Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Centre of Financial Studies"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Sign tests for dependent obser...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
4
Optionspreistheorie
4
Theorie
3
Theory
3
Transaction costs
2
Transaktionskosten
2
Volatility
2
Volatilität
2
more ...
less ...
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
4
Author
All
O'Connor, Ian
2
Palmer, Ken
2
Institution
All
Centre of Financial Studies
OECD
112
National Bureau of Economic Research
110
Organisation for Economic Co-operation and Development
69
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
57
Centre for Analytical Finance <Århus>
31
International Monetary Fund (IMF)
27
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Institut für Schweizerisches Bankwesen <Zürich>
18
Center for Economic Research <Tilburg>
17
Ekonomiska forskningsinstitutet <Stockholm>
16
Svenska Handelshögskolan <Helsinki>
11
Chambre de commerce et d'industrie de Paris
10
Universitat Pompeu Fabra / Departament d'Economia i Empresa
8
Econometrisch Instituut <Rotterdam>
7
Bonn Graduate School of Economics
6
Deutsche Forschungsgemeinschaft
6
National Centre of Competence in Research - Financial Valuation and Risk Management
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Springer Fachmedien Wiesbaden
6
University of Cambridge / Department of Applied Economics
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Brown University / Department of Economics
5
Columbia University / Department of Economics
5
Nationalekonomiska Institutionen <Lund>
5
Queen Mary College / Department of Economics
5
Verlag Dr. Kovač
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Centre for Economic Policy Research
4
Cowles Foundation for Research in Economics, Yale University
4
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
4
EconWPA
4
European University Institute / Department of Economics
4
Institut for Finansiering <Frederiksberg>
4
International Center for Financial Asset Management and Engineering
4
Johannes Gutenberg-Universität Mainz
4
University of Cambridge / Faculty of Economics
4
World Bank
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Centre for Quantitative Economics & Computing
3
more ...
less ...
Published in...
All
Research paper series / Centre of Financial Studies, Faculty of Economics and Commerce, University of Melbourne
4
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Replication and super replicating portfolios in the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001594742
Saved in:
2
Generated volatility cones
O'Connor, Ian
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596887
Saved in:
3
Volatility cones in SPI futures
O'Connor, Ian
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596888
Saved in:
4
Extensions to the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596890
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
