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Theorie
70
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70
Volatility
19
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19
Option pricing theory
18
Optionspreistheorie
18
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17
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86
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79
Graue Literatur
79
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79
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79
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English
86
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
6
Christiansen, Charlotte
5
Ørregaard Nielsen, Morten
5
Christensen, Bent Jesper
4
Lunde, Asger
4
Shepard, Neil
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Schmidli, Hanspeter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Bibby, Bo Martin
2
Brunetti, Celso
2
Christensen, Claus Vorm
2
Engsted, Tom
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Shin Jensen, Malene
2
Stentoft, Lars
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,760
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1,294
Edward Elgar Publishing
410
C.E.P.R. Discussion Papers
369
National Bureau of Economic Research (NBER)
332
OECD
311
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
298
Ekonomiska forskningsinstitutet <Stockholm>
292
Center for Economic Research <Tilburg>
283
Springer Fachmedien Wiesbaden
274
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258
European University Institute / Department of Economics
251
Tilburg University, Center for Economic Research
215
IGI Global
214
World Bank
207
EconWPA
201
International Monetary Fund (IMF)
184
Society for Computational Economics - SCE
175
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174
Forschungsinstitut zur Zukunft der Arbeit
171
Federal Reserve Bank of Chicago
148
Institut für Weltwirtschaft
145
Internationaler Währungsfonds / Research Department
141
Centre for Economic Policy Research
137
Foerder Institute for Economic Research <Tēl-Āvîv>
128
Umeå universitet
127
Universitat Pompeu Fabra / Departament d'Economia i Empresa
110
University of Exeter / Department of Economics
108
Tinbergen Instituut
106
Federal Reserve Bank of New York
105
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
Social Systems Research Institute
102
HAL
95
Springer-Verlag GmbH
93
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
91
CESifo
90
Institut für Schweizerisches Bankwesen <Zürich>
89
Australian National University / Faculty of Economics and Commerce
88
London School of Economics (LSE)
87
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
86
Source
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ECONIS (ZBW)
86
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1
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
2
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
3
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
4
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:
5
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:
6
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:
7
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:
8
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic
volatility
model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
9
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
10
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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