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Theorie
32
Theory
32
Option pricing theory
24
Optionspreistheorie
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Volatility
19
Volatilität
19
Stochastic process
17
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49
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English
57
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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
Strunk Hansen, Charlotte
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
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
Engsted, Tom
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
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,697
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1,051
International Monetary Fund (IMF)
611
National Bureau of Economic Research (NBER)
474
C.E.P.R. Discussion Papers
400
Université Paris-Dauphine (Paris IX)
255
International Monetary Fund
222
EconWPA
185
Institut für Schweizerisches Bankwesen <Zürich>
138
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
103
Center for Financial Studies
101
Society for Computational Economics - SCE
90
Finance Discipline Group, Business School
83
CESifo
82
Tinbergen Instituut
76
Tilburg University, Center for Economic Research
68
School of Economics and Management, University of Aarhus
67
Økonomisk Institut, Copenhagen Business School
62
London School of Economics (LSE)
61
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
59
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
59
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
57
Federal Reserve Bank of New York
54
Federal Reserve Bank of St. Louis
54
National Centre of Competence in Research North South <Bern>
54
Cowles Foundation for Research in Economics, Yale University
53
Rodney L. White Center for Financial Research, Wharton School of Business
52
de Nederlandsche Bank
51
Université Paris-Dauphine
50
Bank of Canada
49
Deutsche Bundesbank
49
Federal Reserve Board (Board of Governors of the Federal Reserve System)
48
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
47
Institut de Préparation à l'Administration et à la Gestion (IPAG)
46
OECD
46
Science & Finance
46
Banca d'Italia
45
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
45
Econometric Society
45
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
57
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ECONIS (ZBW)
57
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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
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
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