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~isPartOf:"CREATES research paper"
~subject:"Capital income"
~subject:"Monte Carlo simulation"
~subject:"Option pricing theory"
~subject:"Portfolio-Management"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
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Option Prices with Stochastic...
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Capital income
Monte Carlo simulation
Option pricing theory
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Optionspreistheorie
28
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11
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11
ARCH model
8
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8
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1990-2008
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28
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Christoffersen, Peter F.
9
Stentoft, Lars
7
Jacobs, Kris
5
Rombouts, Jeroen V. K.
4
Andersen, Torben
2
Santucci de Magistris, Paolo
2
Todorov, Viktor
2
Violante, Francesco
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Babaoğlu, Kadir
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Bach, Christian
1
Barbachan, José Santiago Fajardo
1
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Bollerslev, Tim
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Bondarenko, Oleg
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Chang, Bo Young
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Christensen, Bent Jesper
1
Dziubinski, Matt
1
Dziubinski, Matt P.
1
Feunou, Bruno
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Fournier, Mathieu
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Fusari, Nicola
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Gonzalez-Perez, Maria T.
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Goyenko, Ruslan
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Heston, Steven L.
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Jeon, Yoontae
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Karoui, Mehdi
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Ornthanalai, Chayawat
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CREATES research paper
Research paper series / Swiss Finance Institute
88
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Swiss Finance Institute Research Paper
42
Discussion paper / Tinbergen Institute
34
SFB 649 discussion paper
34
Working paper / National Bureau of Economic Research, Inc.
32
Working paper
29
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28
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27
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
24
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23
Mathematical finance
23
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
21
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20
Discussion papers of interdisciplinary research project 373
20
Discussion paper / Center for Economic Research, Tilburg University
17
Finance and economics discussion series
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
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13
Discussion paper / ICMA Centre, Henley Business School, University of Reading
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Working paper / Department of Econometrics and Business Statistics, Monash University
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IMF working paper
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Tübinger Diskussionsbeitrag
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CARF working paper
9
Discussion paper series / LSE Financial Markets Group
9
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
9
Bonn Econ Discussion Papers / BGSE
8
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
8
SSE EFI working paper series in economics and finance
8
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Option valuation with conditional heteroskedasticity and non-normality
Christoffersen, Peter F.
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003865667
Saved in:
2
Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003849502
Saved in:
3
Skewness premium with Lévy processes
Barbachan, José Santiago Fajardo
;
Mordecki, Ernesto
-
2009
Persistent link: https://www.econbiz.de/10003849514
Saved in:
4
Stochastic volatility and stochastic leverage
Veraart, Almut E. D.
;
Veraart, Luitgard
-
2009
Persistent link: https://www.econbiz.de/10003849550
Saved in:
5
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
6
Option valuation with the simplified component GARCH model
Dziubinski, Matt
-
2011
Persistent link: https://www.econbiz.de/10008857566
Saved in:
7
Level shifts in volatility and the implied-realized volatility relation
Christensen, Bent Jesper
;
Santucci de Magistris, Paolo
-
2010
Persistent link: https://www.econbiz.de/10008651637
Saved in:
8
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10008651682
Saved in:
9
Dynamic models of exchange rate dependence using option prices and historical returns
Tsiaras, Leonidas
-
2010
Persistent link: https://www.econbiz.de/10008651727
Saved in:
10
Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10003963064
Saved in:
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