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Mortgage option deltas
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Option pricing theory
9
Optionspreistheorie
9
Option trading
7
Optionsgeschäft
7
Theorie
5
Theory
5
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2
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2
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1993-2001
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Berridge, S. J.
4
Schumacher, Johannes M.
4
Bussel, Arjan P. J. M. van
1
Charlier, Erwin
1
Genest, Christian
1
Goorbergh, Rob Willem Jean van den
1
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1
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1
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1
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1
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1
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1
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1
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1
Pawlina, Grzegorz
1
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1
Sbuelz, A.
1
Sbuelz, Alessandro
1
Schumacher, Hans
1
Sturm, Jos
1
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1
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Center for Economic Research <Tilburg>
National Bureau of Economic Research
285
International Monetary Fund (IMF)
62
Centre for Analytical Finance <Århus>
29
International Monetary Fund
27
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Institut für Schweizerisches Bankwesen <Zürich>
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Chambre de commerce et d'industrie de Paris
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Svenska Handelshögskolan <Helsinki>
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10
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
10
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8
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8
Institut for Finansiering <Frederiksberg>
7
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
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6
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6
Verlag Dr. Kovač
6
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6
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5
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5
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
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An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989009
Saved in:
2
Pricing high-dimensional American options using local consistency conditions
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989034
Saved in:
3
Using localosed quadratic functions on an irregular grid for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989047
Saved in:
4
Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
Saved in:
5
An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718087
Saved in:
6
Robust one period option modelling
Lutgens, Frank Johannes Willem
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001733026
Saved in:
7
Analytic American option pricing and applications
Sbuelz, A.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773851
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8
Opinions on tax deductions and the consensus effect in a survey-experiment
Heijden, Eline C. van der
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989173
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9
Prepayment behaviour of Dutch mortgagors : an empirical analysis
Charlier, Erwin
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001612047
Saved in:
10
Model risk and regulatory capital
Kerkhof, Jeroen
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
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