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Theorie
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Option pricing theory
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Optionspreistheorie
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Volatility
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Volatilität
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Time series analysis
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43
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English
49
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Løchte Jørgensen, Peter
5
Christiansen, Charlotte
4
Christensen, Bent Jesper
3
Myhre Lildholt, Peter
3
Stentoft, Lars
3
Sørensen, Michael
3
Barndorff-Nielsen, Ole E.
2
Bechmann, Ken L.
2
Bibby, Bo Martin
2
Hansen, Peter Reinhard
2
Koulikov, Dmitri
2
Lunde, Asger
2
Peskir, Goran
2
Shephard, Neil G.
2
Strunk Hansen, Charlotte
2
Ørregaard Nielsen, Morten
2
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Frino, Alex
1
Grasselli, M.R.
1
Grosen, Anders
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jones, M. C.
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Mollica, Vito
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Rahbek, Anders
1
Shepard, Neil
1
Shin Jensen, Malene
1
Skovgaard, Ib Michael
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
759
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
209
International Monetary Fund (IMF)
149
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
97
Ekonomiska forskningsinstitutet <Stockholm>
78
C.E.P.R. Discussion Papers
63
Institut für Schweizerisches Bankwesen <Zürich>
59
School of Economics and Management, University of Aarhus
51
European University Institute / Department of Economics
45
EconWPA
42
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38
HAL
35
Université Paris-Dauphine (Paris IX)
35
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31
International Monetary Fund
29
Federal Reserve Bank of St. Louis
28
Agricultural and Applied Economics Association - AAEA
25
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
24
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22
CESifo
21
World Bank
21
Svenska Handelshögskolan <Helsinki>
20
Center for Economic Research <Tilburg>
19
Chambre de commerce et d'industrie de Paris
19
Cowles Foundation for Research in Economics, Yale University
19
Department of Economics and Finance, College of Business and Economics
19
Econometrisch Instituut <Rotterdam>
19
National Centre of Competence in Research North South <Bern>
19
Society for Computational Economics - SCE
19
Tinbergen Instituut
19
Institut für Weltwirtschaft
17
Reserve Bank of Australia
17
Centre for Quantitative Economics & Computing
16
Department of Economics, Oxford University
16
Erasmus University Rotterdam, Econometric Institute
16
Umeå universitet
16
University of Canterbury / Dept. of Economics and Finance
16
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
15
Department of Econometrics and Business Statistics, Monash Business School
15
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
49
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ECONIS (ZBW)
49
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1
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
Saved in:
2
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
3
Estimation and inference in optimal stopping models of options and search
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607778
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4
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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5
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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6
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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7
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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8
Power and bipower variation with stocjastic
volatility
and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
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9
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
10
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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