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Theorie
70
Theory
70
Option pricing theory
24
Optionspreistheorie
24
Stochastic process
12
Stochastischer Prozess
12
Yield curve
12
Zinsstruktur
12
Volatility
11
Volatilität
11
Option trading
9
Optionsgeschäft
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Börsenkurs
3
Cointegration
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Probability theory
3
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3
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82
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Arbeitspapier
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Graue Literatur
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76
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English
82
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Barndorff-Nielsen, Ole E.
9
Løchte Jørgensen, Peter
5
Christensen, Bent Jesper
4
Shepard, Neil
4
Shephard, Neil G.
4
Sørensen, Michael
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Stentoft, Lars
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Bechmann, Ken L.
2
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
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shin Jensen, Malene
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Frino, Alex
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,135
Edward Elgar Publishing
405
Ekonomiska forskningsinstitutet <Stockholm>
287
Center for Economic Research <Tilburg>
284
OECD
274
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
271
Springer Fachmedien Wiesbaden
257
European University Institute / Department of Economics
249
IGI Global
221
International Monetary Fund
196
Forschungsinstitut zur Zukunft der Arbeit
165
World Bank
160
Institut für Weltwirtschaft
137
Centre for Economic Policy Research
136
Internationaler Währungsfonds / Research Department
136
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
111
University of Exeter / Department of Economics
106
Social Systems Research Institute
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
84
Deutsche Forschungsgemeinschaft
84
Universitetet i Oslo / Økonomisk institutt
79
Massachusetts Institute of Technology / Department of Economics
78
Federal Reserve System / Board of Governors
77
Columbia University / Department of Economics
75
Robert Schuman Centre for Advanced Studies
75
De Gruyter Oldenbourg
74
European University Institute / Department of Law
73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
University of Warwick / Department of Economics
73
Erasmus Research Institute of Management
71
Instituto Valenciano de Investigaciones Económicas
71
Deutschland / Bundeswehr / Universität Hamburg
70
Econometrisch Instituut <Rotterdam>
69
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
69
Johns Hopkins University / Department of Economics
68
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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
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
Saved in:
2
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
3
Pricing american options when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
Saved in:
4
Estimation and inference in optimal stopping models of options and search
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607778
Saved in:
5
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
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6
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
7
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
Saved in:
8
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
9
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
10
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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