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Theorie
70
Theory
70
Option pricing theory
24
Optionspreistheorie
24
Volatility
19
Volatilität
19
Stochastic process
17
Stochastischer Prozess
17
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12
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12
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10
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Arbeitspapier
88
Graue Literatur
88
Non-commercial literature
88
Working Paper
88
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English
96
Author
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Barndorff-Nielsen, Ole E.
10
Christiansen, Charlotte
6
Sørensen, Michael
6
Christensen, Bent Jesper
5
Lunde, Asger
5
Shephard, Neil G.
5
Ørregaard Nielsen, Morten
5
Hansen, Peter Reinhard
4
Løchte Jørgensen, Peter
4
Shepard, Neil
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Schmidli, Hanspeter
3
Stentoft, Lars
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
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Peskir, Goran
2
Raahauge, Peter
2
Rahbek, Anders
2
Shin Jensen, Malene
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
Frino, Alex
1
Grasselli, M.R.
1
Grosen, Anders
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
8,589
National Bureau of Economic Research (NBER)
735
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
712
Edward Elgar Publishing
423
OECD
421
C.E.P.R. Discussion Papers
395
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
307
Springer Fachmedien Wiesbaden
304
Ekonomiska forskningsinstitutet <Stockholm>
301
Center for Economic Research <Tilburg>
295
International Monetary Fund
256
European University Institute / Department of Economics
255
Université Paris-Dauphine (Paris IX)
233
EconWPA
228
IGI Global
218
World Bank
183
Forschungsinstitut zur Zukunft der Arbeit
169
Institut für Weltwirtschaft
151
Society for Computational Economics - SCE
148
Internationaler Währungsfonds / Research Department
146
Centre for Economic Policy Research
141
Institut für Schweizerisches Bankwesen <Zürich>
134
IESE Business School, Universidad de Navarra
131
Foerder Institute for Economic Research <Tēl-Āvîv>
128
Umeå universitet
127
Universitat Pompeu Fabra / Departament d'Economia i Empresa
114
University of Exeter / Department of Economics
110
School of Economics and Management, University of Aarhus
109
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
Social Systems Research Institute
102
Springer-Verlag GmbH
96
Econometric Society
91
Bank of Canada
88
Deutsche Forschungsgemeinschaft
87
Australian National University / Faculty of Economics and Commerce
86
Massachusetts Institute of Technology / Department of Economics
86
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
85
Federal Reserve System / Board of Governors
85
De Gruyter Oldenbourg
84
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
96
Source
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ECONIS (ZBW)
96
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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
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:
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
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
6
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:
7
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
8
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
9
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
10
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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