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Optionspreistheorie
14,803
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14,344
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4,303
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4,142
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4,061
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3,998
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3,336
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3,282
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2,974
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2,954
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2,470
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2,468
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1,723
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1,674
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1,337
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1,278
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1,261
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1,080
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971
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961
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921
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788
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770
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654
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652
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629
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624
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619
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618
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617
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608
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608
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604
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571
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570
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473
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Härdle, Wolfgang
101
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93
Cui, Zhenyu
73
Fabozzi, Frank J.
68
Joshi, Mark S.
67
Carr, Peter
64
Schoutens, Wim
62
Takahashi, Akihiko
59
Chiarella, Carl
55
Elliott, Robert J.
53
Härdle, Wolfgang Karl
53
Stentoft, Lars
52
Jacobs, Kris
47
Härdle, Wolfgang K.
45
Wystup, Uwe
45
Hull, John
42
Lemenkova, Polina
41
Benth, Fred Espen
40
Jarrow, Robert A.
40
Korn, Ralf
39
Kwok, Yue-Kuen
39
Belomestny, Denis
38
Lee, Cheng F.
36
Oosterlee, Cornelis W.
36
Schlögl, Erik
36
Alghalith, Moawia
34
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
Ewald, Christian-Oliver
32
Perrakis, Stylianos
32
Wang, Weining
32
Wang, Xingchun
32
Račev, Svetlozar T.
31
Schwartz, Eduardo S.
31
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
103
National Bureau of Economic Research
60
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
25
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
17
Department of Economics and Business, Universitat Pompeu Fabra
16
Institut für Schweizerisches Bankwesen <Zürich>
15
EconWPA
14
Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH)
13
Centre de recherche de mathématiques et économie mathématique (CERMSEM), Centre d'Économie de la Sorbonne
12
Catholique de Louvain - Institut de statistique
11
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
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Facoltà di Economia, Università degli Studi di Urbino
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Svenska Handelshögskolan <Helsinki>
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Center for Economic Research <Tilburg>
9
Istituto di Ricerca sulla Crescita Economica Sostenibile (IRCrES), Consiglio Nazionale delle Ricerche
9
Carnegie Mellon University, Tepper School of Business
7
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6
Johannes Gutenberg-Universität Mainz
6
Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
6
Tilburg University, Center for Economic Research
6
Valtion taloudellinen tutkimuskeskus (VATT), Government of Finland
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
5
Department of Economics, European University Institute
5
Department of Economics, Faculty of Business and Economics
5
Deutsche Forschungsgemeinschaft
5
Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
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
Department of Economics, School of Arts and Sciences
4
Institut for Finansiering <Frederiksberg>
4
Institut for Virksomhedsledelse og Økonomi, Syddansk Universitet
4
Tinbergen Instituut
4
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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
214
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
MPRA Paper
103
Risks : open access journal
99
Research paper series / Swiss Finance Institute
94
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
Challenges
83
Journal of financial economics
81
IRTG 1792 Discussion Paper
74
Journal of econometrics
73
SFB 649 discussion paper
70
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
Journal of risk and financial management : JRFM
54
SFB 649 Discussion Paper
54
Annals of finance
53
Working paper / National Bureau of Economic Research, Inc.
53
International review of economics & finance : IREF
51
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ECONIS (ZBW)
16,294
RePEc
799
EconStor
364
USB Cologne (EcoSocSci)
183
USB Cologne (business full texts)
84
BASE
9
OLC EcoSci
8
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11
A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
Saved in:
12
Too much of a good thing? : a review of volatility extensions in Black-Scholes
Kermiche, Lamya
- In:
The journal of applied business research
30
(
2014
)
4
,
pp. 1171-1182
Persistent link: https://www.econbiz.de/10010400603
Saved in:
13
The pricing models of covered warrants and empirical study in Thin markets and developed markets
Phan Thi Kieu Hoa
;
Dinh Thi Tham
;
Nguyen Quy Thai Duong
; …
- In:
Vietnam's socio-economic development : a social science …
23
(
2018
)
95
,
pp. 41-64
Persistent link: https://www.econbiz.de/10011963080
Saved in:
14
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
15
A study on numerical solution of Black-Scholes model
Anwar, Md. Nurul
;
Andallah, Laek Sazzad
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 372-381
Persistent link: https://www.econbiz.de/10011874785
Saved in:
16
Price jump diffusion in Iranian housing market (Merton model and NGARCH approach)
Dinarzehi, Khadijeh
;
Shahiki Tash, Mohammad Nabi
- In:
Iranian economic review : journal of University of Tehran
26
(
2022
)
2
,
pp. 369-388
Persistent link: https://www.econbiz.de/10013365654
Saved in:
17
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
18
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
Saved in:
19
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:
20
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
1999
Persistent link: https://www.econbiz.de/10000663279
Saved in:
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