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
Accounting for Stochastic Inte...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
9
Optionspreistheorie
9
Option trading
7
Optionsgeschäft
7
Theorie
7
Theory
7
Volatility
4
Volatilität
4
Börsenkurs
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
1954-1998
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Anlageverhalten
1
Behavioural finance
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Capital income
1
Causality analysis
1
Corporate bond
1
EU countries
1
EU-Staaten
1
Euro area
1
Eurozone
1
Financial economics
1
Financial sector
1
Finanzsektor
1
Forecast
1
Geldpolitische Transmission
1
Investitionsrisiko
1
Investment risk
1
Kapitaleinkommen
1
Kapitalmarkttheorie
1
more ...
less ...
Online availability
All
Free
16
Type of publication
All
Book / Working Paper
17
Type of publication (narrower categories)
All
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Language
All
English
17
Author
All
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
Lutgens, Frank Johannes Willem
1
Marquering, Wessel A.
1
Meddahi, Nour
1
Melenberg, Bertrand
1
Pawlina, Grzegorz
1
Sbuelz, A.
1
Sbuelz, Alessandro
1
Schumacher, Hans
1
Siem, A. Y. D.
1
Sturm, Jos
1
Veld, Chris H.
1
Verbeek, Marno
1
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
National Bureau of Economic Research
625
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
377
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
88
C.E.P.R. Discussion Papers
79
International Monetary Fund (IMF)
63
Institut für Schweizerisches Bankwesen <Zürich>
60
Centre for Analytical Finance <Århus>
53
School of Economics and Management, University of Aarhus
53
EconWPA
46
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
38
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
36
Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg
35
Départment des sciences administratives, Université du Québec en Outaouais (UQO)
32
Université Paris-Dauphine (Paris IX)
32
Cowles Foundation for Research in Economics, Yale University
31
Society for Computational Economics - SCE
31
HAL
30
Institute for the Study of Labor (IZA)
28
CESifo
27
Valtion taloudellinen tutkimuskeskus (VATT), Government of Finland
26
Tinbergen Instituut
25
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
24
National Bureau of Economic Research (NBER)
24
Ekonomiska forskningsinstitutet <Stockholm>
23
Agricultural and Applied Economics Association - AAEA
22
Department of Econometrics and Business Statistics, Monash Business School
22
Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
21
International Monetary Fund
21
World Bank
21
National Centre of Competence in Research North South <Bern>
20
Tilburg University, Center for Economic Research
20
Chambre de commerce et d'industrie de Paris
19
Department of Economics and Finance, College of Business and Economics
19
Department of Economics, Oxford University
19
Svenska Handelshögskolan <Helsinki>
19
Econometric Society
18
Federal Reserve Bank of St. Louis
17
Reserve Bank of Australia
17
London School of Economics (LSE)
16
more ...
less ...
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
17
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
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
Robust one period option modelling
Lutgens, Frank Johannes Willem
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001733026
Saved in:
7
Analytic American option pricing and applications
Sbuelz, A.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773851
Saved in:
8
Model risk and regulatory capital
Kerkhof, Jeroen
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
