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Option pricing theory
24
Optionspreistheorie
24
Theorie
24
Theory
24
Stochastic process
17
Stochastischer Prozess
17
Volatility
9
Volatilität
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Estimation theory
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Managers
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Martingale
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Schätztheorie
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Statistical test
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Statistischer Test
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Stock option
2
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1
Approximation error
1
Asia
1
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Book / Working Paper
39
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Arbeitspapier
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Graue Literatur
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Non-commercial literature
32
Working Paper
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English
39
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Barndorff-Nielsen, Ole E.
7
Shephard, Neil G.
4
Sørensen, Michael
4
Stentoft, Lars
3
Bibby, Bo Martin
2
Christensen, Bent Jesper
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Peskir, Goran
2
Raahauge, Peter
2
Shepard, Neil
2
Strunk Hansen, Charlotte
2
Ørregaard Nielsen, Morten
2
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
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
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Uchida, Masayuki
1
Uys, N.
1
Venardos, Emmanouil
1
Širjaev, Alʹbert N.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
808
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
797
National Bureau of Economic Research (NBER)
478
Université Paris-Dauphine (Paris IX)
282
C.E.P.R. Discussion Papers
260
EconWPA
177
Institut für Schweizerisches Bankwesen <Zürich>
137
Society for Computational Economics - SCE
108
Finance Discipline Group, Business School
97
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
95
Tinbergen Instituut
78
Tilburg University, Center for Economic Research
75
School of Economics and Management, University of Aarhus
71
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
70
University of Bonn, Germany
69
Center for Financial Studies
68
Université Paris-Dauphine
63
Henley Business School, University of Reading
62
International Monetary Fund (IMF)
57
Department of Economics and Business, Universitat Pompeu Fabra
54
National Centre of Competence in Research North South <Bern>
50
London School of Economics (LSE)
49
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
48
Swiss Finance Institute
46
Bank of Canada
45
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
45
Tinbergen Institute
45
de Nederlandsche Bank
45
Deutsche Bundesbank
43
Springer Fachmedien Wiesbaden
42
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
41
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
41
European Association of Agricultural Economists - EAAE
41
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
39
CESifo
38
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
37
Center for Economic Research <Tilburg>
36
Frankfurt School of Finance and Management
35
Erasmus Research Institute of Management
34
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
39
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ECONIS (ZBW)
39
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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
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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
7
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:
8
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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9
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:
10
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724273
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