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Theorie
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Option pricing theory
24
Optionspreistheorie
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45
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45
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45
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English
53
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Barndorff-Nielsen, Ole E.
7
Løchte Jørgensen, Peter
5
Christiansen, Charlotte
4
Shephard, Neil G.
4
Sørensen, Michael
4
Christensen, Bent Jesper
3
Stentoft, Lars
3
Ørregaard Nielsen, Morten
3
Bechmann, Ken L.
2
Bibby, Bo Martin
2
Hansen, Peter Reinhard
2
Levendorskij, Sergej Z.
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Peskir, Goran
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
Frino, Alex
1
Grasselli, M.R.
1
Grosen, Anders
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Mikkelsen, Peter
1
Mollica, Vito
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Schmidli, Hanspeter
1
Shin Jensen, Malene
1
Skovgaard, Ib Michael
1
Sponholtz, Carina
1
Stegenborg Larsen, Kristian
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
618
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
377
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
88
C.E.P.R. Discussion Papers
79
International Monetary Fund (IMF)
63
Institut für Schweizerisches Bankwesen <Zürich>
60
School of Economics and Management, University of Aarhus
53
EconWPA
46
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
38
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
36
Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg
35
Départment des sciences administratives, Université du Québec en Outaouais (UQO)
32
Université Paris-Dauphine (Paris IX)
32
Cowles Foundation for Research in Economics, Yale University
31
Society for Computational Economics - SCE
31
HAL
30
Institute for the Study of Labor (IZA)
28
CESifo
27
Valtion taloudellinen tutkimuskeskus (VATT), Government of Finland
26
Tinbergen Instituut
25
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
24
National Bureau of Economic Research (NBER)
24
Ekonomiska forskningsinstitutet <Stockholm>
23
Agricultural and Applied Economics Association - AAEA
22
Department of Econometrics and Business Statistics, Monash Business School
22
Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
21
World Bank
21
International Monetary Fund
20
National Centre of Competence in Research North South <Bern>
20
Tilburg University, Center for Economic Research
20
Chambre de commerce et d'industrie de Paris
19
Department of Economics and Finance, College of Business and Economics
19
Department of Economics, Oxford University
19
Svenska Handelshögskolan <Helsinki>
19
Econometric Society
18
Center for Economic Research <Tilburg>
17
Federal Reserve Bank of St. Louis
17
Reserve Bank of Australia
17
London School of Economics (LSE)
16
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
53
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ECONIS (ZBW)
53
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1
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:
2
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:
3
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:
4
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:
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
Estimation and inference in optimal stopping models of options and search
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607778
Saved in:
7
A note on the call-put parity and a call-put duality
Peskir, Goran
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
Saved in:
8
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:
9
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
10
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
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