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Theorie
26
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26
Option pricing theory
24
Optionspreistheorie
24
Stochastic process
17
Stochastischer Prozess
17
Volatility
9
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41
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34
Graue Literatur
34
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34
Working Paper
34
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English
41
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Barndorff-Nielsen, Ole E.
8
Shephard, Neil G.
4
Sørensen, Michael
4
Shepard, Neil
3
Stentoft, Lars
3
Bibby, Bo Martin
2
Christensen, Bent Jesper
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Peskir, Goran
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
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kiefer, Nicholas Maximilian
1
Lunde, Asger
1
Mikkelsen, Peter
1
Myhre Lildholdt, Peter
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Schmidli, Hanspeter
1
Shin Jensen, Malene
1
Skovgaard, Ib Michael
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Uchida, Masayuki
1
Uys, N.
1
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Centre for Analytical Finance <Århus>
International Monetary Fund (IMF)
418
National Bureau of Economic Research
249
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
94
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
63
International Monetary Fund
40
Institut für Schweizerisches Bankwesen <Zürich>
25
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
20
Center for Economic Research <Tilburg>
18
Ekonomiska forskningsinstitutet <Stockholm>
15
Springer Fachmedien Wiesbaden
14
Chambre de commerce et d'industrie de Paris
12
Econometrisch Instituut <Rotterdam>
12
Universitat Pompeu Fabra / Departament d'Economia i Empresa
12
Svenska Handelshögskolan <Helsinki>
11
Erasmus Research Institute of Management
9
London School of Economics and Political Science
9
European University Institute / Department of Economics
8
Federal Reserve Bank of St. Louis
8
Tilburg University, Center for Economic Research
8
Tinbergen Instituut
8
Bonn Graduate School of Economics
7
C.E.P.R. Discussion Papers
7
Deutsche Forschungsgemeinschaft
7
University of Cambridge / Department of Applied Economics
7
Verlag Dr. Kovač
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Centre for Actuarial Studies
6
Forschungsinstitut zur Zukunft der Arbeit <Bonn>
6
HAL
6
International Center for Financial Asset Management and Engineering
6
Judge Institute of Management Studies
6
Nuffield College
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
World Bank
6
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
5
Centre of Financial Studies
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Department of Economics, Oxford University
5
EconWPA
5
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
41
Source
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ECONIS (ZBW)
41
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
3
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
4
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:
5
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:
6
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:
7
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
8
Econometric analysis of realised covariation : high frequency covariance, regression and
correlation
in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
9
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
10
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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