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~institution:"Bonn Graduate School of Economics"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
392
Theory
392
Stochastic process
47
Stochastischer Prozess
47
Time series analysis
46
Zeitreihenanalyse
46
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37
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37
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27
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English
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Dudenhausen, Antje
2
Fengler, Matthias R.
2
Föllmer, Hans
2
Roth, Randolf
2
Bank, Peter
1
Cai, Zongwu
1
Hlávka, Zdeněk
1
Hong, Yongmiao
1
Kramkov, D. O.
1
Mahayni, Antje
1
Schlögel, Erik
1
Schlögl, Lutz
1
Schwendner, Peter
1
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1
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1
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Bonn Graduate School of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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
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
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Columbia University / Graduate School of Business
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
1
Eberhard Karls Universität Tübingen
1
Erasmus Research Institute of Management
1
Eric Cuvillier <Firma>
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
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Discussion papers of interdisciplinary research project 373
6
Bonn Econ Discussion Papers / BGSE
4
Dresdner Beiträge zu quantitativen Verfahren
2
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ECONIS (ZBW)
12
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Der VOLAX-Future : ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1998
Persistent link: https://www.econbiz.de/10000978870
Saved in:
2
Mean-variance hedging under additional market information
Thierbach, Frank
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825437
Saved in:
3
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:
4
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:
5
Confidence intervals for state price densities
Hlávka, Zdeněk
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916784
Saved in:
6
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:
7
Correlation risk premia for multi-asset equity options
Fengler, Matthias R.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919088
Saved in:
8
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:
9
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:
10
The risk management of minimum return guarantees
Mahayni, Antje
(
contributor
);
Schlögel, Erik
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001970344
Saved in:
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