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Pricing of employee stock opti...
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Optionspreistheorie
14,803
Option pricing theory
14,344
Volatilität
3,981
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3,956
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3,911
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3,813
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3,235
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3,185
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2,946
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2,790
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2,634
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2,453
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2,450
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1,295
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1,138
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941
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931
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Realoptionsansatz
647
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646
Monte-Carlo-Simulation
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599
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Madan, Dilip B.
90
Härdle, Wolfgang
74
Cui, Zhenyu
73
Fabozzi, Frank J.
70
Joshi, Mark S.
66
Carr, Peter
62
Takahashi, Akihiko
59
Schoutens, Wim
57
Chiarella, Carl
53
Stentoft, Lars
53
Elliott, Robert J.
49
Jacobs, Kris
47
Hull, John
42
Wystup, Uwe
40
Benth, Fred Espen
38
Chesney, Marc
37
Kwok, Yue-Kuen
37
Lee, Cheng F.
37
Oosterlee, Cornelis W.
36
Belomestny, Denis
35
Jarrow, Robert A.
35
Schlögl, Erik
35
Kim, Young Shin
33
Christoffersen, Peter F.
32
Fusai, Gianluca
32
Wang, Xingchun
32
Korn, Ralf
31
Platen, Eckhard
31
Račev, Svetlozar T.
31
Siu, Tak Kuen
31
Zhang, Jin E.
31
Barone-Adesi, Giovanni
30
Ewald, Christian-Oliver
30
Schwartz, Eduardo S.
30
Schoenmakers, John
29
Yang, Zhaojun
29
Jacquier, Antoine (Jack)
28
Korn, Olaf
28
Nguyen, Duy
28
Perrakis, Stylianos
28
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National Bureau of Economic Research
90
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Institut für Schweizerisches Bankwesen <Zürich>
18
Svenska Handelshögskolan <Helsinki>
15
Ekonomiska forskningsinstitutet <Stockholm>
11
Chambre de commerce et d'industrie de Paris
10
Center for Economic Research <Tilburg>
9
Springer Fachmedien Wiesbaden
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Deutsche Forschungsgemeinschaft
5
OECD
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Verlag Dr. Kovač
5
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Institut for Finansiering <Frederiksberg>
4
Johannes Gutenberg-Universität Mainz
4
National Centre of Competence in Research North South <Bern>
4
Centre for Economic Policy Research
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of Cleveland
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International Accounting Standards Board
3
International Center for Financial Asset Management and Engineering
3
International Monetary Fund (IMF)
3
Karlsruher Institut für Technologie
3
Stanford Institute for Economic Policy Research
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
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
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Deutscher Industrie- und Handelstag
2
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International journal of theoretical and applied finance
468
The journal of futures markets
271
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
The journal of computational finance
254
Applied mathematical finance
246
Journal of banking & finance
240
Finance and stochastics
219
The journal of derivatives : the official publication of the International Association of Financial Engineers
211
Quantitative finance
199
Review of derivatives research
172
Insurance / Mathematics & economics
139
Journal of economic dynamics & control
137
European journal of operational research : EJOR
133
Finance research letters
129
Journal of financial economics
117
International journal of financial engineering
116
Computational economics
108
Journal of mathematical finance
107
Risks : open access journal
100
Research paper series / Swiss Finance Institute
89
NBER working paper series
88
The review of financial studies
87
The European journal of finance
86
The journal of finance : the journal of the American Finance Association
86
The North American journal of economics and finance : a journal of financial economics studies
84
Working paper / National Bureau of Economic Research, Inc.
81
Asia-Pacific financial markets
77
Review of quantitative finance and accounting
73
Journal of financial and quantitative analysis : JFQA
70
Journal of econometrics
66
International review of economics & finance : IREF
61
Energy economics
59
NBER Working Paper
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
SFB 649 discussion paper
56
Annals of finance
55
SpringerLink / Bücher
55
Journal of risk and financial management : JRFM
53
Management science : journal of the Institute for Operations Research and the Management Sciences
53
Applied economics
52
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ECONIS (ZBW)
16,640
USB Cologne (EcoSocSci)
274
EconStor
189
USB Cologne (business full texts)
87
RePEc
22
BASE
7
OLC EcoSci
6
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71
ITMs versus OTMs
Yoon, Sun-joong
;
Kang, So Hyun
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
4
,
pp. 517-539
Persistent link: https://www.econbiz.de/10009618794
Saved in:
72
Ironing out the kinks in executive compensation : linking incentive pay to average stock prices
Tian, Yisong Sam
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 415-432
Persistent link: https://www.econbiz.de/10009705644
Saved in:
73
Updating the option implied probability of default methodology
Vilsmeier, Johannes
-
2011
Persistent link: https://www.econbiz.de/10009411340
Saved in:
74
Relationship between executive stock option exercises and earnings management
Lee, Kyung Tae
;
Lee, Sang Cheol
;
Choi, Suhyeun
- In:
Asia-Pacific journal of financial studies
40
(
2011
)
6
,
pp. 856-888
Persistent link: https://www.econbiz.de/10009412146
Saved in:
75
Is there price discovery in equity options?
Muravyev, Dmitriy
;
Pearson, Neil D.
;
Broussard, John Paul
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 259-283
Persistent link: https://www.econbiz.de/10009719741
Saved in:
76
Multivariate depencence of implied volatilities from equity options as measure of systemic risk
Jobst, Andreas A.
- In:
International review of financial analysis
28
(
2013
),
pp. 112-129
Persistent link: https://www.econbiz.de/10009762689
Saved in:
77
An alternative method of accounting for stock options
Smith, Thomas J.
;
Sotelo Valencia, Adrián
;
Volkan, Ara G.
- In:
The journal of applied business research
30
(
2014
)
2
,
pp. 439-444
Persistent link: https://www.econbiz.de/10010353538
Saved in:
78
Are we using the wrong letters? : an analysis of executive stock option Greeks
Álvarez-Díez, Susanna
;
Baixauli-Soler, J. Samuel
; …
- In:
Central European journal of operations research : CEJOR …
22
(
2014
)
2
,
pp. 237-262
Persistent link: https://www.econbiz.de/10010356934
Saved in:
79
Investigating the influence of stock options trading activities on underlying stock valuation in Taiwan
Hsu, Ming-feng
;
Wang, Kehluh
- In:
The empirical economics letters : a monthly …
12
(
2013
)
9
,
pp. 995-1004
Persistent link: https://www.econbiz.de/10010362319
Saved in:
80
Illiquidity premia in the equity options market
Christoffersen, Peter F.
;
Goyenko, Ruslan
;
Jacobs, Kris
; …
-
2013
Persistent link: https://www.econbiz.de/10010226833
Saved in:
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