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Option pricing theory
24
Optionspreistheorie
24
Theorie
23
Theory
23
CAPM
7
Markov chain
6
Markov-Kette
6
Volatility
6
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USA
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United States
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1871-2000
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English
36
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Christensen, Bent Jesper
4
Mikkelsen, Peter
3
Raahauge, Peter
3
Stentoft, Lars
3
Sørensen, Michael
3
Løchte Jørgensen, Peter
2
Peskir, Goran
2
Strunk Hansen, Charlotte
2
Barndorff-Nielsen, Ole E.
1
Bartholdy, Jan
1
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kessler, Mathieu
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Peare, Paula
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Reng Rasmussen, Anne-Sofie
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Uys, N.
1
Venardos, Emmanouil
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
523
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
61
International Monetary Fund (IMF)
40
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
31
Ekonomiska forskningsinstitutet <Stockholm>
28
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
22
Federal Reserve Bank of St. Louis
21
Chambre de commerce et d'industrie de Paris
17
EconWPA
17
Association of European Conjuncture Institutes / Working Group on Commodity Prices
16
Institut für Schweizerisches Bankwesen <Zürich>
16
HAL
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Springer Fachmedien Wiesbaden
14
Svenska Handelshögskolan <Helsinki>
14
Center for Economic Research <Tilburg>
13
Institute of Finance and Accounting <London>
12
C.E.P.R. Discussion Papers
10
International Monetary Fund
10
Centre for Economic Policy Research
9
Deutsche Forschungsgemeinschaft
9
Econometrisch Instituut <Rotterdam>
9
Erasmus Research Institute of Management
9
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
8
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
8
MASTER CONSULTORES
8
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
8
Universitat Pompeu Fabra / Departament d'Economia i Empresa
8
University of Chicago / Center for Research in Security Prices
8
World Bank
8
Institut for Finansiering <Frederiksberg>
7
Society for Computational Economics - SCE
7
Verlag Dr. Kovač
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Bonn Graduate School of Economics
6
European University Institute / Department of Economics
6
International Center for Financial Asset Management and Engineering
6
Nationalekonomiska Institutionen <Lund>
6
Rodney L. White Center for Financial Research
6
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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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Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
2
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
3
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
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4
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
Saved in:
7
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
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8
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
9
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
10
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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