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Optionspreistheorie
14,725
Option pricing theory
14,267
Monte Carlo simulation
6,203
Theorie
5,756
Monte-Carlo-Simulation
5,637
Theory
5,602
Volatilität
4,186
Volatility
4,120
Stochastischer Prozess
3,637
Stochastic process
3,581
Optionsgeschäft
2,876
Option trading
2,859
Derivat
2,419
Derivative
2,416
Schätzung
1,420
Estimation
1,395
Schätztheorie
1,347
Estimation theory
1,328
Portfolio-Management
1,321
Portfolio selection
1,304
Hedging
1,270
Markov-Kette
1,139
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1,137
Black-Scholes-Modell
1,112
CAPM
1,088
Black-Scholes model
1,055
USA
1,022
United States
1,004
Zinsstruktur
983
Yield curve
973
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952
Statistische Verteilung
777
Bayesian inference
776
Prognoseverfahren
776
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770
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767
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766
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734
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733
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673
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6,969
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20
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3,037
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708
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55
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Madan, Dilip B.
90
Joshi, Mark S.
87
Cui, Zhenyu
75
Härdle, Wolfgang
72
Fabozzi, Frank J.
69
Takahashi, Akihiko
63
Carr, Peter
60
Chiarella, Carl
60
Schoutens, Wim
57
Stentoft, Lars
56
Koopman, Siem Jan
55
Elliott, Robert J.
49
Jacobs, Kris
46
Dijk, Herman K. van
45
Scaillet, Olivier
44
Wystup, Uwe
44
Benth, Fred Espen
42
Hull, John
42
Kapetanios, George
42
Pesaran, M. Hashem
42
Platen, Eckhard
42
Belomestny, Denis
41
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
37
Glasserman, Paul
36
Schoenmakers, John
36
Jarrow, Robert A.
35
Schlögl, Erik
35
McAleer, Michael
34
Reed, W. Robert
34
Tsionas, Efthymios G.
34
Chesney, Marc
33
Kim, Young Shin
33
Fusai, Gianluca
32
Korn, Ralf
32
Wang, Xingchun
32
Barone-Adesi, Giovanni
31
Christoffersen, Peter F.
31
Ewald, Christian-Oliver
31
Siu, Tak Kuen
31
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National Bureau of Economic Research
96
Centre for Analytical Finance <Århus>
33
International Monetary Fund (IMF)
32
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
25
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
24
Ekonomiska forskningsinstitutet <Stockholm>
20
Institut für Schweizerisches Bankwesen <Zürich>
20
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
19
Nationalekonomiska Institutionen, Ekonomihögskolan
13
Center for Economic Research <Tilburg>
11
Chambre de commerce et d'industrie de Paris
10
Svenska Handelshögskolan <Helsinki>
10
Queen Mary College / Department of Economics
9
Agricultural and Applied Economics Association - AAEA
8
Department of Economics, University of Victoria
8
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
8
Nationalekonomiska Institutionen <Lund>
8
EconWPA
7
Finance Discipline Group, Business School
7
Tinbergen Instituut
7
European Association of Agricultural Economists - EAAE
6
HAL
6
Tinbergen Institute
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Deutsche Bundesbank
5
Deutsche Forschungsgemeinschaft
5
Econometrisch Instituut <Rotterdam>
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
University of Exeter / Department of Economics
5
Verlag Dr. Kovač
5
Arbeitskreis Quantitative Steuerlehre
4
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Economics Department, Queen's University
4
Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA
4
Institut for Finansiering <Frederiksberg>
4
Institute for the Study of Labor (IZA)
4
International Center for Financial Asset Management and Engineering
4
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International journal of theoretical and applied finance
481
The journal of computational finance
268
The journal of futures markets
266
Mathematical finance : an international journal of mathematics, statistics and financial theory
259
Applied mathematical finance
242
Finance and stochastics
231
Journal of banking & finance
224
Quantitative finance
212
The journal of derivatives : the official publication of the International Association of Financial Engineers
207
Journal of econometrics
198
European journal of operational research : EJOR
181
Review of derivatives research
171
Insurance / Mathematics & economics
161
Journal of economic dynamics & control
156
Computational economics
154
Discussion paper / Tinbergen Institute
128
Finance research letters
120
International journal of financial engineering
118
Risks : open access journal
117
Journal of mathematical finance
113
Physica A: Statistical Mechanics and its Applications
99
Economics letters
94
Research paper series / Swiss Finance Institute
93
The European journal of finance
90
Working paper
90
The North American journal of economics and finance : a journal of financial economics studies
89
NBER working paper series
88
Applied economics
86
Asia-Pacific financial markets
84
Working paper / National Bureau of Economic Research, Inc.
83
Economic modelling
80
Journal of financial economics
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Energy economics
71
Journal of risk and financial management : JRFM
71
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
70
NBER Working Paper
68
Review of quantitative finance and accounting
61
Applied economics letters
60
Management science : journal of the Institute for Operations Research and the Management Sciences
60
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ECONIS (ZBW)
19,272
RePEc
784
EconStor
301
USB Cologne (EcoSocSci)
229
USB Cologne (business full texts)
99
BASE
32
Other ZBW resources
7
OLC EcoSci
6
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20711
General investment neutral tax systems and real options
Sureth, Caren
;
König, Rolf
-
1999
Persistent link: https://www.econbiz.de/10004550611
Saved in:
20712
Stock evolution under stochastic volatility : a discrete approach
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10004551397
Saved in:
20713
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10004551399
Saved in:
20714
Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel
-
1997
Persistent link: https://www.econbiz.de/10004551536
Saved in:
20715
Bounds on European option prices under stochastic volatility
Frey, Rüdiger
;
Sin, Carlos A.
-
1997
Persistent link: https://www.econbiz.de/10004551538
Saved in:
20716
Quantitative finance
Abingdon [u.a.] : Routledge
;
anfangs: Bristol : Inst. …
-
1.2001 -
Persistent link: https://www.econbiz.de/10010186731
Saved in:
20717
Journal of mathematical finance
[S.l.] : Scientific Research
-
1.2011 -
Persistent link: https://www.econbiz.de/10010186904
Saved in:
20718
The journal of derivatives : the official publication of the International Association of Financial Engineers
International Association of Financial Engineers
-
New York, NY : Institutional Investor
-
1.1993/94 -
Persistent link: https://www.econbiz.de/10008275769
Saved in:
20719
Applied mathematical finance
London : Routledge
;
-1997: London [u.a.] : Chapman & Hall
-
1.1994 -
Persistent link: https://www.econbiz.de/10008276085
Saved in:
20720
Mathematical finance : an international journal of mathematics, statistics and financial theory
Malden, Mass. [u.a] : Wiley-Blackwell
;
1991-2007: …
-
1.1991 -
Persistent link: https://www.econbiz.de/10008276130
Saved in:
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