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Option pricing theory
24
Optionspreistheorie
24
Theorie
14
Theory
14
Volatility
6
Volatilität
6
Option trading
4
Optionsgeschäft
4
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2
Devisenoption
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Estimation theory
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Führungskräfte
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Least squares method
2
Managers
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Schätztheorie
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Stock option
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Time series analysis
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Asia
1
Asien
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Bond market
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CAPM
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Currency derivative
1
Derivat
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Derivative
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Arbeitspapier
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Graue Literatur
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21
Working Paper
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English
24
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Stentoft, Lars
3
Christensen, Bent Jesper
2
Løchte Jørgensen, Peter
2
Peskir, Goran
2
Strunk Hansen, Charlotte
2
Barndorff-Nielsen, Ole E.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Uys, N.
1
Venardos, Emmanouil
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
380
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
126
C.E.P.R. Discussion Papers
33
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
31
Springer Fachmedien Wiesbaden
31
Tilburg University, Center for Economic Research
27
CESifo
25
International Monetary Fund (IMF)
25
EconWPA
23
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
HAL
22
World Bank
20
Institut für Weltwirtschaft
19
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Centre of Policy Studies
17
Center for Economic Research <Tilburg>
15
Cowles Foundation for Research in Economics, Yale University
15
Institut für Schweizerisches Bankwesen <Zürich>
14
Chambre de commerce et d'industrie de Paris
13
Ekonomiska forskningsinstitutet <Stockholm>
13
Faculdade de Economia, Universidade do Porto
13
Kiel Institute for the World Economy
13
Verlag Dr. Kovač
13
University of Strathclyde / Department of Economics
12
Økonomisk Institut, Københavns Universitet
11
Centre de recherche de mathématiques et économie mathématique (CERMSEM), Centre d'Économie de la Sorbonne
10
Forschungsinstitut zur Zukunft der Arbeit
10
London School of Economics (LSE)
10
Svenska Handelshögskolan <Helsinki>
10
Brown University / Department of Economics
9
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
9
Centro de Desenvolvimento e Planejamento Regional (Cedeplar), Universidade Federal de Minas Gerais
9
Deutsche Forschungsgemeinschaft
9
Edward Elgar Publishing
9
International Monetary Fund
9
Society for Computational Economics - SCE
9
University of Bonn, Germany
9
Université Paris-Dauphine (Paris IX)
9
Wisconsin Madison - Social Systems
9
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
24
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ECONIS (ZBW)
24
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1
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
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:
5
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
6
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:
7
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724273
Saved in:
8
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
Saved in:
9
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:
10
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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