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Theorie
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Option pricing theory
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Barndorff-Nielsen, Ole E.
7
Shephard, Neil G.
4
Sørensen, Michael
4
Schmidli, Hanspeter
3
Stentoft, Lars
3
Bibby, Bo Martin
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Christensen, Bent Jesper
2
Levendorskij, Sergej Z.
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Løchte Jørgensen, Peter
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Ørregaard Nielsen, Morten
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1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Mikkelsen, Peter
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Prabhala, Nagpurnanand R.
1
Raahauge, Peter
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Sørensen, Helle
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Uchida, Masayuki
1
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1
Venardos, Emmanouil
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
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398
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
232
Federal Reserve Bank of Chicago
120
World Bank
101
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
95
Federal Reserve Board (Board of Governors of the Federal Reserve System)
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26
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25
Federal Reserve Bank of St. Louis
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Institute of Finance and Accounting <London>
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International Monetary Fund
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
41
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ECONIS (ZBW)
41
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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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2
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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3
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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4
Long
maturity
forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
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5
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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6
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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7
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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8
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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9
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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10
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
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