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Theorie
70
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70
Option pricing theory
19
Optionspreistheorie
19
Volatility
19
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19
Stochastic process
17
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Graue Literatur
82
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82
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82
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English
90
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
7
Christensen, Bent Jesper
5
Christiansen, Charlotte
5
Ørregaard Nielsen, Morten
5
Lunde, Asger
4
Shepard, Neil
4
Søndergaard Rasmussen, Nicki
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Schmidli, Hanspeter
3
Shephard, Neil G.
3
Stentoft, Lars
3
Strunk Hansen, Charlotte
3
Taulbjerg, Jes
3
Bibby, Bo Martin
2
Brunetti, Celso
2
Christensen, Claus Vorm
2
Engsted, Tom
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Raahauge, Peter
2
Rahbek, Anders
2
Shin Jensen, Malene
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,871
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1,184
Edward Elgar Publishing
406
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
303
Ekonomiska forskningsinstitutet <Stockholm>
302
OECD
288
Center for Economic Research <Tilburg>
287
Springer Fachmedien Wiesbaden
264
European University Institute / Department of Economics
256
School of Economics and Management, University of Aarhus
239
International Monetary Fund
217
IGI Global
214
EconWPA
209
C.E.P.R. Discussion Papers
183
World Bank
175
Forschungsinstitut zur Zukunft der Arbeit
168
Tinbergen Instituut
162
Cowles Foundation for Research in Economics, Yale University
158
Econometric Society
153
Institut für Weltwirtschaft
147
Internationaler Währungsfonds / Research Department
144
Centre for Economic Policy Research
137
Society for Computational Economics - SCE
132
Foerder Institute for Economic Research <Tēl-Āvîv>
127
Umeå universitet
127
Department of Econometrics and Business Statistics, Monash Business School
124
Universitat Pompeu Fabra / Departament d'Economia i Empresa
112
University of Exeter / Department of Economics
110
International Monetary Fund (IMF)
104
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
Social Systems Research Institute
102
Department of Economics, Oxford University
99
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
99
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
93
Springer-Verlag GmbH
92
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
90
Australian National University / Faculty of Economics and Commerce
86
Tinbergen Institute
86
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
84
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
90
Source
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ECONIS (ZBW)
90
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1
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
2
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
Saved in:
3
Option pricing in stochastic
volatility
models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
4
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
5
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
6
Semiparametric analysis of stationary fractional cointegration and the implied-realized
volatility
relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
7
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
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
Saved in:
9
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
Saved in:
10
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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