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Option pricing theory
24
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24
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12
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12
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7
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Christensen, Bent Jesper
4
Stentoft, Lars
3
Søndergaard Rasmussen, Nicki
3
Sørensen, Michael
3
Løchte Jørgensen, Peter
2
Mikkelsen, Peter
2
Peskir, Goran
2
Strunk Hansen, Charlotte
2
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1
Bladt, Mogens
1
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1
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1
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1
Di Miscia, Orazio
1
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1
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1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
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Poulsen, R.
1
Poulsen, Rolf
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Prabhala, Nagpurnanand R.
1
Raahauge, Peter
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Schmid, Wolfgang
1
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1
Uys, N.
1
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1
Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
International Monetary Fund (IMF)
795
National Bureau of Economic Research
774
International Monetary Fund
550
Federal Reserve Board (Board of Governors of the Federal Reserve System)
135
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
132
Springer Fachmedien Wiesbaden
103
OECD
93
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93
Institut für Schweizerisches Bankwesen <Zürich>
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88
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64
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45
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34
National Centre of Competence in Research North South <Bern>
33
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31
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29
Center for Economic Research <Tilburg>
28
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28
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27
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27
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24
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24
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24
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23
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22
C.E.P.R. Discussion Papers
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Society for Computational Economics - SCE
20
Frankfurt School of Finance & Management
19
IGI Global
19
Springer-Verlag GmbH
19
Federal Reserve Bank of New York
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
34
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ECONIS (ZBW)
34
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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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2
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
Saved in:
3
Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
Saved in:
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
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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6
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
7
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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8
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
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9
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:
10
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
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