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Theorie
70
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70
Option pricing theory
20
Optionspreistheorie
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13
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87
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Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
6
Christiansen, Charlotte
5
Sørensen, Michael
5
Lunde, Asger
4
Shepard, Neil
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Løchte Jørgensen, Peter
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Bechmann, Ken L.
2
Brunetti, Celso
2
Christensen, Claus Vorm
2
Engsted, Tom
2
Levendorskij, Sergej Z.
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Peskir, Goran
2
Poulsen, Rolf
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shin Jensen, Malene
2
Stentoft, Lars
2
Sørensen, Helle
2
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1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Frino, Alex
1
Grasselli, M.R.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,598
Edward Elgar Publishing
406
Center for Economic Research <Tilburg>
286
Ekonomiska forskningsinstitutet <Stockholm>
286
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
276
OECD
269
Springer Fachmedien Wiesbaden
255
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250
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103
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91
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74
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74
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74
University of Warwick / Department of Economics
73
Erasmus Research Institute of Management
72
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70
Johns Hopkins University / Department of Economics
69
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
87
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ECONIS (ZBW)
87
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1
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
2
Pricing american options when the underlying stock price exhibits time-vaying
volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
Saved in:
3
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
4
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
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5
A note on the call-put parity and a call-put duality
Peskir, Goran
(
contributor
); …
-
2000
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
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6
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
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7
Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
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8
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of
volatility
models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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9
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
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10
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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