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Volterra equation for pricing...
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Option pricing theory
9
Optionspreistheorie
9
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7
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7
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5
Optionsgeschäft
5
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4
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2
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Berridge, S. J.
4
Schumacher, Johannes M.
4
Goorbergh, Rob Willem Jean van den
2
Horst, Jenke R. ter
2
Sbuelz, Alessandro
2
Baquero, Guillermo
1
Bodnar, Gordon M.
1
Genest, Christian
1
Guha, Rajiv
1
Jong, Abe de
1
Kerkhof, Jeroen
1
Kort, Peter M.
1
Macrae, Victor
1
Melenberg, Bertrand
1
Pawlina, Grzegorz
1
Roon, F. A. de
1
Schumacher, Hans
1
Segers, Johan
1
Veld, Chris H.
1
Verbeek, Marno
1
Werker, B. J. M.
1
Werker, Bas J. M.
1
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Center for Economic Research <Tilburg>
International Monetary Fund (IMF)
283
National Bureau of Economic Research
169
International Monetary Fund
85
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
45
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
39
Centre for Analytical Finance <Århus>
32
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
24
C.E.P.R. Discussion Papers
22
Ekonomiska forskningsinstitutet <Stockholm>
21
EconWPA
19
Institut für Schweizerisches Bankwesen <Zürich>
19
University of Bonn, Germany
17
Federal Reserve Bank of St. Louis
13
HAL
13
Fakultät Wirtschaftswissenschaften, Technische Universität Dresden
12
European Association of Agricultural Economists - EAAE
11
Springer Fachmedien Wiesbaden
11
Université Paris-Dauphine (Paris IX)
11
Svenska Handelshögskolan <Helsinki>
10
Tilburg University, Center for Economic Research
10
Agricultural and Applied Economics Association - AAEA
9
Chambre de commerce et d'industrie de Paris
9
Deutsche Forschungsgemeinschaft
8
Institute of Finance and Accounting <London>
8
National Centre of Competence in Research - Financial Valuation and Risk Management
8
Verlag Dr. Kovač
8
Henley Business School, University of Reading
7
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Bonn Graduate School of Economics
6
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
6
Econometrisch Instituut <Rotterdam>
6
Finance Discipline Group, Business School
6
International Accounting Standards Board
6
Johannes Gutenberg-Universität Mainz
6
Manchester Business School
6
Universität Augsburg / Institut für Volkswirtschaftslehre
6
Center for Financial Studies
5
Christian-Albrechts-Universität zu Kiel
5
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Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
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Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter
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contributor
); …
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
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2
Functionals of clusters of extremes
Segers, Johan
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773833
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3
Structural RFV : recovery form and defaultable debt analysis
Guha, Rajiv
(
contributor
);
Sbuelz, Alessandro
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784488
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4
Multivariate option pricing using dynamic copula models
Goorbergh, Rob Willem Jean van den
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871136
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5
Model risk and regulatory capital
Kerkhof, Jeroen
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
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6
Investment under uncertainty and policy change
Pawlina, Grzegorz
(
contributor
);
Kort, Peter M.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001545479
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7
An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989009
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8
Pricing high-dimensional American options using local consistency conditions
Berridge, S. J.
(
contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989034
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9
Using localosed quadratic functions on an irregular grid for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989047
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10
An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718087
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