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Theorie
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Barndorff-Nielsen, Ole E.
7
Christensen, Bent Jesper
5
Christiansen, Charlotte
4
Shephard, Neil G.
4
Sørensen, Michael
4
Lunde, Asger
3
Raahauge, Peter
3
Stentoft, Lars
3
Ørregaard Nielsen, Morten
3
Bibby, Bo Martin
2
Hansen, Peter Reinhard
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Mikkelsen, Peter
2
Myhre Lildholt, Peter
2
Peskir, Goran
2
Shepard, Neil
2
Strunk Hansen, Charlotte
2
Bartholdy, Jan
1
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
Jensen, Morten Berg
1
Kiefer, Nicholas Maximilian
1
Nicolato, Elisa
1
Peare, Paula
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Reng Rasmussen, Anne-Sofie
1
Schmidli, Hanspeter
1
Shin Jensen, Malene
1
Skovgaard, Ib Michael
1
Sponholtz, Carina
1
Stegenborg Larsen, Kristian
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,008
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
248
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
105
International Monetary Fund (IMF)
84
C.E.P.R. Discussion Papers
81
Institut für Schweizerisches Bankwesen <Zürich>
57
EconWPA
53
School of Economics and Management, University of Aarhus
51
HAL
42
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
36
Society for Computational Economics - SCE
35
Tinbergen Instituut
34
International Monetary Fund
33
Université Paris-Dauphine (Paris IX)
33
Department of Economics, Oxford University
32
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
31
Ekonomiska forskningsinstitutet <Stockholm>
30
Finance Discipline Group, Business School
28
World Bank
28
Agricultural and Applied Economics Association - AAEA
26
Center for Economic Research <Tilburg>
25
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
25
UNCTAD / Secretariat
25
Chambre de commerce et d'industrie de Paris
24
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
24
Svenska Handelshögskolan <Helsinki>
24
Economics Group, Nuffield College, University of Oxford
23
Federal Reserve Bank of St. Louis
23
Tinbergen Institute
23
CESifo
22
Springer Fachmedien Wiesbaden
22
European Central Bank
20
European University Institute / Department of Economics
20
Tilburg University, Center for Economic Research
20
Institute of Finance and Accounting <London>
18
London School of Economics (LSE)
18
National Centre of Competence in Research North South <Bern>
18
Reserve Bank of Australia
18
OECD
17
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
55
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ECONIS (ZBW)
55
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1
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
2
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:
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
Option pricing in stochastic
volatility
models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
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5
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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6
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
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
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8
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
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9
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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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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