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~isPartOf:"CREATES Research Paper"
~isPartOf:"Cahiers de recherche"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Palma, André de"
~person:"Stentoft, Lars"
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GARCH models
2
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2
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2
option pricing
2
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Advertising
1
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Palma, André de
Stentoft, Lars
Courty, Pascal
12
Dionne, Georges
9
Miravete, Eugenio J.
9
Pagliero, Mario
9
Valletti, Tommaso M.
9
Acharya, Viral V.
8
Hörnig, Steffen
8
Garcia, R.
7
Anderson, Simon P.
6
Başak, Suleyman
6
Dubois, Pierre
6
Lettau, Martin
6
Motta, Massimo
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Calzolari, Giacomo
5
Chernov, Mikhail
5
Denicolò, Vincenzo
5
Fabra, Natalia
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Inderst, Roman
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Koedijk, Kees
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Kühn, Kai-Uwe
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Lippi, Francesco
5
López-Salido, José David
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Pedersen, Lasse Heje
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Thisse, Jacques-François
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Vayanos, Dimitri
5
Alvarez, Fernando
4
BEAULIEU, Marie-Claude
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Bettas, Nikolaos
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Bonnet, Céline
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Cabral, Luís M. B.
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DUFOUR, Jean-Marie
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Gordon, Stephen
4
Jeon, Doh-Shin
4
Jullien, Bruno
4
KHALAF, Lynda
4
Ljungqvist, Alexander
4
Nocke, Volker
4
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4
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Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
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CREATES Research Paper
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
Multivariate Option
Pricing
with Time Varying Volatility and Correlations
Rombouts, Jeroen V.K.
;
Stentoft, Lars
-
Centre Interuniversitaire sur le Risque, les Politiques …
-
2010
to option
pricing
. Specifically, we derive the risk neutral dynamics for a general class of multivariate heteroskedastic …
Persistent link: https://www.econbiz.de/10008595653
Saved in:
2
Multivariate Option
Pricing
with Time Varying Volatility and Correlations
Rombouts, J. V. K.
-
2010
to option
pricing
. Specifically, we derive the risk neutral dynamics for a general class of multivariate heteroskedastic …
Persistent link: https://www.econbiz.de/10013143636
Saved in:
3
Bayesian Option
Pricing
Using Mixed Normal Heteroskedasticity Models
Rombouts, Jeroen V.K.
;
Stentoft, Lars
-
Centre Interuniversitaire sur le Risque, les Politiques …
-
2009
While stochastic volatility models improve on the option
pricing
error when compared to the Black-Scholes-Merton model …
Persistent link: https://www.econbiz.de/10008528563
Saved in:
4
Price dispersion and consumer reservation prices
Anderson, Simon P.
;
Palma, André de
-
2004
Persistent link: https://www.econbiz.de/10002259506
Saved in:
5
Competition for attention in the information (overload) age
Anderson, Simon P.
;
Palma, André de
-
2009
Persistent link: https://www.econbiz.de/10003848351
Saved in:
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