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~institution:"Bonn Graduate School of Economics"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Information behaviour"
~subject:"Optionspreistheorie"
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Information behaviour
Optionspreistheorie
Theorie
133
Theory
133
Option pricing theory
18
Stochastic process
12
Stochastischer Prozess
12
Yield curve
11
Zinsstruktur
11
Estimation
10
Schätzung
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Agency theory
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Nichtkooperatives Spiel
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CAPM
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Markov chain
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Markov-Kette
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English
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Dudenhausen, Antje
2
Strunk Hansen, Charlotte
2
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Grammig, Joachim
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
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Köhler, Wolfgang R.
1
Mahayni, Antje
1
Mikkelsen, Peter
1
Neugebauer, Tibor
1
Nicolato, Elisa
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Schlögel, Erik
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Schlögl, Lutz
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Selten, Reinhard
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1
Sørensen, Michael
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Theissen, Erik
1
Thierbach, Frank
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Venardos, Emmanouil
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Bonn Graduate School of Economics
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Svenska Handelshögskolan <Helsinki>
8
Ekonomiska forskningsinstitutet <Stockholm>
6
Verlag Dr. Kovač
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Center for Economic Research <Tilburg>
4
Johannes Gutenberg-Universität Mainz
4
Centre of Financial Studies
3
Chambre de commerce et d'industrie de Paris
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
14
Bonn Econ Discussion Papers / BGSE
7
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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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Estimating the probability of informed trading : does trade misclassification matter?
Grammig, Joachim
(
contributor
);
Theissen, Erik
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001828752
Saved in:
4
Individual behavior of first-price sealed-bid auctions : the importance of information feedback in experimental markets
Neugebauer, Tibor
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001828769
Saved in:
5
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:
6
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
7
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
8
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:
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
Underperformance after SEOs : a bond market perspcetive
Strunk Hansen, Charlotte
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622248
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