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~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
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Option valuation, optimization...
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Option pricing theory
5
Optionspreistheorie
5
Portfolio selection
4
Portfolio-Management
4
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3
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3
Analysis
1
Capital income
1
Contract theory
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Option trading
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Optionsgeschäft
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Statistical distribution
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United States
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9
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7
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7
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9
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Alòs, Elisa
2
Moreno, Manuel
2
Navas, Javier F.
2
Bertail, Patrice
1
Gómez, Juan-Pedro
1
Häfke, Christian
1
Kohatsu-Higa, Arturo
1
Ledoit, Olivier
1
Montero, Miquel
1
Penalva, José
1
Politis, Dimitris N.
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1
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
National Bureau of Economic Research
681
OECD
97
Institut für Schweizerisches Bankwesen <Zürich>
43
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
28
Springer Fachmedien Wiesbaden
25
Centre for Analytical Finance <Århus>
24
Ekonomiska forskningsinstitutet <Stockholm>
24
Institute of Finance and Accounting <London>
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Center for Economic Research <Tilburg>
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National Centre of Competence in Research North South <Bern>
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World Bank
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Chambre de commerce et d'industrie de Paris
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Weltwirtschaftsforum
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International Center for Financial Asset Management and Engineering
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International Energy Agency
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Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
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Svenska Handelshögskolan <Helsinki>
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Basel Committee on Banking Supervision
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Fisher Investments Inc. <Woodside, Calif.>
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Fraser Institute
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International Monetary Fund
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Rodney L. White Center for Financial Research
12
UNCTAD / Secretariat
12
Verlag Dr. Kovač
12
CFA Institute <Charlottesville, Va.>
11
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11
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11
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11
World Bank Group
11
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10
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
10
Pensions Institute
10
Federal Reserve Bank of St. Louis
9
Manchester Business School
9
Oxford Poverty & Human Development Initiative
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
9
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
9
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ECONIS (ZBW)
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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
Saved in:
2
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:
3
Malliavin calculus in finance
Kohatsu-Higa, Arturo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747498
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
Implications of dynamic trading for insurance markets
Penalva, José
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110193
Saved in:
7
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks
Bertail, Patrice
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641513
Saved in:
8
Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001627199
Saved in:
9
Portfolio delegation under short-selling constraints
Gómez, Juan-Pedro
(
contributor
);
Sharma, Tridib
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002054694
Saved in:
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