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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Université Laval / Département d'Economique"
~subject:"Asymmetric information"
~subject:"Monte-Carlo-Simulation"
~subject:"Stochastischer Prozess"
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Asymmetric information
Monte-Carlo-Simulation
Stochastischer Prozess
Theorie
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Option pricing theory
17
Optionspreistheorie
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Stochastic process
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Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Di Miscia, Orazio
2
González, Patrick
2
Villanueva, Ernesto
2
Bolton, Patrick
1
Cespa, Giovanni
1
Duclos, Jean-Yves
1
Freixas, Xavier
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jeon, Doh-Shin
1
Levendorskij, Sergej Z.
1
Makdissi, Paul
1
Menicucci, Domenico
1
Mikkelsen, Peter
1
Moreno, Manuel
1
Navas, Javier F.
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Niño-Mora, José
1
Schmid, Wolfgang
1
Shepard, Neil
1
Stelzer, Robert
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Sørensen, Michael
1
Tzotchev, Dobromir
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>
Université Laval / Département d'Economique
National Bureau of Economic Research
162
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
50
Ekonomiska forskningsinstitutet <Stockholm>
16
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
14
University of Exeter / Department of Economics
10
Center for Economic Research <Tilburg>
9
Bonn Graduate School of Economics
8
Springer Fachmedien Wiesbaden
8
Universitetet i Oslo / Økonomisk institutt
8
University of British Columbia / Finance Division
7
Brown University / Department of Economics
6
Erasmus Research Institute of Management
6
European University Institute / Department of Law
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Foerder Institute for Economic Research <Tēl-Āvîv>
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Australian National University / Faculty of Economics and Commerce
5
Centre for Economic Policy Research
5
Columbia University / Department of Economics
5
Econometrisch Instituut <Rotterdam>
5
Massachusetts Institute of Technology / Department of Economics
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Federal Reserve Bank of Richmond
4
Forschungsinstitut zur Zukunft der Arbeit
4
Judge Institute of Management Studies
4
National Institute of Economic and Social Research
4
Social Systems Research Institute
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4
University of Canterbury / Dept. of Economics and Finance
4
Weierstraß-Institut für Angewandte Analysis und Stochastik
4
Centre for Growth and Business Cycle Research <Manchester>
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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European University Institute / Department of Economics
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Federal Reserve System / Division of Research and Statistics
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Institut for Nationaløkonomi <Kopenhagen>
3
Institutionen för Skogsekonomi <Ume°a>
3
Instituto Valenciano de Investigaciones Económicas
3
International Center for Financial Asset Management and Engineering
3
Københavns Universitet / Økonomisk Institut
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
7
Les cahiers de recherche / Université Laval, Département d'Economique
3
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ECONIS (ZBW)
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1
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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2
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:
3
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
4
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:
5
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:
6
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
7
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:
8
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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9
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:
10
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
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