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Stochastic Volatility : Option...
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Option pricing theory
9
Optionspreistheorie
9
Theorie
6
Theory
6
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5
Optionsgeschäft
5
Volatility
4
Volatilität
4
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Berridge, S. J.
4
Schumacher, Johannes M.
4
Werker, Bas J. M.
3
Kleijnen, Jack P. C.
2
Renault, Eric
2
Baele, Lieven
1
Beers, Wim C. M. van
1
Genest, Christian
1
Goorbergh, Rob Willem Jean van den
1
Guha, Rajiv
1
Hertog, Dirk den
1
Horst, Jenke R. ter
1
Kerkhof, Jeroen
1
Kort, Peter M.
1
Marquering, Wessel A.
1
Meddahi, Nour
1
Melenberg, Bertrand
1
Pawlina, Grzegorz
1
Sbuelz, Alessandro
1
Schumacher, Hans
1
Siem, A. Y. D.
1
Veld, Chris H.
1
Verbeek, Marno
1
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Center for Economic Research <Tilburg>
National Bureau of Economic Research
595
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
264
EconWPA
231
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
88
C.E.P.R. Discussion Papers
69
International Monetary Fund (IMF)
63
Institut für Schweizerisches Bankwesen <Zürich>
57
Centre for Analytical Finance <Århus>
48
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
37
Université Paris-Dauphine (Paris IX)
33
HAL
30
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24
School of Economics and Management, University of Aarhus
24
Ekonomiska forskningsinstitutet <Stockholm>
23
Agricultural and Applied Economics Association - AAEA
22
World Bank
21
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
20
International Monetary Fund
20
National Bureau of Economic Research (NBER)
19
Society for Computational Economics - SCE
19
Svenska Handelshögskolan <Helsinki>
19
National Centre of Competence in Research North South <Bern>
18
Chambre de commerce et d'industrie de Paris
17
Reserve Bank of Australia
17
Springer Fachmedien Wiesbaden
17
CESifo
16
Federal Reserve Bank of St. Louis
16
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16
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
15
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
15
Cowles Foundation for Research in Economics, Yale University
15
Department of Economics and Finance, College of Business and Economics
15
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
15
European Association of Agricultural Economists - EAAE
14
European University Institute / Department of Economics
14
Inter-American Development Bank
13
London School of Economics (LSE)
13
Tilburg University, Center for Economic Research
13
Department of Economics, Oxford University
12
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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
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
Saved in:
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
Saved in:
3
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:
4
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:
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
Model risk and regulatory capital
Kerkhof, Jeroen
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
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7
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:
8
Multivariate option pricing using dynamic copula models
Goorbergh, Rob Willem Jean van den
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871136
Saved in:
9
Investment under uncertainty and policy change
Pawlina, Grzegorz
(
contributor
);
Kort, Peter M.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001545479
Saved in:
10
The correct kriging variance estimated by bootstrapping
Hertog, Dirk den
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002079728
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