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Option pricing theory
24
Optionspreistheorie
24
Theorie
17
Theory
17
Volatility
6
Volatilität
6
Option trading
4
Optionsgeschäft
4
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3
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3
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3
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3
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3
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2
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2
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2
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2
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English
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Stentoft, Lars
3
Christensen, Bent Jesper
2
Christensen, Claus Vorm
2
Løchte Jørgensen, Peter
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
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Rahbek, Anders
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
Svenstrup, Mikkel
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Uys, N.
1
Venardos, Emmanouil
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
International Monetary Fund (IMF)
953
International Monetary Fund
597
National Bureau of Economic Research
379
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
232
Federal Reserve Board (Board of Governors of the Federal Reserve System)
146
OECD
112
Springer Fachmedien Wiesbaden
111
World Bank
90
International Association for the Study of Insurance Economics
88
HAL
79
Basel Committee on Banking Supervision
73
Tilburg University, Center for Economic Research
64
C.E.P.R. Discussion Papers
63
EconWPA
63
Institut für Schweizerisches Bankwesen <Zürich>
62
European Association of Agricultural Economists - EAAE
61
World Bank Group
61
Université Paris-Dauphine (Paris IX)
56
Federal Reserve Bank of Chicago
44
Agricultural and Applied Economics Association - AAEA
42
Internationaler Währungsfonds
39
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
39
Federal Reserve Bank of New York
38
Society for Computational Economics - SCE
38
Inter-American Development Bank
35
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
34
Verlag Dr. Kovač
33
Center for Economic Research <Tilburg>
32
International Monetary Fund / Monetary and Capital Markets Department
32
IGI Global
31
Erich-Schmidt-Verlag
29
Shaker Verlag
29
Southern Agricultural Economics Association - SAEA
29
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
28
Ekonomiska forskningsinstitutet <Stockholm>
26
Europäische Kommission
25
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
25
Edward Elgar Publishing
23
International Organization of Securities Commissions
23
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
27
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ECONIS (ZBW)
27
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1
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
Saved in:
2
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
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
Hedging
with a misspecified model
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724264
Saved in:
5
How to hedge unknown risk
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560026
Saved in:
6
Higher-order finite element solutions of
options
prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
7
On Asian
options
of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
8
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:
9
Anyway, can we price European
options
with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
10
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:
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