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Option pricing theory
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Optionspreistheorie
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O'Connor, Ian
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Palmer, Ken
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Centre of Financial Studies
National Bureau of Economic Research
116
Centre for Analytical Finance <Århus>
38
International Monetary Fund (IMF)
32
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Schweizerisches Bankwesen <Zürich>
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Center for Economic Research <Tilburg>
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Chambre de commerce et d'industrie de Paris
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Nationalekonomiska Institutionen, Ekonomihögskolan
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Svenska Handelshögskolan <Helsinki>
11
Queen Mary College / Department of Economics
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Agricultural and Applied Economics Association - AAEA
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Department of Economics, University of Victoria
8
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
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Nationalekonomiska Institutionen <Lund>
8
EconWPA
7
Finance Discipline Group, Business School
7
Tinbergen Instituut
7
European Association of Agricultural Economists - EAAE
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HAL
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Institut for Finansiering <Frederiksberg>
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Tinbergen Institute
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Deutsche Bundesbank
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Deutsche Forschungsgemeinschaft
5
Econometrisch Instituut <Rotterdam>
5
International Center for Financial Asset Management and Engineering
5
Judge Institute of Management Studies
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Springer Fachmedien Wiesbaden
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
University of Exeter / Department of Economics
5
Verlag Dr. Kovač
5
Arbeitskreis Quantitative Steuerlehre
4
Bonn Graduate School of Economics
4
Christian-Albrechts-Universität zu Kiel
4
Economics Department, Queen's University
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Research paper series / Centre of Financial Studies, Faculty of Economics and Commerce, University of Melbourne
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ECONIS (ZBW)
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Replication and super replicating portfolios in the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
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2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001594742
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2
Generated volatility cones
O'Connor, Ian
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596887
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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:
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