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Option pricing theory
24
Optionspreistheorie
24
Theorie
19
Theory
19
Volatility
19
Volatilität
19
Stochastic process
6
Stochastischer Prozess
6
Time series analysis
5
Zeitreihenanalyse
5
ARCH model
4
ARCH-Modell
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option trading
4
Optionsgeschäft
4
USA
4
United States
4
Estimation
3
Schätzung
3
Aktienoption
2
Black-Scholes model
2
Black-Scholes-Modell
2
Bond market
2
Currency option
2
Devisenoption
2
Estimation theory
2
Führungskräfte
2
Heteroscedasticity
2
Heteroskedastizität
2
Interest rate derivative
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Managers
2
Pfund Sterling
2
Pound Sterling
2
Rentenmarkt
2
Schätztheorie
2
Spillover effect
2
Spillover-Effekt
2
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Type of publication
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Book / Working Paper
37
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Arbeitspapier
32
Graue Literatur
32
Non-commercial literature
32
Working Paper
32
Language
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English
37
Author
All
Christiansen, Charlotte
4
Christensen, Bent Jesper
3
Stentoft, Lars
3
Barndorff-Nielsen, Ole E.
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Peskir, Goran
2
Shephard, Neil G.
2
Strunk Hansen, Charlotte
2
Sørensen, Michael
2
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Shepard, Neil
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stegenborg Larsen, Kristian
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Uys, N.
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
Širjaev, Alʹbert N.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,152
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
310
Institute for the Study of Labor (IZA)
129
HAL
125
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
105
C.E.P.R. Discussion Papers
83
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
80
EconWPA
78
CESifo
64
Institut für Schweizerisches Bankwesen <Zürich>
64
Society for Computational Economics - SCE
55
Wirtschaftswissenschaftliche Fakultät, Friedrich-Schiller-Universität Jena
52
Université Paris-Dauphine (Paris IX)
51
Tinbergen Instituut
50
Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik
47
Center for Economic Research <Tilburg>
45
Centre for Decision Research and Experimental Economics (CeDEx), School of Economics
44
University of Bonn, Germany
42
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
41
Tilburg University, Center for Economic Research
40
Max-Planck-Institut für Ökonomik <Jena> - Abteilung für Strategische Interaktion
38
Groupe d'Analyse et de Théorie Économique Lyon St-Étienne (GATE Lyon St-Étienne), Faculté de Sciences Économiques et de Gestion
37
Department of Economics and Finance, College of Business and Economics
36
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
35
Thurgauer Wirtschaftsinstitut an der Universität Konstanz
34
Department of Economics, University of California-Santa Barbara (UCSB)
30
Agricultural and Applied Economics Association - AAEA
29
Ekonomiska forskningsinstitutet <Stockholm>
29
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
28
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
27
Tinbergen Institute
27
World Bank
27
Forschungsinstitut zur Zukunft der Arbeit
26
IGI Global
26
International Monetary Fund (IMF)
26
Springer Fachmedien Wiesbaden
26
National Centre of Competence in Research North South <Bern>
22
Bonn Graduate School of Economics
21
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
21
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
37
Source
All
ECONIS (ZBW)
37
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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
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
3
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:
4
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:
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
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
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
9
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
10
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
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