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Option pricing theory
24
Optionspreistheorie
24
Theorie
16
Theory
16
Volatility
6
Volatilität
6
Option trading
4
Optionsgeschäft
4
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English
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Stentoft, Lars
3
Christensen, Bent Jesper
2
Christensen, Claus Vorm
2
Løchte Jørgensen, Peter
2
Peskir, Goran
2
Strunk Hansen, Charlotte
2
Søndergaard Rasmussen, Nicki
2
Barndorff-Nielsen, Ole E.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
Svenstrup, Mikkel
1
Sørensen, Michael
1
Uys, N.
1
Venardos, Emmanouil
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
268
International Monetary Fund (IMF)
254
International Monetary Fund
83
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
58
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Institut für Schweizerisches Bankwesen <Zürich>
27
EconWPA
26
C.E.P.R. Discussion Papers
24
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
HAL
17
Université Paris-Dauphine (Paris IX)
17
Economic Consultancy, Vocat International
16
University of Bonn, Germany
16
Center for Economic Research <Tilburg>
15
Fernuniversität <Hagen> / Lehrgebiet Betriebswirtschaftslehre, insbesondere Operations Research
15
Institute of Finance and Accounting <London>
13
Chambre de commerce et d'industrie de Paris
12
Fakultät Wirtschaftswissenschaften, Technische Universität Dresden
12
Agricultural and Applied Economics Association - AAEA
11
Deutsche Forschungsgemeinschaft
11
Københavns Universitet / Økonomisk Institut
11
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Verlag Dr. Kovač
10
Finance Discipline Group, Business School
9
Henley Business School, University of Reading
9
Tilburg University, Center for Economic Research
9
Department of Agricultural and Resource Economics, University of California-Berkeley
8
European Association of Agricultural Economists - EAAE
8
National Centre of Competence in Research - Financial Valuation and Risk Management
8
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
8
Federal Reserve Bank of Cleveland
7
World Bank
7
Brown University / Department of Economics
6
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
6
Centre for Economic Policy Research
6
Edward Elgar Publishing
6
Forschungsinstitut zur Zukunft der Arbeit
6
Institute of Economic Research, Kyoto University
6
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
26
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ECONIS (ZBW)
26
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1
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
2
A Monte Carlo method for exponential
hedging
of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
Saved in:
3
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
4
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
7
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
8
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
9
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724273
Saved in:
10
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
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