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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
~subject:"Option pricing theory"
~subject:"Stochastic process"
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Option pricing theory
Stochastic process
Volatility
28
Volatilität
28
Theorie
10
Theory
10
USA
9
United States
9
Optionspreistheorie
7
Stochastischer Prozess
7
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5
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Spillover-Effekt
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English
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Barndorff-Nielsen, Ole E.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Christensen, Bent Jesper
1
Collin-Dufresne, Pierre
1
Goldstein, Robert S.
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Shepard, Neil
1
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1
Shin Jensen, Malene
1
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1
Strunk Hansen, Charlotte
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Sørensen, Michael
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Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
National Bureau of Economic Research
26
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Chambre de commerce et d'industrie de Paris
4
Nuffield College
3
Svenska Handelshögskolan <Helsinki>
3
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2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
International Center for Financial Asset Management and Engineering
2
University of Canterbury / Dept. of Economics and Finance
2
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1
Berliner Wissenschafts-Verlag
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Danmarks Nationalbank
1
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1
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1
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1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
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1
Hochschule für Bankwirtschaft
1
Institute of Finance and Accounting <London>
1
Karlsruher Institut für Technologie
1
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1
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1
Rodney L. White Center for Financial Research
1
Springer Fachmedien Wiesbaden
1
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1
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1
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1
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Wharton School
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Fisher College of Business working paper series
1
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ECONIS (ZBW)
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"True" stochastic volatility and a generalized class of affine models
Collin-Dufresne, Pierre
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001522553
Saved in:
2
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
3
Power and bipower variation with stocjastic volatility and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
Saved in:
4
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
5
Pricing american options when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
Saved in:
6
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
7
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
8
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
9
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
10
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
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