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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Rodney L. White Center for Financial Research"
~institution:"Université Laval / Département d'Economique"
~subject:"Asymmetric information"
~subject:"Stochastischer Prozess"
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Asymmetric information
Stochastischer Prozess
Theorie
236
Theory
236
Option pricing theory
17
Optionspreistheorie
17
USA
17
United States
17
Volatility
14
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English
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Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Chakraborty, Archishman
2
González, Patrick
2
Villanueva, Ernesto
2
Yılmaz, Bilge
2
Bolton, Patrick
1
Brandt, Michael W.
1
Cespa, Giovanni
1
Di Miscia, Orazio
1
Duclos, Jean-Yves
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Freixas, Xavier
1
Jeon, Doh-Shin
1
Levendorskij, Sergej Z.
1
Makdissi, Paul
1
Menicucci, Domenico
1
Nicolato, Elisa
1
Niño-Mora, José
1
Santa-Clara, Pedro
1
Shepard, Neil
1
Stelzer, Robert
1
Sørensen, Helle
1
Sørensen, Michael
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
Wodon, Quentin
1
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Centre for Analytical Finance <Århus>
Rodney L. White Center for Financial Research
Université Laval / Département d'Economique
National Bureau of Economic Research
158
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
10
Center for Economic Research <Tilburg>
9
Bonn Graduate School of Economics
8
Ekonomiska forskningsinstitutet <Stockholm>
8
Springer Fachmedien Wiesbaden
8
Universitetet i Oslo / Økonomisk institutt
7
University of British Columbia / Finance Division
7
University of Exeter / Department of Economics
7
Brown University / Department of Economics
6
Erasmus Research Institute of Management
6
European University Institute / Department of Law
6
Foerder Institute for Economic Research <Tēl-Āvîv>
6
Australian National University / Faculty of Economics and Commerce
5
Centre for Economic Policy Research
5
Columbia University / Department of Economics
5
Econometrisch Instituut <Rotterdam>
4
Federal Reserve Bank of Richmond
4
Forschungsinstitut zur Zukunft der Arbeit
4
Massachusetts Institute of Technology / Department of Economics
4
Social Systems Research Institute
4
Umeå Universitet / Institutionen för Nationalekonomi
4
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3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
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3
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3
Institutionen för Skogsekonomi <Ume°a>
3
International Center for Financial Asset Management and Engineering
3
Judge Institute of Management Studies
3
Springer-Verlag GmbH
3
Svenska Handelshögskolan <Helsinki>
3
University of Cambridge / Department of Applied Economics
3
Universität Mannheim
3
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
6
Les cahiers de recherche / Université Laval, Département d'Economique
3
Working papers / Rodney L. White Center for Financial Research
3
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ECONIS (ZBW)
22
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1
Asymmetric information and financing with convertibles
Chakraborty, Archishman
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10003229556
Saved in:
2
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
3
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
4
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
5
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
6
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:
7
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
8
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:
9
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
10
Parental altruism under imperfect information:
theory
and evidence
Villanueva, Ernesto
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001608374
Saved in:
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