks Nationalbank
1
ESCP-EAP European School of Management
1
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Research paper series / Swiss Finance Institute
89
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Swiss Finance Institute Research Paper
43
Discussion paper / Tinbergen Institute
34
SFB 649 discussion paper
34
Working paper / National Bureau of Economic Research, Inc.
33
Working paper series / Centre for Practical Quantitative Finance
30
CREATES research paper
29
Working paper
29
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
27
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
24
Discussion paper / Centre for Economic Policy Research
23
Mathematical finance
23
Discussion papers of interdisciplinary research project 373
21
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
21
Discussion paper / B
20
Discussion paper / Center for Economic Research, Tilburg University
18
Finance and economics discussion series
17
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
17
CoFE discussion papers
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Discussion paper
14
Discussion paper / ICMA Centre, Henley Business School, University of Reading
13
Working paper series
13
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
13
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
12
Meddelanden från Svenska Handelshögskolan
12
Working papers on finance
12
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
11
Working papers
11
CESifo working papers
10
Discussion paper series / LSE Financial Markets Group
10
IMF working paper
10
Tübinger Diskussionsbeitrag
10
Bonn Econ Discussion Papers / BGSE
9
CARF working paper
9
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
9
IMES discussion paper series / Englische Ausgabe
9
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ECONIS (ZBW)
1,870
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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
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:
3
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:
4
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
5
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
6
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
7
Opzioni lineamenti generali e modelli matematici
Izzi, Luisa
-
1996
Persistent link: https://www.econbiz.de/10000968122
Saved in:
8
Shifted poisson processes and the pricing of perpetual American options
Michaud, Frédéric
-
1997
Persistent link: https://www.econbiz.de/10000971722
Saved in:
9
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
10
Bootstrap derivative asset pricing
Markellos, Raphaēl N.
-
1998
Persistent link: https://www.econbiz.de/10000996674
Saved in:
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