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Theorie
69
Theory
69
Option pricing theory
13
Optionspreistheorie
13
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11
Zinsstruktur
11
Stochastic process
9
Stochastischer Prozess
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Hedging
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Nichtparametrisches Verfahren
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69
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Arbeitspapier
66
Graue Literatur
66
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66
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English
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Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Sørensen, Michael
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
Myhre Lildholdt, Peter
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
9,459
OECD
698
Edward Elgar Publishing
617
European Commission / Joint Research Centre
413
Springer Fachmedien Wiesbaden
366
IGI Global
313
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
308
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
300
Center for Economic Research <Tilburg>
293
Ekonomiska forskningsinstitutet <Stockholm>
289
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261
World Bank
261
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252
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189
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154
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153
Internationaler Währungsfonds / Research Department
150
Centre for Economic Policy Research
146
Federal Reserve Bank of Chicago
146
Foerder Institute for Economic Research <Tēl-Āvîv>
133
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129
World Bank Group
123
HAL
122
European Parliament / Directorate-General for Internal Policies of the Union
116
Organisation for Economic Co-operation and Development
113
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111
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110
University of Exeter / Department of Economics
109
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
108
European Central Bank
105
Springer-Verlag GmbH
104
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102
Robert Schuman Centre for Advanced Studies
95
Federal Reserve Bank of New York
93
Deutsche Forschungsgemeinschaft
91
Friedrich-Schiller-Universität Jena
91
Australian National University / Faculty of Economics and Commerce
88
European University Institute / Department of Law
88
De Gruyter Oldenbourg
86
Federal Reserve System / Board of Governors
84
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
69
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ECONIS (ZBW)
69
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1
Asymptotics of ruin probabilities for
risk
processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
2
Asymptotics of ruin probabilities for
risk
processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
3
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
4
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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5
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
6
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
7
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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8
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
9
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
Saved in:
10
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
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