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Option pricing theory
24
Optionspreistheorie
24
Theorie
24
Theory
24
Stochastic process
17
Stochastischer Prozess
17
Volatility
9
Volatilität
9
Option trading
5
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Time series analysis
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Managers
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Martingal
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Martingale
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Maximum likelihood estimation
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Stock option
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Book / Working Paper
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Arbeitspapier
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Graue Literatur
34
Non-commercial literature
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Working Paper
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English
41
Author
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Barndorff-Nielsen, Ole E.
8
Shephard, Neil G.
5
Sørensen, Michael
4
Stentoft, Lars
3
Bibby, Bo Martin
2
Christensen, Bent Jesper
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Peskir, Goran
2
Raahauge, Peter
2
Shepard, Neil
2
Strunk Hansen, Charlotte
2
Ørregaard Nielsen, Morten
2
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Di Miscia, Orazio
1
Frino, Alex
1
Grasselli, M.R.
1
Hansen, Peter Reinhard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Lunde, Asger
1
Mikkelsen, Peter
1
Mollica, Vito
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Schmidli, Hanspeter
1
Shin Jensen, Malene
1
Skovgaard, Ib Michael
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Uchida, Masayuki
1
Uys, N.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,312
International Monetary Fund (IMF)
471
International Monetary Fund
206
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
128
OECD
110
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
102
European Securities and Markets Authority
90
Springer Fachmedien Wiesbaden
72
Society for Computational Economics - SCE
69
Graduate School of Business, Columbia University
68
World Bank
65
Internationaler Währungsfonds
61
Edward Elgar Publishing
53
HAL
49
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
48
World Bank Group
44
Institut für Schweizerisches Bankwesen <Zürich>
42
Center for Economic Research <Tilburg>
41
EconWPA
41
Rodney L. White Center for Financial Research, Wharton School of Business
40
Banca d'Italia
38
Agricultural and Applied Economics Association - AAEA
35
Ekonomiska forskningsinstitutet <Stockholm>
35
IGI Global
35
Asian Development Bank
33
Deutsche Forschungsgemeinschaft
31
Erasmus Research Institute of Management
31
European Association of Agricultural Economists - EAAE
31
International Monetary Fund / Monetary and Capital Markets Department
31
Weltbank
31
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
30
C.E.P.R. Discussion Papers
30
Econometrisch Instituut <Rotterdam>
29
Europäische Kommission
29
Centre for Economic Policy Research
28
Om Sai Ram Centre for Financial Management Research <Muṃbaī>
28
Europäische Zentralbank
25
Friedrich-Schiller-Universität Jena
25
University <Nottingham> / Department of Economics
25
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
41
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ECONIS (ZBW)
41
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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
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:
3
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:
4
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
5
Asymmetric price behaviour surrounding block trades : a market microstructure explanation
Frino, Alex
(
contributor
);
Mollica, Vito
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767506
Saved in:
6
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
7
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
8
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
9
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:
10
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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