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Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
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Yield curve
11
Zinsstruktur
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Stochastic process
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English
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
4
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,094
Edward Elgar Publishing
419
OECD
390
Ekonomiska forskningsinstitutet <Stockholm>
282
Center for Economic Research <Tilburg>
280
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
257
Springer Fachmedien Wiesbaden
253
European University Institute / Department of Economics
252
IGI Global
212
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
202
Forschungsinstitut zur Zukunft der Arbeit
165
International Monetary Fund
165
World Bank
163
Institut für Weltwirtschaft
142
C.E.P.R. Discussion Papers
137
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136
Internationaler Währungsfonds / Research Department
136
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
107
University of Exeter / Department of Economics
106
Social Systems Research Institute
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Springer-Verlag GmbH
93
Organisation for Economic Co-operation and Development
88
Robert Schuman Centre for Advanced Studies
86
Australian National University / Faculty of Economics and Commerce
84
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79
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79
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78
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76
Columbia University / Department of Economics
75
De Gruyter Oldenbourg
75
European University Institute / Department of Law
75
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
University of Warwick / Department of Economics
73
Instituto Valenciano de Investigaciones Económicas
71
Deutschland / Bundeswehr / Universität Hamburg
70
Erasmus Research Institute of Management
70
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
70
Source
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ECONIS (ZBW)
70
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21
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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22
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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23
Estimating quadratic variation using realised variance
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686821
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24
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
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25
A note on the call-put parity and a call-put duality
Peskir, Goran
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contributor
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2000
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
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26
How to hedge unknown risk
Christensen, Claus Vorm
(
contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560026
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27
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
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2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
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28
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
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29
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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30
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
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