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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:"Stochastischer Prozess"
~subject:"USA"
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Asymmetric information
Stochastischer Prozess
USA
Theorie
191
Theory
191
Option pricing theory
17
Optionspreistheorie
17
Stochastic process
12
Yield curve
11
Zinsstruktur
11
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10
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10
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Consumer behaviour
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English
27
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Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
González, Patrick
2
Villanueva, Ernesto
2
Bolton, Patrick
1
Cespa, Giovanni
1
Chiappori, Pierre-André
1
Ciccone, Antonio
1
Di Miscia, Orazio
1
Duclos, Jean-Yves
1
Fortin, Bernard
1
Freixas, Xavier
1
Jeon, Doh-Shin
1
Kugler, Adriana D.
1
Lacroix, Guy
1
Levendorskij, Sergej Z.
1
Makdissi, Paul
1
Menicucci, Domenico
1
Moreno, Manuel
1
Navas, Javier F.
1
Nicolato, Elisa
1
Niño-Mora, José
1
Peri, Giovanni
1
Raahauge, Peter
1
Romano, Joseph P.
1
Shapiro, Joel Andrew
1
Shepard, Neil
1
Stelzer, Robert
1
Sørensen, Helle
1
Sørensen, Michael
1
Uchida, Masayuki
1
Ueda, Masako
1
Venardos, Emmanouil
1
Wodon, Quentin
1
Wolf, Michael
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
311
IGI Global
111
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
54
European University Institute / Department of Economics
23
Forschungsinstitut zur Zukunft der Arbeit
22
Edward Elgar Publishing
20
World Bank
20
Federal Reserve Bank of St. Louis
18
OECD
18
Springer Fachmedien Wiesbaden
18
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16
Federal Reserve System / Division of Research and Statistics
16
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15
American Management Association
14
American Marketing Association
14
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14
University of Exeter / Department of Economics
14
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13
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13
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13
Association of University Programs in Health Administration
12
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12
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12
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12
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11
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11
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11
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11
Massachusetts Institute of Technology / Department of Economics
11
Rodney L. White Center for Financial Research
11
The Wharton Financial Institutions Center
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
11
American Enterprise Institute for Public Policy Research
10
Foerder Institute for Economic Research <Tēl-Āvîv>
10
Universität Mannheim
10
Bonn Graduate School of Economics
9
Brown University / Department of Economics
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
12
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
Les cahiers de recherche / Université Laval, Département d'Economique
4
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ECONIS (ZBW)
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Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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
Indentifying human capital externalities:
theory
with an application to US cities
Ciccone, Antonio
(
contributor
);
Peri, Giovanni
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001659629
Saved in:
8
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
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