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
~person:"Stentoft, Lars"
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
Volatility and correlation : T...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
52
Optionspreistheorie
52
ARCH model
20
ARCH-Modell
20
Option trading
17
Optionsgeschäft
17
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Simulation
12
Volatility
11
Volatilität
11
Multivariate Analyse
10
Multivariate analysis
10
Kleinste-Quadrate-Methode
9
Least squares method
9
Estimation theory
7
Schätztheorie
7
Börsenkurs
6
Heteroscedasticity
6
Heteroskedastizität
6
Share price
6
American options
5
CAPM
5
Risikoprämie
5
Risk premium
5
Theorie
5
Theory
5
Index futures
4
Index-Futures
4
Regression analysis
4
Regressionsanalyse
4
Stochastic process
4
Stochastischer Prozess
4
Aktienindex
3
Aktienoption
3
Closed form solutions
3
Correlation
3
Derivat
3
Derivative
3
GARCH models
3
more ...
less ...
Online availability
All
Free
33
Undetermined
8
Type of publication
All
Book / Working Paper
30
Article
22
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
52
Author
All
Stentoft, Lars
Fabozzi, Frank J.
192
Härdle, Wolfgang
105
Madan, Dilip B.
94
Joshi, Mark S.
74
Cui, Zhenyu
73
Chiarella, Carl
72
Hull, John
69
Carr, Peter
62
Kruschwitz, Lutz
62
Schoutens, Wim
61
Takahashi, Akihiko
61
Elliott, Robert J.
54
Drukarczyk, Jochen
51
Jarrow, Robert A.
51
Steiner, Manfred
50
Spremann, Klaus
49
Ernst, Dietmar
47
Jacobs, Kris
47
Rausser, Gordon C.
46
Olfert, Klaus
43
Račev, Svetlozar T.
43
Schlögl, Erik
42
Wystup, Uwe
41
Alexander, Carol
39
Benth, Fred Espen
39
Kußmaul, Heinz
38
Kwok, Yue-Kuen
38
Lee, Cheng F.
38
Wilmott, Paul
38
Belomestny, Denis
37
Franke, Günter
37
Oosterlee, Cornelis W.
37
Sandmann, Klaus
37
Subrahmanyam, Marti G.
37
Broll, Udo
35
Schwartz, Eduardo S.
35
Bodie, Zvi
34
Breuer, Wolfgang
34
Chesney, Marc
34
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
3
Published in...
All
CREATES research paper
7
Journal of risk and financial management : JRFM
5
Journal of banking & finance
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
CORE discussion papers : DP
2
International journal of forecasting
2
Journal of empirical finance
2
CIRANO - Scientific Publications
1
CIRANO - Scientific Publications 2010s-23
1
CIRANO - Scientific Publications 2012s-05
1
CORE discussion paper : DP
1
CREATES Research Paper
1
European journal of operational research : EJOR
1
Finance research letters
1
Handbook of research methods and applications in empirical finance
1
International review of financial analysis
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Operations research letters
1
Quantitative finance
1
Review of derivatives research
1
Risk management and insurance review
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
52
Showing
1
-
10
of
52
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
American option pricing using GARCH models and the normal inverse Gaussian distribution
Stentoft, Lars
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 540-582
Persistent link: https://www.econbiz.de/10003778987
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
Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003850942
Saved in:
4
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10008907500
Saved in:
5
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10008651682
Saved in:
6
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:
7
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009504643
Saved in:
8
Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.
;
Stentoft, Lars
- In:
Journal of banking & finance
35
(
2011
)
9
,
pp. 2267-2281
Persistent link: https://www.econbiz.de/10009247226
Saved in:
9
American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars
-
2011
Persistent link: https://www.econbiz.de/10009308213
Saved in:
10
The value of multivariate model sophistication : an application to pricing Dow Jones industrial average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009485768
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
