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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Asymmetric information"
~subject:"Monte Carlo simulation"
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Asymmetric information
Monte Carlo simulation
Theorie
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Game theory
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Option pricing theory
18
Optionspreistheorie
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Chakraborty, Archishman
2
Villanueva, Ernesto
2
Yılmaz, Bilge
2
Bolton, Patrick
1
Cespa, Giovanni
1
Di Miscia, Orazio
1
Freixas, Xavier
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Grasselli, M.R.
1
Hurd, T.R.
1
Jeon, Doh-Shin
1
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1
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Menicucci, Domenico
1
Mikkelsen, Peter
1
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1
Morris, Stephen
1
Navas, Javier F.
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Australian National University / Faculty of Economics and Commerce
Centre for Analytical Finance <Århus>
Rodney L. White Center for Financial Research
National Bureau of Economic Research
125
Ekonomiska forskningsinstitutet <Stockholm>
14
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
12
Center for Economic Research <Tilburg>
8
Universitetet i Oslo / Økonomisk institutt
7
University of Exeter / Department of Economics
7
Bonn Graduate School of Economics
6
Brown University / Department of Economics
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Columbia University / Department of Economics
5
European University Institute / Department of Law
5
Foerder Institute for Economic Research <Tēl-Āvîv>
5
Massachusetts Institute of Technology / Department of Economics
5
University of British Columbia / Finance Division
5
Federal Reserve Bank of Richmond
4
Forschungsinstitut zur Zukunft der Arbeit
4
University of Canterbury / Dept. of Economics and Finance
4
Centre for Economic Policy Research
3
Centre for Growth and Business Cycle Research <Manchester>
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Institut for Nationaløkonomi <Kopenhagen>
3
National Institute of Economic and Social Research
3
Svenska Handelshögskolan <Helsinki>
3
Umeå Universitet / Institutionen för Nationalekonomi
3
University of Toronto / Department of Economics
3
University of Warwick / Department of Economics
3
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
3
Aarhus Universitet / Afdeling for Nationaløkonomi
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Birkbeck College / Department of Economics
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Center for the Study of Industrial Organisation
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Federal Reserve Bank of San Francisco
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Institut für Höhere Studien
2
Institute for Research in the Behavioral, Economic, and Management Sciences
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Institutet för Internationell Ekonomi <Stockholm>
2
Instituto Valenciano de Investigaciones Económicas
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
6
Working papers / Rodney L. White Center for Financial Research
2
Working papers in economics and econometrics
2
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ECONIS (ZBW)
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1
Repeated games with imperfect private monitoring : notes on a coordination perspective
Mailath, George J.
-
1998
Persistent link: https://www.econbiz.de/10000997916
Saved in:
2
Asymmetric information and financing with convertibles
Chakraborty, Archishman
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10003229556
Saved in:
3
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
4
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
5
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
6
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:
7
Buyer coalitions against monopolistic screening: on the role of asymetric information among buyers
Jeon, Doh-Shin
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001696828
Saved in:
8
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
9
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:
10
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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