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Option pricing theory
9
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7
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5
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5
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3
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Berridge, S. J.
4
Schumacher, Johannes M.
4
Sbuelz, Alessandro
2
Genest, Christian
1
Goorbergh, Rob Willem Jean van den
1
Grant, Simon
1
Guha, Rajiv
1
Horst, Jenke R. ter
1
Jong, Frank de
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Kerkhof, Jeroen
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
Trojani, Fabio
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Center for Economic Research <Tilburg>
National Bureau of Economic Research
523
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
61
International Monetary Fund (IMF)
40
Centre for Analytical Finance <Århus>
36
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
31
Ekonomiska forskningsinstitutet <Stockholm>
28
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
22
Federal Reserve Bank of St. Louis
21
Chambre de commerce et d'industrie de Paris
17
EconWPA
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Association of European Conjuncture Institutes / Working Group on Commodity Prices
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Institut für Schweizerisches Bankwesen <Zürich>
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HAL
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Springer Fachmedien Wiesbaden
14
Svenska Handelshögskolan <Helsinki>
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Institute of Finance and Accounting <London>
12
C.E.P.R. Discussion Papers
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International Monetary Fund
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9
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9
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9
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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8
MASTER CONSULTORES
8
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
8
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8
University of Chicago / Center for Research in Security Prices
8
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7
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7
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6
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6
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Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
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Functionals of clusters of extremes
Segers, Johan
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773833
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2
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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3
Pricing high-dimensional American options using local consistency conditions
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989034
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4
Using localosed quadratic functions on an irregular grid for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989047
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5
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
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6
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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7
Model risk and regulatory capital
Kerkhof, Jeroen
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
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8
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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9
Multivariate option pricing using dynamic copula models
Goorbergh, Rob Willem Jean van den
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871136
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10
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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