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Conic Option Pricing
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Optionspreistheorie
14,849
Option pricing theory
14,388
Volatilität
4,031
Volatility
3,969
Theorie
3,936
Theory
3,789
Stochastischer Prozess
3,321
Stochastic process
3,268
Optionsgeschäft
2,985
Option trading
2,965
Derivat
2,463
Derivative
2,460
Black-Scholes-Modell
1,729
Black-Scholes model
1,681
Hedging
1,328
Portfolio-Management
1,187
Portfolio selection
1,171
CAPM
1,075
Zinsstruktur
960
Yield curve
950
Schätzung
915
Estimation
900
USA
781
United States
765
Risiko
663
Risk
660
Realoptionsansatz
655
Real options analysis
653
Monte-Carlo-Simulation
629
Monte Carlo simulation
619
Börsenkurs
597
Kreditrisiko
597
Statistische Verteilung
589
Credit risk
587
Share price
582
Statistical distribution
579
Kapitaleinkommen
538
Capital income
537
Zinsderivat
465
Aktienoption
462
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4,809
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7,069
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20
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1
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575
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27
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Madan, Dilip B.
92
Cui, Zhenyu
73
Härdle, Wolfgang
73
Fabozzi, Frank J.
68
Joshi, Mark S.
67
Carr, Peter
64
Schoutens, Wim
60
Takahashi, Akihiko
59
Chiarella, Carl
53
Elliott, Robert J.
53
Stentoft, Lars
53
Jacobs, Kris
48
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
62
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
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
134
Finance research letters
122
International journal of financial engineering
118
Computational economics
113
Journal of mathematical finance
109
Risks : open access journal
99
Research paper series / Swiss Finance Institute
88
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
83
Journal of econometrics
76
Journal of financial and quantitative analysis : JFQA
63
Energy economics
61
The journal of finance : the journal of the American Finance Association
61
NBER working paper series
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
The review of financial studies
59
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)
15,030
USB Cologne (EcoSocSci)
183
EconStor
178
USB Cologne (business full texts)
75
RePEc
60
BASE
9
OLC EcoSci
6
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Showing
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1
Strategic asset valuation and higher stochastic moments : an adjusted black-scholes model
Milanesi, Gastón
;
Pesce, Gabriela
;
El Alabi, Emilio
- In:
Journal of contemporary management : JMC
4
(
2015
)
3
,
pp. 95-106
Persistent link: https://www.econbiz.de/10011392906
Saved in:
2
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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