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Option pricing theory
9
Optionspreistheorie
9
Theorie
8
Theory
8
Option trading
5
Optionsgeschäft
5
Volatility
4
Volatilität
4
Börsenkurs
2
Incomplete market
2
Investitionsrisiko
2
Investment risk
2
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2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
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Unvollkommener Markt
2
1954-1998
1
ARCH model
1
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1
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1
Anlageverhalten
1
Behavioural finance
1
Black-Scholes model
1
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1
Bootstrap-Verfahren
1
Capital income
1
Causality analysis
1
Corporate bond
1
Decision under risk
1
EU countries
1
EU-Staaten
1
Entscheidung unter Risiko
1
Equilibrium theory
1
Euro area
1
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1
Financial economics
1
Financial market
1
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Graue Literatur
18
Non-commercial literature
18
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18
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English
18
Author
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Berridge, S. J.
4
Schumacher, Johannes M.
4
Werker, Bas J. M.
3
Goorbergh, Rob Willem Jean van den
2
Kleijnen, Jack P. C.
2
Kort, Peter M.
2
Renault, Eric
2
Baele, Lieven
1
Beers, Wim C. M. van
1
Genest, Christian
1
Guha, Rajiv
1
Hertog, Dirk den
1
Horst, Jenke R. ter
1
Huisman, Kuno J. M.
1
Kerkhof, Jeroen
1
Marquering, Wessel A.
1
Meddahi, Nour
1
Melenberg, Bertrand
1
Pawlina, Grzegorz
1
Sbuelz, Alessandro
1
Schumacher, Hans
1
Segers, Johan
1
Siem, A. Y. D.
1
Talman, Dolf
1
Thijssen, Jacco J. J.
1
Veld, Chris H.
1
Verbeek, Marno
1
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Institution
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Center for Economic Research <Tilburg>
National Bureau of Economic Research
760
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
216
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
94
International Monetary Fund (IMF)
82
C.E.P.R. Discussion Papers
75
Institut für Schweizerisches Bankwesen <Zürich>
66
Centre for Analytical Finance <Århus>
54
HAL
54
School of Economics and Management, University of Aarhus
52
EconWPA
43
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
40
Department of Economics, Oxford University
34
Tinbergen Instituut
34
Society for Computational Economics - SCE
33
Université Paris-Dauphine (Paris IX)
32
Ekonomiska forskningsinstitutet <Stockholm>
31
Finance Discipline Group, Business School
29
Federal Reserve Bank of St. Louis
27
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
26
Agricultural and Applied Economics Association - AAEA
25
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
24
Tinbergen Institute
24
Economics Group, Nuffield College, University of Oxford
23
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
23
World Bank
23
International Monetary Fund
21
National Centre of Competence in Research North South <Bern>
21
European Central Bank
20
CESifo
19
European University Institute / Department of Economics
19
London School of Economics (LSE)
19
Svenska Handelshögskolan <Helsinki>
19
European Association of Agricultural Economists - EAAE
18
Reserve Bank of Australia
18
Springer Fachmedien Wiesbaden
18
Chambre de commerce et d'industrie de Paris
17
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
16
Department of Economics and Finance, College of Business and Economics
16
Econometric Society
16
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Discussion paper / Center for Economic Research, Tilburg University
18
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ECONIS (ZBW)
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Existence of equilibrium and price adjustments in a finance economy with incomplete markets
Talman, Dolf
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001796119
Saved in:
2
Risk aversion, price uncertainty, and irreversible investments
Goorbergh, Rob Willem Jean van den
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871057
Saved in:
3
Functionals of clusters of extremes
Segers, Johan
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773833
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
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