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institution:"Københavns Universitet / Økonomisk Institut"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve Bank of Cleveland"
~institution:"Massachusetts Institute of Technology / Department of Economics"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
244
Theory
244
Geldpolitik
23
Monetary policy
23
USA
19
United States
19
Option pricing theory
15
Estimation
12
Estimation theory
12
Incomplete market
12
Schätztheorie
12
Schätzung
12
Unvollkommener Markt
12
Equilibrium model
11
Gleichgewichtsmodell
11
Yield curve
11
Zinsstruktur
11
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Volatility
10
Volatilität
10
Financial market
9
Finanzmarkt
9
Search theory
9
Stochastic process
9
Stochastischer Prozess
9
Suchtheorie
9
Game theory
8
Geldtheorie
8
Monetary theory
8
Regelbindung versus Diskretion
8
Regression analysis
8
Regressionsanalyse
8
Rules versus discretion
8
Spieltheorie
8
Time series analysis
8
Zeitreihenanalyse
8
Business cycle
7
Core
7
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Book / Working Paper
15
Type of publication (narrower categories)
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Non-commercial literature
Arbeitspapier
15
Graue Literatur
15
Working Paper
15
Language
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English
15
Author
All
Strunk Hansen, Charlotte
2
Anderson, Robert M.
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Craig, Ben R.
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Keller, Joachim G.
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raimondo, Roberto C.
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Venardos, Emmanouil
1
Širjaev, Alʹbert N.
1
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Institution
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Københavns Universitet / Økonomisk Institut
Centre for Analytical Finance <Århus>
Federal Reserve Bank of Cleveland
Massachusetts Institute of Technology / Department of Economics
Svenska Handelshögskolan <Helsinki>
8
Ekonomiska forskningsinstitutet <Stockholm>
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
4
Center for Economic Research <Tilburg>
4
Johannes Gutenberg-Universität Mainz
4
Centre of Financial Studies
3
Chambre de commerce et d'industrie de Paris
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Australian National University / Faculty of Economics and Commerce
1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Columbia University / Graduate School of Business
1
Danmarks Nationalbank
1
Eberhard Karls Universität Tübingen
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Division of Research and Statistics
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Hochschule für Bankwirtschaft
1
Institut for Finansiering <Frederiksberg>
1
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
London Business School
1
Otto-Friedrich-Universität Bamberg
1
Schweizerisches Institut für Banken und Finanzen <Sankt Gallen>
1
Social Systems Research Institute
1
The Wharton Financial Institutions Center
1
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Discussion papers / Department of Economics, University of Copenhagen
1
Federal Reserve Bank of Cleveland working paper series
1
Source
All
ECONIS (ZBW)
15
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1
The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
4
Market clearing and derivate pricing
Anderson, Robert M.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001765106
Saved in:
5
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
6
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
7
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
8
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
Saved in:
9
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
10
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
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