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Theorie
70
Theory
70
Option pricing theory
17
Optionspreistheorie
17
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
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9
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76
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Arbeitspapier
71
Graue Literatur
71
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71
Working Paper
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English
76
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Barndorff-Nielsen, Ole E.
9
Christensen, Bent Jesper
4
Lunde, Asger
4
Shephard, Neil G.
4
Sørensen, Michael
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Løchte Jørgensen, Peter
3
Mikkelsen, Peter
3
Shepard, Neil
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Bechmann, Ken L.
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Peskir, Goran
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Stentoft, Lars
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Frino, Alex
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,466
International Monetary Fund (IMF)
496
International Monetary Fund
429
Edward Elgar Publishing
415
OECD
368
Center for Economic Research <Tilburg>
287
Ekonomiska forskningsinstitutet <Stockholm>
287
Springer Fachmedien Wiesbaden
281
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
260
European University Institute / Department of Economics
251
IGI Global
212
World Bank
174
Forschungsinstitut zur Zukunft der Arbeit
165
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
165
Institut für Weltwirtschaft
140
Internationaler Währungsfonds / Research Department
140
Centre for Economic Policy Research
137
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
C.E.P.R. Discussion Papers
119
Universitat Pompeu Fabra / Departament d'Economia i Empresa
110
University of Exeter / Department of Economics
105
Social Systems Research Institute
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Springer-Verlag GmbH
94
Australian National University / Faculty of Economics and Commerce
85
Deutsche Forschungsgemeinschaft
83
Massachusetts Institute of Technology / Department of Economics
81
Universitetet i Oslo / Økonomisk institutt
81
Federal Reserve System / Board of Governors
79
De Gruyter Oldenbourg
78
Erasmus Research Institute of Management
77
European University Institute / Department of Law
77
Robert Schuman Centre for Advanced Studies
77
Columbia University / Department of Economics
76
Instituto Valenciano de Investigaciones Económicas
75
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
75
University of Warwick / Department of Economics
74
London School of Economics and Political Science
73
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
76
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ECONIS (ZBW)
76
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1
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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2
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
3
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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4
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
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5
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
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6
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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7
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
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8
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
9
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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10
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
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