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Option pricing theory
24
Optionspreistheorie
24
Theorie
24
Theory
24
Volatility
19
Volatilität
19
ARCH model
10
ARCH-Modell
10
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Stochastischer Prozess
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English
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Christensen, Bent Jesper
5
Christiansen, Charlotte
4
Lunde, Asger
3
Stentoft, Lars
3
Sørensen, Michael
3
Barndorff-Nielsen, Ole E.
2
Busch, Thomas
2
Hansen, Peter Reinhard
2
Koulikov, Dmitri
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Peskir, Goran
2
Poulsen, Rolf
2
Rahbek, Anders
2
Shephard, Neil G.
2
Strunk Hansen, Charlotte
2
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Christensen, Claus Vorm
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kiefer, Nicholas Maximilian
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Shepard, Neil
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stegenborg Larsen, Kristian
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
1,115
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
902
National Bureau of Economic Research (NBER)
788
International Monetary Fund (IMF)
657
C.E.P.R. Discussion Papers
417
EconWPA
298
Université Paris-Dauphine (Paris IX)
290
International Monetary Fund
248
Society for Computational Economics - SCE
176
Institut für Schweizerisches Bankwesen <Zürich>
138
School of Economics and Management, University of Aarhus
136
IESE Business School, Universidad de Navarra
135
Finance Discipline Group, Business School
126
University of Bonn, Germany
87
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
86
Bank of Canada
83
Université Paris-Dauphine
73
Tilburg University, Center for Economic Research
70
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
69
London School of Economics (LSE)
69
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
69
Tinbergen Instituut
66
Cowles Foundation for Research in Economics, Yale University
65
Econometric Society
64
Henley Business School, University of Reading
64
MASTER CONSULTORES
64
CESifo
62
Banque de France
60
Society for Economic Dynamics - SED
54
Ekonomiska forskningsinstitutet <Stockholm>
53
Department of Economics and Business, Universitat Pompeu Fabra
52
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
52
National Centre of Competence in Research North South <Bern>
52
Banca d'Italia
51
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
51
Swiss Finance Institute
49
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
48
Deutsche Bundesbank
47
School of Management, Yale University
44
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
45
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ECONIS (ZBW)
45
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1
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
2
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
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3
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
4
Volatility
-spillover effects in European
bond
markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
5
A comparison of
volatility
models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
6
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:
7
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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8
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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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
Saved in:
10
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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