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~institution:"Bonn Graduate School of Economics"
~institution:"Center for International Food and Agricultural Policy"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
323
Theory
323
Stochastic process
46
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46
Time series analysis
46
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46
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Dudenhausen, Antje
2
Fengler, Matthias R.
2
Föllmer, Hans
2
Bank, Peter
1
Cai, Zongwu
1
Hlávka, Zdeněk
1
Hong, Yongmiao
1
Kramkov, D. O.
1
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1
Schlögel, Erik
1
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1
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1
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1
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Bonn Graduate School of Economics
Center for International Food and Agricultural Policy
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
Centre for Analytical Finance <Århus>
14
Svenska Handelshögskolan <Helsinki>
8
Ekonomiska forskningsinstitutet <Stockholm>
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Center for Economic Research <Tilburg>
4
Johannes Gutenberg-Universität Mainz
4
Verlag Dr. Kovač
4
Centre of Financial Studies
3
Chambre de commerce et d'industrie de Paris
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Hochschule für Bankwirtschaft
2
Springer-Verlag GmbH
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Transportation, Water, and Telecommunications Department, The World Bank
2
Weltbank
2
American Finance Association
1
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Bank of Canada
1
Berliner Wissenschafts-Verlag
1
Centre for Actuarial Studies
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
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1
Commissariat à l'énergie atomique
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Danmarks Nationalbank
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1
Erasmus Research Institute of Management
1
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Discussion papers of interdisciplinary research project 373
6
Bonn Econ Discussion Papers / BGSE
4
Working papers from The Center for International Food and Agricultural Policy
1
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ECONIS (ZBW)
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Mean-variance hedging under additional market information
Thierbach, Frank
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825437
Saved in:
2
Effectiveness of hedging strategies under model misspecification and trading restrictions
Dudenhausen, Antje
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825459
Saved in:
3
An examination of the effects of parameter misspecification
Dudenhausen, Antje
(
contributor
);
Schlögl, Lutz
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825761
Saved in:
4
Confidence intervals for state price densities
Hlávka, Zdeněk
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916784
Saved in:
5
American options, multi-armed bandits and optimal consumption plans : a unifying view
Bank, Peter
(
contributor
);
Föllmer, Hans
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001917057
Saved in:
6
Correlation risk premia for multi-asset equity options
Fengler, Matthias R.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919088
Saved in:
7
Nonparametric methods on continuous-time finance : a selective review
Cai, Zongwu
(
contributor
);
Hong, Yongmiao
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919184
Saved in:
8
Fitting the smile revisited : a least squares kernel estimator for the implied volatility surface
Fengler, Matthias R.
(
contributor
);
Wang, Qihua
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919426
Saved in:
9
A methodology for valuing multiple-exercise option contracts for water
Villinski, Michele
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920254
Saved in:
10
The risk management of minimum return guarantees
Mahayni, Antje
(
contributor
);
Schlögel, Erik
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001970344
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