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Theorie
70
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Option pricing theory
15
Optionspreistheorie
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Barndorff-Nielsen, Ole E.
10
Sørensen, Michael
6
Shephard, Neil G.
5
Tanggaard, Carsten
5
Christensen, Bent Jesper
4
Lunde, Asger
4
Strunk Hansen, Charlotte
4
Søndergaard Rasmussen, Nicki
4
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Nielsen, Jens Perch
3
Shepard, Neil
3
Taulbjerg, Jes
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Tuypens, Bjorn E.
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bladt, Mogens
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
Jones, M. C.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,656
Edward Elgar Publishing
408
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
376
OECD
316
Ekonomiska forskningsinstitutet <Stockholm>
297
Center for Economic Research <Tilburg>
280
Springer Fachmedien Wiesbaden
261
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258
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199
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104
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Springer-Verlag GmbH
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90
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85
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76
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76
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75
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74
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74
Instituto Valenciano de Investigaciones Económicas
73
Federal Reserve System / Division of Research and Statistics
72
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
72
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
78
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ECONIS (ZBW)
78
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1
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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2
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
3
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
4
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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5
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
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6
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
7
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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8
Local linear density estimation for filtered survival data, with bias correction
Jones, M. C.
(
contributor
);
Nielsen, Jens Perch
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227638
Saved in:
9
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
10
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
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