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Theorie
69
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Option pricing theory
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Optionspreistheorie
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Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
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Shephard, Neil G.
3
Strunk Hansen, Charlotte
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Søndergaard Rasmussen, Nicki
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Sørensen, Michael
3
Taulbjerg, Jes
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Ørregaard Nielsen, Morten
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
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Hansen, Niels Richard
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Hurd, T.R.
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Kessler, Mathieu
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Koulikov, Dmitri
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
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OECD
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Edward Elgar Publishing
438
IGI Global
291
Ekonomiska forskningsinstitutet <Stockholm>
286
Center for Economic Research <Tilburg>
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Columbia University / Department of Economics
78
Federal Reserve System / Division of Research and Statistics
77
INSEAD
75
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
74
De Gruyter Oldenbourg
73
Instituto Valenciano de Investigaciones Económicas
71
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
69
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ECONIS (ZBW)
69
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1
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
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contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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2
Empirical rationality in the stock market
Raahauge, Peter
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contributor
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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3
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
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2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
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4
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
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contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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A note on the call-put parity and a call-put duality
Peskir, Goran
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2000
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
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How to hedge unknown risk
Christensen, Claus Vorm
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contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560026
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7
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
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contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
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8
Integrated OU processes
Barndorff-Nielsen, Ole E.
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contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
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9
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
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contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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10
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
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