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It Takes Two to Tango : Estima...
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Theorie
26
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26
Option pricing theory
24
Optionspreistheorie
24
Volatility
19
Volatilität
19
Estimation
10
Schätzung
10
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Arbeitspapier
43
Graue Literatur
43
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43
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43
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English
49
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Christensen, Bent Jesper
5
Løchte Jørgensen, Peter
5
Christiansen, Charlotte
4
Stentoft, Lars
3
Tanggaard, Carsten
3
Barndorff-Nielsen, Ole E.
2
Bechmann, Ken L.
2
Brunetti, Celso
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Peskir, Goran
2
Raahauge, Peter
2
Shephard, Neil G.
2
Strunk Hansen, Charlotte
2
Sørensen, Michael
2
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Engsted, Tom
1
Frino, Alex
1
Grasselli, M.R.
1
Grosen, Anders
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Mollica, Vito
1
Myhre Lildholdt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Poulsen, R.
1
Poulsen, Rolf
1
Prabhala, Nagpurnanand R.
1
Shepard, Neil
1
Shin Jensen, Malene
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
2,892
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
458
Forschungsinstitut zur Zukunft der Arbeit
346
International Monetary Fund (IMF)
237
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
119
International Monetary Fund
118
Institut für Weltwirtschaft
93
Ekonomiska forskningsinstitutet <Stockholm>
86
C.E.P.R. Discussion Papers
75
Springer Fachmedien Wiesbaden
75
Zentrum für Europäische Wirtschaftsforschung
75
OECD
70
Institut für Schweizerisches Bankwesen <Zürich>
64
Tilburg University, Center for Economic Research
60
EconWPA
56
William Davidson Institute <Ann Arbor, Mich.>
52
World Bank
44
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43
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41
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
40
Deutsches Institut für Wirtschaftsforschung
38
Internationaler Währungsfonds / Research Department
37
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
36
Verlag Dr. Kovač
35
Center for Economic Research <Tilburg>
33
HAL
33
Université Paris-Dauphine (Paris IX)
33
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31
Centre for Economic Performance
30
European Foundation for the Improvement of Living and Working Conditions
30
Federal Reserve Bank of New York
30
Federal Reserve Bank of San Francisco
30
Federal Reserve System / Board of Governors
29
Birkbeck College / Department of Economics
27
Österreichisches Institut für Wirtschaftsforschung
27
Chambre de commerce et d'industrie de Paris
26
Federal Reserve System / Division of Research and Statistics
26
Institute of Finance and Accounting <London>
26
Centre for Economic Policy Research
25
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
49
Source
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ECONIS (ZBW)
49
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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
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
3
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:
4
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:
5
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
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
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
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
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:
10
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
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