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Theorie
70
Theory
70
Option pricing theory
24
Optionspreistheorie
24
Stochastic process
14
Stochastischer Prozess
14
Volatility
13
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13
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12
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12
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3
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Graue Literatur
79
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79
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English
86
Author
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Barndorff-Nielsen, Ole E.
9
Sørensen, Michael
5
Tanggaard, Carsten
5
Christensen, Bent Jesper
4
Lunde, Asger
4
Løchte Jørgensen, Peter
4
Shepard, Neil
4
Shephard, Neil G.
4
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Nielsen, Jens Perch
3
Stentoft, Lars
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Brunetti, Celso
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Koulikov, Dmitri
2
Levendorskij, Sergej Z.
2
Nielsen, Morten Ørregaard
2
Peskir, Goran
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shin Jensen, Malene
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,710
Deutschland <Bundesrepublik> / Statistisches Bundesamt
929
Deutschland / Statistisches Bundesamt
822
OECD
578
Bundesstelle für Außenhandelsinformation <Köln>
516
Edward Elgar Publishing
471
International Monetary Fund (IMF)
468
International Monetary Fund
448
Springer Fachmedien Wiesbaden
384
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
310
Ekonomiska forskningsinstitutet <Stockholm>
309
Center for Economic Research <Tilburg>
290
European University Institute / Department of Economics
256
Europäische Kommission / Statistisches Amt
255
IGI Global
216
World Bank
208
Bundesagentur für Außenwirtschaft
183
Forschungsinstitut zur Zukunft der Arbeit
166
Deutschland
160
Institut für Weltwirtschaft
152
Centre for Economic Policy Research
149
Organisation for Economic Co-operation and Development
149
Internationaler Währungsfonds / Research Department
145
Umeå universitet
132
Foerder Institute for Economic Research <Tēl-Āvîv>
126
World Trade Organization
122
Europäische Gemeinschaften / Kommission / Statistisches Amt
116
Universitat Pompeu Fabra / Departament d'Economia i Empresa
114
Polen / Główny Urząd Statystyczny
111
Nordrhein-Westfalen / Landesamt für Datenverarbeitung und Statistik
109
University of Exeter / Department of Economics
109
Internationaler Währungsfonds
108
Springer-Verlag GmbH
105
Social Systems Research Institute
104
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
De Gruyter Oldenbourg
102
Nordrhein-Westfalen
95
European Securities and Markets Authority
90
Weltbank
90
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
86
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ECONIS (ZBW)
86
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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
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:
3
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
4
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:
5
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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6
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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7
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
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8
Underperformance after SEOs : a bond market perspcetive
Strunk Hansen, Charlotte
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622248
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9
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
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10
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
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