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Theorie
70
Theory
70
Option pricing theory
24
Optionspreistheorie
24
Stochastic process
12
Stochastischer Prozess
12
Yield curve
12
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Barndorff-Nielsen, Ole E.
9
Christensen, Bent Jesper
5
Løchte Jørgensen, Peter
4
Shepard, Neil
4
Shephard, Neil G.
4
Sørensen, Michael
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Raahauge, Peter
3
Stentoft, Lars
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Levendorskij, Sergej Z.
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Peskir, Goran
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shin Jensen, Malene
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
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
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,250
Edward Elgar Publishing
403
Ekonomiska forskningsinstitutet <Stockholm>
290
Center for Economic Research <Tilburg>
284
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
276
OECD
257
Springer Fachmedien Wiesbaden
256
European University Institute / Department of Economics
248
IGI Global
212
Forschungsinstitut zur Zukunft der Arbeit
165
World Bank
156
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139
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137
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136
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135
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127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
113
University of Exeter / Department of Economics
106
Social Systems Research Institute
103
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Springer-Verlag GmbH
91
Deutsche Forschungsgemeinschaft
85
Australian National University / Faculty of Economics and Commerce
84
Universitetet i Oslo / Økonomisk institutt
79
Federal Reserve System / Board of Governors
78
Massachusetts Institute of Technology / Department of Economics
78
Columbia University / Department of Economics
75
Robert Schuman Centre for Advanced Studies
75
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74
Erasmus Research Institute of Management
74
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73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
University of Warwick / Department of Economics
73
Instituto Valenciano de Investigaciones Económicas
72
Deutschland / Bundeswehr / Universität Hamburg
69
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
69
Johns Hopkins University / Department of Economics
68
Econometrisch Instituut <Rotterdam>
67
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
82
Source
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ECONIS (ZBW)
82
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1
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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2
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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3
A note on the call-put parity and a call-put duality
Peskir, Goran
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
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4
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
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5
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
-
2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
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6
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
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7
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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8
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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9
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
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10
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
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