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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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English
49
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Barndorff-Nielsen, Ole E.
7
Christiansen, Charlotte
4
Shephard, Neil G.
4
Sørensen, Michael
4
Christensen, Bent Jesper
3
Stentoft, Lars
3
Ørregaard Nielsen, Morten
3
Bibby, Bo Martin
2
Hansen, Peter Reinhard
2
Levendorskij, Sergej Z.
2
Lunde, Asger
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Peskir, Goran
2
Raahauge, Peter
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
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Schmidli, Hanspeter
1
Shin Jensen, Malene
1
Skovgaard, Ib Michael
1
Sponholtz, Carina
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
615
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
193
International Monetary Fund (IMF)
120
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
89
C.E.P.R. Discussion Papers
66
Institut für Schweizerisches Bankwesen <Zürich>
57
HAL
39
EconWPA
38
Agricultural and Applied Economics Association - AAEA
37
European Association of Agricultural Economists - EAAE
36
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
36
Université Paris-Dauphine (Paris IX)
35
Center for Economic Research <Tilburg>
27
Deutsche Forschungsgemeinschaft
27
Econometrisch Instituut <Rotterdam>
25
International Monetary Fund
25
Ekonomiska forskningsinstitutet <Stockholm>
24
Springer Fachmedien Wiesbaden
24
Society for Computational Economics - SCE
23
Erasmus Research Institute of Management
22
World Bank
21
Svenska Handelshögskolan <Helsinki>
19
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
18
National Centre of Competence in Research North South <Bern>
18
CESifo
17
Chambre de commerce et d'industrie de Paris
17
Cowles Foundation for Research in Economics, Yale University
17
Reserve Bank of Australia
17
Federal Reserve Bank of St. Louis
16
Tilburg University, Center for Economic Research
16
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
15
IGI Global
15
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
14
European University Institute / Department of Economics
14
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
14
Universitat Pompeu Fabra / Departament d'Economia i Empresa
14
Department of Economics and Finance, College of Business and Economics
13
London School of Economics (LSE)
13
Department of Economics, Oxford University
12
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
49
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ECONIS (ZBW)
49
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1
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:
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
Saved in:
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
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
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:
6
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
7
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
8
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
9
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
10
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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