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Bayesian option pricing using...
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Theorie
65
Theory
65
Optionspreistheorie
56
Option pricing theory
55
ARCH model
53
ARCH-Modell
53
Bayesian inference
29
Time series analysis
27
Zeitreihenanalyse
26
Multivariate Analyse
25
Multivariate analysis
25
Estimation theory
24
Schätztheorie
24
Volatility
23
Volatilität
23
Bayes-Statistik
19
Monte Carlo simulation
19
Simulation
19
Option trading
18
Optionsgeschäft
18
Forecasting model
17
Monte-Carlo-Simulation
17
Prognoseverfahren
17
GARCH models
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Heteroscedasticity
12
Heteroskedastizität
12
Risikoprämie
12
Börsenkurs
11
Kleinste-Quadrate-Methode
11
Least squares method
11
Share price
11
Statistical distribution
11
Statistische Verteilung
11
Ökonometrie
11
American options
10
Econometrics
10
Estimation
10
Risk premium
10
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Free
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Undetermined
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5
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Arbeitspapier
65
Graue Literatur
65
Non-commercial literature
65
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6
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Collection of articles of several authors
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Language
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English
267
Undetermined
48
French
3
Author
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Stentoft, Lars
130
Rombouts, Jeroen V. K.
80
Bauwens, Luc
28
Rombouts, Jeroen
18
Bouezmarni, Taoufik
14
Violante, Francesco
13
ROMBOUTS, Jeroen
10
Reesor, R. Mark
10
Dufays, Arnaud
9
Rombouts, Jeroen V.K.
9
Hafner, Christian M.
8
Boire, François-Michel
7
Laurent, Sébastien
7
Preminger, Arie
7
Escobar, Marcos
6
Letourneau, Pascal
6
Liu, Fred
6
Rombouts, J. V. K.
6
Taamouti, Abderrahim
6
Zanaj, Skerdilajda
6
BAUWENS, Luc
5
Behrens, Kristian
5
Bouchard, Francis
5
Boyer, M. Martin
5
Elkaim, Alain
5
Gabszewicz, Jean Jaskold
5
Koop, Gary
5
Korobilis, Dimitris
5
Leroux, Justin
5
Miniconi, Michel
5
Rastegari, Javad
5
Soumare, Maxence
5
Bouaddi, Mohammed
4
Boyer, Martin
4
Brendstrup, Bjarne
4
Guegan, Dominique
4
Hylleberg, Svend
4
Nielsen, Morten Ørregaard
4
STENTOFT, Lars
4
Skipper, Lars
4
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Center for Operations Research and Econometrics <Louvain-la-Neuve>
81
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
14
Université catholique de Louvain / Center for Operations Research and Econometrics
9
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
8
School of Economics and Management, University of Aarhus
8
Centre for Analytical Finance <Århus>
3
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
2
Econometrisch Instituut <Rotterdam>
2
HAL
2
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1
Econometric Society
1
Economics Department, University of Strathclyde
1
European Workshop on Efficiency and Productivity Analysis <4, 1995, Louvain-la-Neuve>
1
Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales)
1
University of Strathclyde / Department of Economics
1
arXiv.org
1
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CORE DISCUSSION PAPER
37
CORE Discussion Paper
30
Center for Operations Research and Econometrics - Discussion Papers
27
CORE Discussion Papers
19
CORE discussion papers : DP
18
Center for Operations Research and Econometrics - Discussion Papers 2008
17
CORE discussion paper : DP
12
CREATES research paper
10
Center for Operations Research and Econometrics - Discussion Papers 2009
10
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
9
CIRANO Working Papers
8
CREATES Research Papers
8
Journal of Risk and Financial Management
7
Journal of econometrics
7
Journal of risk and financial management : JRFM
6
CORE lecture series
5
Center for Operations Research and Econometrics - Discussion Papers 2007
5
Discussion papers / UCL, Département des Sciences Economiques
4
International journal of forecasting
4
Journal of banking & finance
4
Journal of empirical finance
4
CREATES Research Paper
3
Cahiers de recherche
3
Journal of applied econometrics
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Center for Operations Research and Econometrics - Publications 2009
2
Center for Operations Research and Econometrics - Publications
2
Center for Operations Research and Econometrics - Publications 2009
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Econometric Institute research papers
2
Econometric reviews
2
Finance research letters
2
Insurance / Mathematics & economics
2
Journal of Empirical Finance
2
Journal of financial econometrics
2
Macroeconomic dynamics
2
Quantitative Finance
2
Review of derivatives research
2
Risk management and insurance review
2
The econometrics journal
2
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ECONIS (ZBW)
167
USB Cologne (business full texts)
76
RePEc
54
OLC EcoSci
8
EconStor
7
USB Cologne (EcoSocSci)
5
Other ZBW resources
1
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Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003850942
Saved in:
2
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10008907500
Saved in:
3
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10008651682
Saved in:
4
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:
5
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:
6
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:
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/10009485768
Saved in:
8
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Franceso
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 78-98
Persistent link: https://www.econbiz.de/10010247010
Saved in:
9
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 635-650
Persistent link: https://www.econbiz.de/10011474435
Saved in:
10
Dynamics of variance risk premia : a new model for disentangling the price of risk
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 312-334
Persistent link: https://www.econbiz.de/10012482765
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