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Option pricing theory
24
Optionspreistheorie
24
Theorie
19
Theory
19
CAPM
7
Volatility
6
Volatilität
6
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4
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Martingale
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Stock option
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Time series analysis
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USA
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United States
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Zeitreihenanalyse
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1871-2000
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English
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Christensen, Bent Jesper
4
Raahauge, Peter
3
Stentoft, Lars
3
Barndorff-Nielsen, Ole E.
2
Løchte Jørgensen, Peter
2
Mikkelsen, Peter
2
Peskir, Goran
2
Shephard, Neil G.
2
Strunk Hansen, Charlotte
2
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1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
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
Nicolato, Elisa
1
Peare, Paula
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Reng Rasmussen, Anne-Sofie
1
Shepard, Neil
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Uys, N.
1
Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
454
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
44
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
International Monetary Fund (IMF)
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Ekonomiska forskningsinstitutet <Stockholm>
18
Chambre de commerce et d'industrie de Paris
17
EconWPA
16
Institut für Schweizerisches Bankwesen <Zürich>
15
Svenska Handelshögskolan <Helsinki>
14
Center for Economic Research <Tilburg>
12
Institute of Finance and Accounting <London>
12
Federal Reserve Bank of St. Louis
11
Deutsche Forschungsgemeinschaft
10
Springer Fachmedien Wiesbaden
10
Erasmus Research Institute of Management
9
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
9
Centre for Economic Policy Research
8
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
8
MASTER CONSULTORES
8
Universitat Pompeu Fabra / Departament d'Economia i Empresa
8
University of Chicago / Center for Research in Security Prices
8
C.E.P.R. Discussion Papers
7
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
7
Institut for Finansiering <Frederiksberg>
7
Bonn Graduate School of Economics
6
International Center for Financial Asset Management and Engineering
6
Rodney L. White Center for Financial Research
6
University of Bonn, Germany
6
Verlag Dr. Kovač
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Centre of Financial Studies
5
Cowles Foundation for Research in Economics, Yale University
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Econometrisch Instituut <Rotterdam>
5
Federal Reserve System / Board of Governors
5
Federal Reserve System / Division of Research and Statistics
5
National Centre of Competence in Research - Financial Valuation and Risk Management
5
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
31
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ECONIS (ZBW)
31
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1
Testing the
martingale
restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Saved in:
3
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
4
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
5
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
6
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:
7
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
8
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
Saved in:
9
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724273
Saved in:
10
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
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