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A study of the causality betwe...
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Option pricing theory
24
Optionspreistheorie
24
Theorie
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Theory
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Time series analysis
12
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12
Volatility
9
Volatilität
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Managers
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English
36
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Stentoft, Lars
3
Christensen, Bent Jesper
2
Koulikov, Dmitri
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Peskir, Goran
2
Strunk Hansen, Charlotte
2
Sørensen, Michael
2
Tanggaard, Carsten
2
Barndorff-Nielsen, Ole E.
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Engsted, Tom
1
Grasselli, M.R.
1
Hansen, Peter Reinhard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jones, M. C.
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Lunde, Asger
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Rahbek, Anders
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Skovgaard, Ib Michael
1
Stegenborg Larsen, Kristian
1
Svenstrup, Mikkel
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,135
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
185
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
104
Ekonomiska forskningsinstitutet <Stockholm>
86
International Monetary Fund (IMF)
53
European University Institute / Department of Economics
39
EconWPA
24
Center for Economic Research <Tilburg>
23
Chambre de commerce et d'industrie de Paris
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Econometrisch Instituut <Rotterdam>
20
Federal Reserve Bank of St. Louis
20
Institute for the Study of Labor (IZA)
19
Forschungsinstitut zur Zukunft der Arbeit
17
OECD
17
Birkbeck College / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
16
Institut für Schweizerisches Bankwesen <Zürich>
16
Institut für Weltwirtschaft
16
Svenska Handelshögskolan <Helsinki>
16
Umeå universitet
16
Centre for Quantitative Economics & Computing
15
Department of Econometrics and Business Statistics, Monash Business School
15
Department of Economics, Faculty of Economic and Management Sciences
15
School of Finance and Business Economics <Perth, Western Australia>
15
Federal Reserve System / Board of Governors
14
Federal Reserve System / Division of Research and Statistics
13
London School of Economics and Political Science
13
Springer Fachmedien Wiesbaden
13
Umeå Universitet / Institutionen för Nationalekonomi
13
Escola de Pós-Graduação em Economia <Rio de Janeiro>
12
European University Institute / Department of Law
12
Rodney L. White Center for Financial Research
12
University of Cambridge / Department of Applied Economics
12
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
11
Institute of Finance and Accounting <London>
11
Universitat Pompeu Fabra / Departament d'Economia i Empresa
11
University of Exeter / Department of Economics
11
Verlag Dr. Kovač
11
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
36
Source
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ECONIS (ZBW)
36
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1
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
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
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
Saved in:
4
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:
5
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
6
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
7
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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8
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
9
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724273
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10
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
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