Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Center for Economic Research <Tilburg>"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Local volatility models in com...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
9
Optionspreistheorie
9
Theorie
8
Theory
8
Option trading
5
Optionsgeschäft
5
Volatility
4
Volatilität
4
Modellierung
3
Scientific modelling
3
Börsenkurs
2
Share price
2
USA
2
United States
2
1954-1998
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Allgemeines Gleichgewicht
1
Anlageverhalten
1
Behavioural finance
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
Capital income
1
Causality analysis
1
Corporate bond
1
EU countries
1
EU-Staaten
1
Estimation
1
Estimation theory
1
Euro area
1
Eurozone
1
Exchange rate theory
1
Financial economics
1
Financial sector
1
Finanzsektor
1
Forecast
1
Geldpolitische Transmission
1
General equilibrium
1
more ...
less ...
Online availability
All
Free
15
Type of publication
All
Book / Working Paper
16
Type of publication (narrower categories)
All
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
All
English
16
Author
All
Berridge, S. J.
4
Schumacher, Johannes M.
4
Werker, Bas J. M.
3
Renault, Eric
2
Sbuelz, Alessandro
2
Baele, Lieven
1
Chambers, Marcus J.
1
Danilov, Dmitry L.
1
Genest, Christian
1
Goorbergh, Rob Willem Jean van den
1
Guha, Rajiv
1
Horst, Jenke R. ter
1
Kerkhof, Jeroen
1
Kort, Peter M.
1
MacCrorie, J. Roderick
1
Magnus, Jan R.
1
Marquering, Wessel A.
1
Meddahi, Nour
1
Melenberg, Bertrand
1
Pawlina, Grzegorz
1
Schumacher, Hans
1
Trojani, Fabio
1
Veld, Chris H.
1
Verbeek, Marno
1
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
National Bureau of Economic Research
646
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
177
C.E.P.R. Discussion Papers
58
Institut für Schweizerisches Bankwesen <Zürich>
57
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
44
Centre for Analytical Finance <Århus>
38
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
38
HAL
32
EconWPA
30
International Monetary Fund
28
UNCTAD / Secretariat
27
Université Paris-Dauphine (Paris IX)
27
World Bank
27
Ekonomiska forskningsinstitutet <Stockholm>
23
Agricultural and Applied Economics Association - AAEA
22
OECD
22
UNCTAD
21
Svenska Handelshögskolan <Helsinki>
19
National Centre of Competence in Research North South <Bern>
18
Reserve Bank of Australia
17
CESifo
16
Chambre de commerce et d'industrie de Paris
16
University of Canterbury / Dept. of Economics and Finance
16
Association of European Conjuncture Institutes / Working Group on Commodity Prices
15
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Federal Reserve Bank of St. Louis
15
Society for Computational Economics - SCE
15
Internationaler Währungsfonds / Research Department
14
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
13
European Association of Agricultural Economists - EAAE
13
Inter-American Development Bank
13
Weltbank
13
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
12
Department of Economics and Finance, College of Business and Economics
12
European University Institute / Department of Economics
12
Verlag Dr. Kovač
12
Cowles Foundation for Research in Economics, Yale University
11
Institut für Weltwirtschaft
11
Institute of Economic Research, Kyoto University
11
more ...
less ...
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
16
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Equilibrium asset pricing with time-varying pessimism
Sbuelz, Alessandro
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718112
Saved in:
2
Identification and estimation of exchange rate models with unobservable fundamentals
Chambers, Marcus J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002046370
Saved in:
3
On the harm that pretesting does
Danilov, Dmitry L.
(
contributor
);
Magnus, Jan R.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001582643
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Model risk and regulatory capital
Kerkhof, Jeroen
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
Saved in:
10
Structural RFV : recovery form and defaultable debt analysis
Guha, Rajiv
(
contributor
);
Sbuelz, Alessandro
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784488
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
