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A remark on static hedging of...
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Option pricing theory
24
Optionspreistheorie
24
Theorie
19
Theory
19
Option trading
9
Optionsgeschäft
9
Volatility
6
Volatilität
6
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Announcement effect
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Asien
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1
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English
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Løchte Jørgensen, Peter
5
Stentoft, Lars
3
Bechmann, Ken L.
2
Christensen, Bent Jesper
2
Christensen, Claus Vorm
2
Peskir, Goran
2
Strunk Hansen, Charlotte
2
Søndergaard Rasmussen, Nicki
2
Barndorff-Nielsen, Ole E.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Frino, Alex
1
Grasselli, M.R.
1
Grosen, Anders
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Mollica, Vito
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
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Svenstrup, Mikkel
1
Sørensen, Michael
1
Uys, N.
1
Venardos, Emmanouil
1
Walter, Terry S.
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
International Monetary Fund (IMF)
254
National Bureau of Economic Research
138
International Monetary Fund
83
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
32
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
C.E.P.R. Discussion Papers
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
20
EconWPA
16
Institut für Schweizerisches Bankwesen <Zürich>
16
Center for Economic Research <Tilburg>
15
Chambre de commerce et d'industrie de Paris
15
University of Bonn, Germany
13
Fakultät Wirtschaftswissenschaften, Technische Universität Dresden
12
Svenska Handelshögskolan <Helsinki>
11
Université Paris-Dauphine (Paris IX)
11
Ekonomiska forskningsinstitutet <Stockholm>
10
Tilburg University, Center for Economic Research
9
Agricultural and Applied Economics Association - AAEA
8
Institute of Finance and Accounting <London>
8
National Centre of Competence in Research - Financial Valuation and Risk Management
8
Deutsche Forschungsgemeinschaft
7
European Association of Agricultural Economists - EAAE
7
Henley Business School, University of Reading
7
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
7
Verlag Dr. Kovač
7
Finance Discipline Group, Business School
6
Institut for Finansiering <Frederiksberg>
6
International Accounting Standards Board
6
International Center for Financial Asset Management and Engineering
6
Rodney L. White Center for Financial Research
6
Springer Fachmedien Wiesbaden
6
Universität Augsburg / Institut für Volkswirtschaftslehre
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
5
Center for Financial Studies
5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
Department of Agribusiness and Applied Economics, North Dakota State University
5
Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign
5
Department of Economics and Finance, College of Business and Economics
5
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
31
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ECONIS (ZBW)
31
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1
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
2
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:
3
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:
4
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
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5
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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6
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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7
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
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8
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
Saved in:
9
Asymmetric price behaviour surrounding block trades : a market microstructure explanation
Frino, Alex
(
contributor
);
Mollica, Vito
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767506
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10
The value and incentives of option-based compensation in Danish listed companies
Bechmann, Ken L.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748922
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