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Option Pricing with Liquidity...
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Optionspreistheorie
14,841
Option pricing theory
14,380
Betriebliche Liquidität
5,496
Corporate liquidity
5,459
Theorie
5,309
Theory
5,153
Volatilität
4,008
Volatility
3,943
Stochastischer Prozess
3,284
Stochastic process
3,233
Optionsgeschäft
2,906
Option trading
2,889
Derivat
2,442
Derivative
2,438
Investitionsrisiko
2,102
Investment risk
1,764
Portfolio-Management
1,744
Portfolio selection
1,725
Liquidität
1,459
Cash management
1,427
Cash-Management
1,425
Hedging
1,337
Schätzung
1,322
USA
1,320
Liquidity
1,318
Estimation
1,296
United States
1,286
CAPM
1,231
Risiko
1,136
Risk
1,131
Black-Scholes-Modell
1,120
Black-Scholes model
1,067
Zinsstruktur
993
Yield curve
982
Risikomanagement
897
Börsenkurs
893
Insolvenz
880
Insolvency
877
Share price
868
Kreditrisiko
853
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Free
7,325
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4,788
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12,251
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10,415
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33
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1
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2,940
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2,704
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860
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860
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831
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651
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117
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45
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40
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39
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39
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39
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39
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29
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29
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8
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5
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3
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Madan, Dilip B.
91
Fabozzi, Frank J.
77
Cui, Zhenyu
73
Härdle, Wolfgang
71
Joshi, Mark S.
66
Schoutens, Wim
61
Carr, Peter
60
Takahashi, Akihiko
59
Acharya, Viral V.
57
Chiarella, Carl
55
Stentoft, Lars
53
Elliott, Robert J.
49
Jacobs, Kris
47
Almeida, Heitor
42
Hull, John
42
Campello, Murillo
41
Wystup, Uwe
40
Jarrow, Robert A.
39
Benth, Fred Espen
38
Kwok, Yue-Kuen
38
Lee, Cheng F.
37
Schlögl, Erik
37
Oosterlee, Cornelis W.
36
Belomestny, Denis
34
Schwartz, Eduardo S.
34
Chesney, Marc
33
Kim, Young Shin
33
Subrahmanyam, Marti G.
33
Wang, Xingchun
33
Weisbach, Michael S.
33
Fusai, Gianluca
32
Platen, Eckhard
32
Račev, Svetlozar T.
32
Christoffersen, Peter F.
31
Korn, Ralf
31
Perrakis, Stylianos
31
Siu, Tak Kuen
31
Zhang, Jin E.
31
Barone-Adesi, Giovanni
30
Ewald, Christian-Oliver
30
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National Bureau of Economic Research
188
International Monetary Fund (IMF)
30
Centre for Analytical Finance <Århus>
25
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Institut für Schweizerisches Bankwesen <Zürich>
18
International Monetary Fund
15
Ekonomiska forskningsinstitutet <Stockholm>
14
Center for Economic Research <Tilburg>
12
Chambre de commerce et d'industrie de Paris
10
Svenska Handelshögskolan <Helsinki>
10
OECD
9
Springer Fachmedien Wiesbaden
9
Verlag Dr. Kovač
7
Weltbank
7
Universitat Pompeu Fabra / Departament d'Economia i Empresa
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
World Bank
6
Bonn Graduate School of Economics
5
Centre for Economic Policy Research
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Compagnie française d'assurance pour le commerce extérieur
5
Deutsche Forschungsgemeinschaft
5
Institute of Finance and Accounting <London>
5
National Centre of Competence in Research North South <Bern>
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Centre of Financial Studies
4
Institut for Finansiering <Frederiksberg>
4
Internationaler Währungsfonds
4
Johannes Gutenberg-Universität Mainz
4
Kuwait Fund for Arab Economic Development
4
William Davidson Institute <Ann Arbor, Mich.>
4
Econometrisch Instituut <Rotterdam>
3
Erasmus Research Institute of Management
3
Global Association of Risk Professionals
3
Instytut Badań nad Gospodarka̜ Rynkowa̜ <Danzig>
3
Inter-Arab Investment Guarantee Corporation
3
International Center for Financial Asset Management and Engineering
3
International Energy Agency
3
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Published in...
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International journal of theoretical and applied finance
475
Journal of banking & finance
290
The journal of futures markets
264
Mathematical finance : an international journal of mathematics, statistics and financial theory
257
The journal of computational finance
255
Applied mathematical finance
246
Finance and stochastics
221
The journal of derivatives : the official publication of the International Association of Financial Engineers
206
Quantitative finance
201
NBER working paper series
187
Finance research letters
184
Working paper / National Bureau of Economic Research, Inc.
175
Review of derivatives research
171
Journal of financial economics
164
Insurance / Mathematics & economics
153
Journal of economic dynamics & control
149
European journal of operational research : EJOR
142
The journal of finance : the journal of the American Finance Association
138
NBER Working Paper
128
Journal of financial and quantitative analysis : JFQA
126
International journal of financial engineering
120
Risks : open access journal
119
Computational economics
114
International review of financial analysis
109
Journal of mathematical finance
108
The journal of corporate finance : contracting, governance and organization
108
The European journal of finance
105
Research paper series / Swiss Finance Institute
102
The review of financial studies
101
The North American journal of economics and finance : a journal of financial economics studies
99
International review of economics & finance : IREF
95
Review of quantitative finance and accounting
90
Discussion paper / Centre for Economic Policy Research
89
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Asia-Pacific financial markets
80
Applied economics
77
SpringerLink / Bücher
77
Energy economics
74
Economic modelling
71
Journal of risk and financial management : JRFM
71
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Source
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ECONIS (ZBW)
21,967
USB Cologne (EcoSocSci)
273
EconStor
250
RePEc
111
USB Cologne (business full texts)
78
OLC EcoSci
9
BASE
8
Other ZBW resources
3
ArchiDok
1
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date (oldest first)
1
Dynamic liquidity in endowment economies
Johnson, Tim
- In:
Journal of financial economics
80
(
2006
)
3
,
pp. 531-562
Persistent link: https://www.econbiz.de/10003331354
Saved in:
2
Corporate liquidity, investment and financial constraints: implications from a multi-period model
Dasgupta, Sudipto
;
Sengupta, Kunal
- In:
Journal of financial intermediation
16
(
2007
)
2
,
pp. 151-174
Persistent link: https://www.econbiz.de/10003460433
Saved in:
3
Proprietary trading losses in banks : do banks invest sufficiently in control?
Instefjord, Norvald
;
Sasaki, Kouji
- In:
Annals of finance
3
(
2007
)
3
,
pp. 329-350
Persistent link: https://www.econbiz.de/10003472814
Saved in:
4
Equity market risk, credit risk and real investment risk
Hsu, Jason C.
-
2005
Persistent link: https://www.econbiz.de/10003380221
Saved in:
5
Impact of the QQQ on liquidity and risk of the underlying stocks
Richie, Nivine
;
Madura, Jeff
- In:
The quarterly review of economics and finance : journal …
47
(
2007
)
3
,
pp. 411-421
Persistent link: https://www.econbiz.de/10003510376
Saved in:
6
Earnings announcements and attention constraints : the role of market design
Chakrabarty, Bidisha
;
Moulton, Pamela C.
- In:
Journal of accounting & economics
53
(
2012
)
3
,
pp. 612-634
Persistent link: https://www.econbiz.de/10009550234
Saved in:
7
Scenarios of agricultural business development in Penza oblast : forecast and risk estimate
Samygin, Dsenis Yur'evich
;
Baryshnikov, Nikolai Georgievich
- In:
Studies on Russian economic development : the official …
26
(
2015
)
1
,
pp. 59-62
Persistent link: https://www.econbiz.de/10010513501
Saved in:
8
The effects of securities class action litigation on corporate liquidity and investment policy
Arena, Matteo
;
Julio, Brandon
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
1/2
,
pp. 251-275
Persistent link: https://www.econbiz.de/10011347999
Saved in:
9
Short-term debt as bridge financing : evidence from the commercial paper market
Kahl, Matthias
;
Shivdasani, Anil
;
Wang, Yihui
- In:
The journal of finance : the journal of the American …
70
(
2015
)
1
,
pp. 211-255
Persistent link: https://www.econbiz.de/10010501934
Saved in:
10
The components of private equity performance : implications for portfolio choice
Kinlaw, Will
;
Kritzman, Mark
;
Mao, Jason
- In:
The journal of alternative investments
18
(
2015/16
)
2
,
pp. 25-38
Persistent link: https://www.econbiz.de/10011383742
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