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Lévy processes induced by diri...
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Theorie
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Barndorff-Nielsen, Ole E.
7
Christensen, Bent Jesper
4
Shephard, Neil G.
4
Sørensen, Michael
4
Raahauge, Peter
3
Stentoft, Lars
3
Bibby, Bo Martin
2
Koulikov, Dmitri
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Mikkelsen, Peter
2
Myhre Lildholt, Peter
2
Peskir, Goran
2
Shepard, Neil
2
Strunk Hansen, Charlotte
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hansen, Peter Reinhard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jones, M. C.
1
Kiefer, Nicholas Maximilian
1
Lunde, Asger
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Peare, Paula
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Rahbek, Anders
1
Reng Rasmussen, Anne-Sofie
1
Schmidli, Hanspeter
1
Shin Jensen, Malene
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
695
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
145
International Monetary Fund (IMF)
105
Ekonomiska forskningsinstitutet <Stockholm>
83
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
70
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37
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EconWPA
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Federal Reserve Bank of St. Louis
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19
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16
Escola de Pós-Graduação em Economia <Rio de Janeiro>
16
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16
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15
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15
Erasmus Research Institute of Management
14
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14
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14
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13
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11
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11
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10
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10
Gottfried Wilhelm Leibniz Universität Hannover
10
International Monetary Fund
10
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10
Springer-Verlag GmbH
10
University of Canterbury / Dept. of Economics and Finance
10
University of Chicago / Center for Research in Security Prices
10
Birkbeck College / Department of Economics
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve System / Division of Research and Statistics
9
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
52
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ECONIS (ZBW)
52
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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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2
Power and bipower variation with stocjastic volatility and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
Saved in:
3
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
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4
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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5
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
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6
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
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7
Local empirical spectral measure of multivariate processes with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838828
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8
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
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9
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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10
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
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