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Theorie
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Option pricing theory
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Optionspreistheorie
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Volatility
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Volatilität
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Stochastic process
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English
54
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Barndorff-Nielsen, Ole E.
7
Løchte Jørgensen, Peter
5
Christiansen, Charlotte
4
Shephard, Neil G.
4
Sørensen, Michael
4
Christensen, Bent Jesper
3
Stentoft, Lars
3
Ørregaard Nielsen, Morten
3
Bechmann, Ken L.
2
Bibby, Bo Martin
2
Hansen, Peter Reinhard
2
Levendorskij, Sergej Z.
2
Lunde, Asger
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
Engsted, Tom
1
Frino, Alex
1
Grasselli, M.R.
1
Grosen, Anders
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Mikkelsen, Peter
1
Mollica, Vito
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
Sponholtz, Carina
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,218
International Monetary Fund (IMF)
286
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
192
International Monetary Fund
106
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
103
C.E.P.R. Discussion Papers
57
Institut für Schweizerisches Bankwesen <Zürich>
57
Ekonomiska forskningsinstitutet <Stockholm>
40
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
36
Chambre de commerce et d'industrie de Paris
30
HAL
30
EconWPA
29
Université Paris-Dauphine (Paris IX)
26
Center for Economic Research <Tilburg>
25
OECD
24
Svenska Handelshögskolan <Helsinki>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
23
Federal Reserve Bank of St. Louis
23
Springer Fachmedien Wiesbaden
23
World Bank
23
Agricultural and Applied Economics Association - AAEA
22
Rodney L. White Center for Financial Research
22
Philippinen / National Census and Statistics Office
21
Bangladesch / Parisaṅkhyāna Byuro
20
Basel Committee on Banking Supervision
20
Institute of Finance and Accounting <London>
20
European University Institute / Department of Economics
18
Federal Reserve System / Division of Research and Statistics
18
National Centre of Competence in Research North South <Bern>
18
Reserve Bank of Australia
17
The Wharton Financial Institutions Center
17
CESifo
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
16
Deutsche Forschungsgemeinschaft
15
Federal Reserve System / Board of Governors
15
Internationaler Währungsfonds / Research Department
15
Society for Computational Economics - SCE
15
Cowles Foundation for Research in Economics, Yale University
14
European Association of Agricultural Economists - EAAE
14
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
54
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ECONIS (ZBW)
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1
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:
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
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4
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
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5
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
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6
Estimation and inference in optimal stopping models of options and search
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607778
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7
A note on the call-put parity and a call-put duality
Peskir, Goran
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
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8
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
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9
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
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10
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
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