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Güth, Werner
250
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223
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220
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198
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196
Snower, Dennis J.
194
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187
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187
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185
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178
Zenou, Yves
177
Stark, Oded
170
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146
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142
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141
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137
Helpman, Elhanan
137
Drexl, Andreas
136
Thisse, Jacques-François
136
Kehoe, Patrick J.
133
Keuschnigg, Christian
133
Svensson, Lars E. O.
133
Aronsson, Thomas
130
Konrad, Kai A.
130
Herings, Peter Jean-Jacques
129
Broll, Udo
128
Haufler, Andreas
125
Heckman, James J.
124
Saint-Paul, Gilles
122
Creedy, John
121
Verhoef, Erik T.
118
Phillips, Peter C. B.
117
Aizenman, Joshua
113
Grossman, Gene M.
113
Kaplow, Louis
113
Shavell, Steven
111
Tsadḳah, Efrayim
111
McAleer, Michael
107
Diewert, Walter E.
104
Galí, Jordi
104
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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238
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Forschungsinstitut zur Zukunft der Arbeit
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International Monetary Fund
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Umeå universitet
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INSEAD
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65
Federal Reserve System / Division of Research and Statistics
63
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Bonn Graduate School of Economics
62
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Brown University / Department of Economics
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Chambre de commerce et d'industrie de Paris
60
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59
University of Southampton / Department of Economics
58
Escola de Pós-Graduação em Economia <Rio de Janeiro>
57
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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2,570
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2,377
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2,189
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1,664
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569
Nota di lavoro / Fondazione Eni Enrico Mattei
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Working papers in economics
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463
Discussion paper series / Harvard Institute of Economic Research
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413
SFB 649 discussion paper
410
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394
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391
International finance discussion papers
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354
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350
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340
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
114,807
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114,807
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1
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S.
-
1993
Persistent link: https://www.econbiz.de/10000884445
Saved in:
2
Some questions on the pricing of SPI futures contracts
Heaney, Richard A.
-
1993
Persistent link: https://www.econbiz.de/10000889675
Saved in:
3
Does the wild card option really have value?
LaBarge, Karin P.
-
1989
Persistent link: https://www.econbiz.de/10000898160
Saved in:
4
Economic principles of sequential decisions and flexible investments in the presence of martingale prices : application to forestry
Lohmander, Peter
-
1990
Persistent link: https://www.econbiz.de/10000803780
Saved in:
5
Post-'87 crash fears in S&P 500 futures options
Bates, David S.
-
1997
Persistent link: https://www.econbiz.de/10000619727
Saved in:
6
Average interest
Chacko, George
;
Das, Sanjiv R.
-
1997
Persistent link: https://www.econbiz.de/10000630555
Saved in:
7
The timing of arbitrage : an option approach
Lambrecht, Bart M.
-
1996
Persistent link: https://www.econbiz.de/10000590536
Saved in:
8
Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1994
Persistent link: https://www.econbiz.de/10000147446
Saved in:
9
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:
10
Volatility risk for options on a zero-coupon bond
Lhabitant, François-Serge
;
Castellani, Davide
;
Reghai, A.
-
1998
Persistent link: https://www.econbiz.de/10000168120
Saved in:
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