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A market-based martingale valu...
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Theorie
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Barndorff-Nielsen, Ole E.
7
Christensen, Bent Jesper
5
Christiansen, Charlotte
4
Shephard, Neil G.
4
Sørensen, Michael
4
Raahauge, Peter
3
Stentoft, Lars
3
Ørregaard Nielsen, Morten
3
Bibby, Bo Martin
2
Hansen, Peter Reinhard
2
Levendorskij, Sergej Z.
2
Lunde, Asger
2
Løchte Jørgensen, Peter
2
Mikkelsen, Peter
2
Myhre Lildholt, Peter
2
Peskir, Goran
2
Shepard, Neil
2
Strunk Hansen, Charlotte
2
Bartholdy, Jan
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Nicolato, Elisa
1
Peare, Paula
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Reng Rasmussen, Anne-Sofie
1
Schmidli, Hanspeter
1
Shin Jensen, Malene
1
Skovgaard, Ib Michael
1
Sponholtz, Carina
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
984
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
222
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
95
International Monetary Fund (IMF)
76
C.E.P.R. Discussion Papers
64
Institut für Schweizerisches Bankwesen <Zürich>
58
EconWPA
44
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
36
Econometrisch Instituut <Rotterdam>
34
HAL
34
Springer Fachmedien Wiesbaden
32
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30
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25
Erasmus Research Institute of Management
25
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23
Svenska Handelshögskolan <Helsinki>
23
Center for Economic Research <Tilburg>
21
International Monetary Fund
21
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19
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
19
National Centre of Competence in Research North South <Bern>
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Cowles Foundation for Research in Economics, Yale University
18
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Institute of Finance and Accounting <London>
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Reserve Bank of Australia
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
16
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
14
European Association of Agricultural Economists - EAAE
14
Inter-American Development Bank
14
Rodney L. White Center for Financial Research
14
School of Economics and Management, University of Aarhus
14
Department of Economics and Finance, College of Business and Economics
13
University of Canterbury / Dept. of Economics and Finance
13
Centre for Economic Policy Research
12
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
54
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ECONIS (ZBW)
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1
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
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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6
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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7
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
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8
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
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9
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
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10
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
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