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Theorie
70
Theory
70
Option pricing theory
24
Optionspreistheorie
24
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Stochastic process
12
Stochastischer Prozess
12
Volatility
12
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12
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12
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12
Estimation theory
9
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9
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8
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8
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7
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4
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4
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4
Least squares method
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3
Börsenkurs
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Hedging
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84
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Arbeitspapier
76
Graue Literatur
76
Non-commercial literature
76
Working Paper
76
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English
84
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Barndorff-Nielsen, Ole E.
9
Christensen, Bent Jesper
6
Sørensen, Michael
5
Løchte Jørgensen, Peter
4
Shepard, Neil
4
Shephard, Neil G.
4
Søndergaard Rasmussen, Nicki
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Stentoft, Lars
3
Strunk Hansen, Charlotte
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
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
Poulsen, Rolf
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shin Jensen, Malene
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bladt, Mogens
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
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,501
Edward Elgar Publishing
459
OECD
458
Springer Fachmedien Wiesbaden
408
Ekonomiska forskningsinstitutet <Stockholm>
293
Center for Economic Research <Tilburg>
289
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
275
European University Institute / Department of Economics
250
International Monetary Fund
242
IGI Global
216
World Bank
168
Forschungsinstitut zur Zukunft der Arbeit
165
Centre for Economic Policy Research
145
Institut für Weltwirtschaft
143
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136
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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
107
Springer-Verlag GmbH
106
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
De Gruyter Oldenbourg
101
Verlag Dr. Kovač
86
Deutsche Forschungsgemeinschaft
85
Australian National University / Faculty of Economics and Commerce
84
Organisation for Economic Co-operation and Development
83
Universitetet i Oslo / Økonomisk institutt
79
Federal Reserve System / Board of Governors
78
Massachusetts Institute of Technology / Department of Economics
78
Erasmus Research Institute of Management
77
European University Institute / Department of Law
77
Deutsche Rentenversicherung Bund
76
Robert Schuman Centre for Advanced Studies
76
Weltbank
76
Columbia University / Department of Economics
75
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
74
University of Warwick / Department of Economics
74
Deutschland / Bundeswehr / Universität Hamburg
73
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
84
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ECONIS (ZBW)
84
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1
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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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
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:
4
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:
5
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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6
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
7
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
8
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
9
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
10
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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