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Option pricing theory
24
Optionspreistheorie
24
Theorie
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Theory
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Volatility
7
Volatilität
7
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5
Stochastischer Prozess
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Stentoft, Lars
3
Barndorff-Nielsen, Ole E.
2
Christensen, Bent Jesper
2
Løchte Jørgensen, Peter
2
Peskir, Goran
2
Strunk Hansen, Charlotte
2
Sørensen, Michael
2
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Lunde, Asger
1
Mikkelsen, Peter
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
1
Stelzer, Robert
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Uys, N.
1
Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
International Monetary Fund (IMF)
241
National Bureau of Economic Research
173
International Monetary Fund
86
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
71
EconWPA
40
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
39
University of Bonn, Germany
25
Society for Computational Economics - SCE
23
Philippinen / National Census and Statistics Office
21
Bangladesch / Parisaṅkhyāna Byuro
20
Basel Committee on Banking Supervision
20
Institut für Schweizerisches Bankwesen <Zürich>
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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HAL
19
Center for Economic Research <Tilburg>
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
16
Economic Consultancy, Vocat International
16
Université Paris-Dauphine (Paris IX)
16
Chambre de commerce et d'industrie de Paris
15
Fernuniversität <Hagen> / Lehrgebiet Betriebswirtschaftslehre, insbesondere Operations Research
15
Tilburg University, Center for Economic Research
15
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12
International Organization of Securities Commissions
12
Svenska Handelshögskolan <Helsinki>
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11
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10
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10
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9
Devlet İstatistik Enstitüsü
9
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9
Federal Reserve Bank of Cleveland
9
Indien / Registrar General
9
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
9
Springer Fachmedien Wiesbaden
9
Institute of Finance and Accounting <London>
8
Manchester Business School
8
Verlag Dr. Kovač
8
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
7
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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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
Saved in:
3
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
4
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
5
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
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
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