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Pricing exotic options with L-...
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Optionspreistheorie
14,814
Option pricing theory
14,355
Volatilität
4,018
Volatility
3,955
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3,936
Theory
3,789
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3,306
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3,253
Optionsgeschäft
2,976
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2,956
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2,456
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2,454
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1,726
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1,677
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1,327
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1,184
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1,168
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1,068
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959
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949
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914
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899
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781
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765
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656
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653
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653
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651
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627
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617
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598
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594
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588
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587
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579
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577
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539
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538
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464
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Madan, Dilip B.
93
Cui, Zhenyu
73
Härdle, Wolfgang
73
Fabozzi, Frank J.
68
Joshi, Mark S.
67
Carr, Peter
64
Schoutens, Wim
61
Takahashi, Akihiko
59
Chiarella, Carl
53
Elliott, Robert J.
53
Stentoft, Lars
52
Jacobs, Kris
47
Wystup, Uwe
45
Hull, John
42
Jarrow, Robert A.
40
Benth, Fred Espen
39
Korn, Ralf
39
Kwok, Yue-Kuen
39
Belomestny, Denis
36
Lee, Cheng F.
36
Oosterlee, Cornelis W.
36
Schlögl, Erik
36
Chesney, Marc
34
Fusai, Gianluca
34
Platen, Eckhard
34
Kim, Young Shin
33
Schoenmakers, John
33
Siu, Tak Kuen
33
Barone-Adesi, Giovanni
32
Christoffersen, Peter F.
32
Perrakis, Stylianos
32
Wang, Xingchun
32
Račev, Svetlozar T.
31
Schwartz, Eduardo S.
31
Zhang, Jin E.
31
Ewald, Christian-Oliver
30
Scaillet, Olivier
30
Wilmott, Paul
30
Subrahmanyam, Marti G.
29
Alghalith, Moawia
28
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National Bureau of Economic Research
60
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
20
Institut für Schweizerisches Bankwesen <Zürich>
15
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Johannes Gutenberg-Universität Mainz
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
5
Deutsche Forschungsgemeinschaft
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Springer Fachmedien Wiesbaden
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Centre of Financial Studies
4
Institut for Finansiering <Frederiksberg>
4
Centre for Economic Policy Research
3
Erasmus Research Institute of Management
3
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
3
Institute of Finance and Accounting <London>
3
Institutt for Foretaksøkonomi <Bergen, Norwegen>
3
International Center for Financial Asset Management and Engineering
3
Karlsruher Institut für Technologie
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
University of Bonn, Germany
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
World Bank
3
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Cambridge University Press
2
Centre for Quantitative Economics & Computing
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
EconWPA
2
Econometrisch Instituut <Rotterdam>
2
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International journal of theoretical and applied finance
497
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
275
The journal of computational finance
263
Applied mathematical finance
257
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of banking & finance
213
Quantitative finance
201
Review of derivatives research
178
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
135
European journal of operational research : EJOR
133
Finance research letters
121
International journal of financial engineering
118
Journal of mathematical finance
109
Computational economics
108
Risks : open access journal
99
Research paper series / Swiss Finance Institute
89
Asia-Pacific financial markets
86
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of financial economics
81
Journal of econometrics
73
Journal of financial and quantitative analysis : JFQA
63
The journal of finance : the journal of the American Finance Association
61
Energy economics
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The review of financial studies
59
NBER working paper series
58
Review of quantitative finance and accounting
56
SFB 649 discussion paper
55
Annals of finance
53
Working paper / National Bureau of Economic Research, Inc.
53
International review of economics & finance : IREF
51
The journal of real estate finance and economics
51
Decisions in economics and finance : DEF ; a journal of applied mathematics
50
Journal of risk and financial management : JRFM
50
Economic modelling
49
International review of financial analysis
49
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ECONIS (ZBW)
14,996
USB Cologne (EcoSocSci)
183
EconStor
175
USB Cologne (business full texts)
75
RePEc
60
BASE
9
OLC EcoSci
6
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Showing
11
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11
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:
12
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
1999
Persistent link: https://www.econbiz.de/10000663279
Saved in:
13
Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng
-
1997
Persistent link: https://www.econbiz.de/10000633272
Saved in:
14
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
15
Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C.
-
1998
Persistent link: https://www.econbiz.de/10000676156
Saved in:
16
Option pricing
Jarrow, Robert A.
;
Rudd, Andrew
-
1983
Persistent link: https://www.econbiz.de/10000065976
Saved in:
17
Stock options as barrier contingent claims
Ericsson, Jan
;
Reneby, Joel
-
1996
Persistent link: https://www.econbiz.de/10000953742
Saved in:
18
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:
19
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:
20
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
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