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~institution:"Centre of Financial Studies"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Econometrisch Instituut <Rotterdam>"
~type:"book"
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Search: subject_exact:"Contingent-claims approach"
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Option pricing theory
16
Optionspreistheorie
16
Theorie
6
Theory
6
Volatility
6
Volatilität
6
Stochastic process
3
Stochastischer Prozess
3
Capital structure
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Swap
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Arbeitspapier
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English
16
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Chesney, Marc
3
Dumas, Bernard
3
Bensoussan, Alain
2
Crouhy, Michel
2
Galai, Dan
2
Jennergren, Lars Peter
2
Näslund, Bertil
2
O'Connor, Ian
2
Palmer, Ken
2
Collin-Dufresne, Pierre
1
Fleming, Jeff
1
Gibson, Rajna
1
Hafner, Christian M.
1
Jeanblanc, Monique
1
Jondeau, Eric
1
Lefoll, Jean
1
Pelsser, Antoon André Jean
1
Pietersz, Raoul
1
Rockinger, Michael
1
Solnik, Bruno
1
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1
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1
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Centre of Financial Studies
Chambre de commerce et d'industrie de Paris
Econometrisch Instituut <Rotterdam>
National Bureau of Economic Research
59
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Deutsche Forschungsgemeinschaft
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Bonn Graduate School of Economics
4
Institut for Finansiering <Frederiksberg>
4
Johannes Gutenberg-Universität Mainz
4
Springer Fachmedien Wiesbaden
4
Institute of Finance and Accounting <London>
3
International Center for Financial Asset Management and Engineering
3
Karlsruher Institut für Technologie
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
World Bank
3
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2
Banque de France / Direction des Etudes Economiques et de la Recherche
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2
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2
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Les cahiers de recherche / HEC Paris
10
Research paper series / Centre of Financial Studies, Faculty of Economics and Commerce, University of Melbourne
4
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2
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ECONIS (ZBW)
16
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1
Simple approximations for option pricing under mean reversion and stochastic volatility
Hafner, Christian M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784022
Saved in:
2
Risk managing Bermudan swaptions in the Libor BGM model
Pietersz, Raoul
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001902799
Saved in:
3
Replication and super replicating portfolios in the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001594742
Saved in:
4
Generated volatility cones
O'Connor, Ian
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596887
Saved in:
5
Volatility cones in SPI futures
O'Connor, Ian
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596888
Saved in:
6
Extensions to the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596890
Saved in:
7
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996176
Saved in:
8
Estimating Gram-Charlier expansions under positivity constraints
Jondeau, Eric
;
Rockinger, Michael
-
1998
Persistent link: https://www.econbiz.de/10000997033
Saved in:
9
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
10
Predicting premature exercice of an American put on stocks : theory and empirical evidence
Chesney, Marc
;
Lefoll, Jean
-
1996
Persistent link: https://www.econbiz.de/10000952941
Saved in:
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