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~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"
~type_genre:"Multi-volume publication"
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Option Prices with Stochastic...
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Capital income
Monte Carlo simulation
Option pricing theory
Portfolio-Management
Optionspreistheorie
1,889
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955
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955
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456
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454
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11
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11
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10
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10
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9
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9
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8
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8
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National Bureau of Economic Research
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
4
Chambre de commerce et d'industrie de Paris
3
Institut for Finansiering <Frederiksberg>
3
Institute of Finance and Accounting <London>
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
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Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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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
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29
CREATES research paper
28
Working paper series / Centre for Practical Quantitative Finance
28
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
27
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
24
Discussion paper / Centre for Economic Policy Research
23
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23
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
21
Discussion paper / B
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
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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
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
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13
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12
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12
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CARF working paper
9
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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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ECONIS (ZBW)
1,911
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1
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
1998
Persistent link: https://www.econbiz.de/10000168118
Saved in:
2
Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng
-
1997
Persistent link: https://www.econbiz.de/10000633272
Saved in:
3
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
4
Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959376
Saved in:
5
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan
-
1994
Persistent link: https://www.econbiz.de/10000959539
Saved in:
6
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
7
Fast, stable and accurate method for the Black-Scholes equation of American options
Ehrhardt, Matthias
;
Mickens, Ronald E.
-
2008
Persistent link: https://www.econbiz.de/10003716552
Saved in:
8
Achieving smooth asymptotics for the prices of European options in binomial trees
Joshi, Mark S.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003632920
Saved in:
9
Achieving higher order convergence for the prices of European pptions in binomial trees
Joshi, Mark S.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003632930
Saved in:
10
A model of deferred callability in defaultable debt
Mjøs, Aksel
;
Persson, Svein-Arne
-
2009
Persistent link: https://www.econbiz.de/10003838537
Saved in:
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