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Option pricing theory
24
Optionspreistheorie
24
Theorie
20
Theory
20
Statistical test
8
Statistischer Test
8
Volatility
7
Volatilität
7
Option trading
4
Optionsgeschäft
4
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4
Stochastischer Prozess
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Aktienoption
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Currency option
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Devisenoption
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Managers
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Martingal
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Martingale
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Stock option
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Time series analysis
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Unit root test
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Zeitreihenanalyse
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1987-1997
1
Anlageverhalten
1
Asia
1
Asien
1
Behavioural finance
1
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1
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Book / Working Paper
31
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Arbeitspapier
28
Graue Literatur
28
Non-commercial literature
28
Working Paper
28
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English
31
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Stentoft, Lars
3
Barndorff-Nielsen, Ole E.
2
Christensen, Bent Jesper
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Løchte Jørgensen, Peter
2
Peskir, Goran
2
Shephard, Neil G.
2
Strunk Hansen, Charlotte
2
Taulbjerg, Jes
2
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
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
Nielsen, Helena Skyt
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Shepard, Neil
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Uys, N.
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
OECD
112
National Bureau of Economic Research
110
Organisation for Economic Co-operation and Development
69
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
57
International Monetary Fund (IMF)
27
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Institut für Schweizerisches Bankwesen <Zürich>
18
Center for Economic Research <Tilburg>
17
Ekonomiska forskningsinstitutet <Stockholm>
16
Svenska Handelshögskolan <Helsinki>
11
Chambre de commerce et d'industrie de Paris
10
Universitat Pompeu Fabra / Departament d'Economia i Empresa
8
Econometrisch Instituut <Rotterdam>
7
Bonn Graduate School of Economics
6
Deutsche Forschungsgemeinschaft
6
National Centre of Competence in Research - Financial Valuation and Risk Management
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Springer Fachmedien Wiesbaden
6
University of Cambridge / Department of Applied Economics
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Brown University / Department of Economics
5
Columbia University / Department of Economics
5
Nationalekonomiska Institutionen <Lund>
5
Queen Mary College / Department of Economics
5
Verlag Dr. Kovač
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Centre for Economic Policy Research
4
Centre of Financial Studies
4
Cowles Foundation for Research in Economics, Yale University
4
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
4
EconWPA
4
European University Institute / Department of Economics
4
Institut for Finansiering <Frederiksberg>
4
International Center for Financial Asset Management and Engineering
4
Johannes Gutenberg-Universität Mainz
4
University of Cambridge / Faculty of Economics
4
World Bank
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Centre for Quantitative Economics & Computing
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
31
Source
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ECONIS (ZBW)
31
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Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
2
Testing the
martingale
restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
4
The educational asset market : a finance perspective on human capital investment
Christiansen, Charlotte
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690061
Saved in:
5
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
6
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
7
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
8
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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9
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
10
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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