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Theorie
27
Theory
27
Option pricing theory
24
Optionspreistheorie
24
Volatility
19
Volatilität
19
Stochastic process
17
Stochastischer Prozess
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Arbeitspapier
41
Graue Literatur
41
Non-commercial literature
41
Working Paper
41
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English
49
Author
All
Barndorff-Nielsen, Ole E.
7
Christiansen, Charlotte
4
Shephard, Neil G.
4
Sørensen, Michael
4
Christensen, Bent Jesper
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
Myhre Lildholt, Peter
2
Peskir, Goran
2
Shepard, Neil
2
Strunk Hansen, Charlotte
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
Kiefer, Nicholas Maximilian
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Schmid, Wolfgang
1
Schmidli, Hanspeter
1
Shin Jensen, Malene
1
Skovgaard, Ib Michael
1
Sponholtz, Carina
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,264
International Monetary Fund (IMF)
559
International Monetary Fund
222
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
216
Agricultural and Applied Economics Association - AAEA
173
Charles H. Dyson School of Applied Economics and Management, Cornell University
170
OECD
117
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
99
European Securities and Markets Authority
90
Department of Agribusiness and Applied Economics, North Dakota State University
82
World Bank
69
Graduate School of Business, Columbia University
68
Department of Agricultural, Food and Resource Economics, Michigan State University
64
Economics Research, World Bank Group
63
Internationaler Währungsfonds
60
C.E.P.R. Discussion Papers
59
Institut für Schweizerisches Bankwesen <Zürich>
57
Springer Fachmedien Wiesbaden
53
Australian Agricultural and Resource Economics Society - AARES
52
International Association of Agricultural Economists - IAAE
52
Economic Research Service, Department of Agriculture
51
Edward Elgar Publishing
50
HWWA Institut für Wirtschaftsforschung
50
Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign
47
Southern Agricultural Economics Association - SAEA
44
Sociedade Brasileira de Economia e Sociologia Rural - SOBER
42
Rodney L. White Center for Financial Research, Wharton School of Business
40
World Bank Group
39
Banca d'Italia
38
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
37
EconWPA
36
HAL
36
Asian Development Bank
35
Department of Agricultural and Resource Economics, University of Maryland
34
Department of Applied Economics, College of Agricultural, Food, and Environmental Sciences
34
Université Paris-Dauphine (Paris IX)
32
European Association of Agricultural Economists - EAAE
31
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
30
Inter-American Development Bank
30
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
49
Source
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ECONIS (ZBW)
49
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1
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:
2
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:
3
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:
4
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
5
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:
6
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
Saved in:
7
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
8
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:
9
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
10
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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