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~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
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Option pricing theory
5
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5
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3
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
National Bureau of Economic Research
608
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80
International Monetary Fund (IMF)
54
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
49
Centre for Analytical Finance <Århus>
47
Ekonomiska forskningsinstitutet <Stockholm>
22
Springer Fachmedien Wiesbaden
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Chambre de commerce et d'industrie de Paris
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Institut für Schweizerisches Bankwesen <Zürich>
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Svenska Handelshögskolan <Helsinki>
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Econometrisch Instituut <Rotterdam>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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C.E.P.R. Discussion Papers
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Institut for Finansiering <Frederiksberg>
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8
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8
Rodney L. White Center for Financial Research
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University of Chicago / Center for Research in Security Prices
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University of Exeter / Department of Economics
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Bonn Graduate School of Economics
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International Center for Financial Asset Management and Engineering
7
Judge Institute of Management Studies
7
Verlag Dr. Kovač
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Weierstraß-Institut für Angewandte Analysis und Stochastik
7
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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Malliavin calculus in finance
Kohatsu-Higa, Arturo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747498
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2
A generalization of Hull and White formula and applications to option pricing approximation
Alòs, Elisa
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002111661
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3
A general decomposition formula for derivative prices in stochastic volatility models
Alòs, Elisa
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747474
Saved in:
4
Australian Asian options
Moreno, Manuel
(
contributor
);
Navas, Javier F.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055053
Saved in:
5
On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel
(
contributor
);
Navas, Javier F.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578818
Saved in:
6
Beyond Smith's rule : an optimal dynamic index, rule for single machine stochastic scheduling with convex holding costs
Niño-Mora, José
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001540736
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7
Asset pricing implications of benchmarking : a two-factor
CAPM
Ǵomez, Juan-Pedro
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002050252
Saved in:
8
Keeping up with the Joneses : an international asset pricing model
Gómez, Juan-Pedro
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002050330
Saved in:
9
A comparison of stock market mechanisms
Cespa, Giovanni
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578833
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