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Theorie
70
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70
Option pricing theory
15
Optionspreistheorie
15
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11
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11
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
5
Strunk Hansen, Charlotte
4
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
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
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Stentoft, Lars
2
Sørensen, Helle
2
Tuypens, Bjorn E.
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
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
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,139
Edward Elgar Publishing
404
Ekonomiska forskningsinstitutet <Stockholm>
282
Center for Economic Research <Tilburg>
278
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
270
OECD
260
Springer Fachmedien Wiesbaden
252
European University Institute / Department of Economics
250
IGI Global
212
Forschungsinstitut zur Zukunft der Arbeit
166
World Bank
160
International Monetary Fund
139
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137
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136
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134
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127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
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107
University of Exeter / Department of Economics
105
Social Systems Research Institute
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
International Monetary Fund (IMF)
93
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
84
Deutsche Forschungsgemeinschaft
80
Massachusetts Institute of Technology / Department of Economics
80
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80
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78
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77
Robert Schuman Centre for Advanced Studies
76
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75
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75
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74
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
74
European University Institute / Department of Law
73
Instituto Valenciano de Investigaciones Económicas
71
Econometrisch Instituut <Rotterdam>
70
Erasmus Research Institute of Management
70
Deutschland / Bundeswehr / Universität Hamburg
69
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
73
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ECONIS (ZBW)
73
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1
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
2
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:
3
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
4
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
5
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
6
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
7
Long-run regression :
theory
and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
Saved in:
8
Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
Saved in:
9
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
10
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
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