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Analytical pricing of double-b...
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Option pricing theory
24
Optionspreistheorie
24
Theorie
16
Theory
16
Volatility
7
Volatilität
7
Stochastic process
5
Stochastischer Prozess
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Estimation theory
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Least squares method
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Asia
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Asien
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Book / Working Paper
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Graue Literatur
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English
27
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Stentoft, Lars
3
Barndorff-Nielsen, Ole E.
2
Christensen, Bent Jesper
2
Løchte Jørgensen, Peter
2
Peskir, Goran
2
Strunk Hansen, Charlotte
2
Sørensen, Michael
2
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Lunde, Asger
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
Stelzer, Robert
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
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
109
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
36
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Center for Economic Research <Tilburg>
16
Institut für Schweizerisches Bankwesen <Zürich>
14
Svenska Handelshögskolan <Helsinki>
11
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Universitat Pompeu Fabra / Departament d'Economia i Empresa
7
Econometrisch Instituut <Rotterdam>
6
London School of Economics and Political Science
6
Tilburg University, Center for Economic Research
6
Verlag Dr. Kovač
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
World Bank
6
Deutsche Forschungsgemeinschaft
5
European University Institute / Department of Economics
5
Federal Reserve Bank of St. Louis
5
International Center for Financial Asset Management and Engineering
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Springer Fachmedien Wiesbaden
5
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Federal Reserve Bank of Cleveland
4
Institut for Finansiering <Frederiksberg>
4
Johannes Gutenberg-Universität Mainz
4
Rutgers University / Department of Economics
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Tilburg University, School of Economics and Management
4
University of Cambridge / Department of Applied Economics
4
University of York / Department of Economics and Related Studies
4
Centre for Economic Policy Research
3
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
3
Erasmus Research Institute of Management
3
Institute of Finance and Accounting <London>
3
International Monetary Fund (IMF)
3
Karlsruher Institut für Technologie
3
OECD
3
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
27
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ECONIS (ZBW)
27
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
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:
3
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
4
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:
5
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
6
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
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
Saved in:
8
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
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
Saved in:
10
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724273
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