//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES Research Paper"
~isPartOf:"Cahiers de recherche"
~isPartOf:"The Canadian journal of economics"
~person:"Palma, André de"
~person:"Stentoft, Lars"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"pricing"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
GARCH models
2
Theorie
2
Theory
2
option pricing
2
ARCH model
1
ARCH-Modell
1
Bayesian inference
1
Bottleneck
1
Economics of information
1
Engpass
1
Game theory
1
Informationsökonomik
1
Location theory
1
Multivariate Analyse
1
Multivariate analysis
1
Multivariate risk premia
1
Option pricing theory
1
Optionspreistheorie
1
Preismanagement
1
Pricing strategy
1
Risikoprämie
1
Risk premium
1
Räumliche Preistheorie
1
Räumlicher Wettbewerb
1
Spatial competition
1
Spatial price competition
1
Spieltheorie
1
Standorttheorie
1
Volatility
1
Volatilität
1
finite mixture models
1
out-of-sample prediction
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
5
Author
All
Palma, André de
Stentoft, Lars
Dionne, Georges
9
Garcia, R.
7
BEAULIEU, Marie-Claude
4
DUFOUR, Jean-Marie
4
Gordon, Stephen
4
KHALAF, Lynda
4
St-Amour, Pascal
4
Bonomo, M.
3
Boyer, M.
3
Dionne, G.
3
Renault, E.
3
Zhang, Anming
3
Alarie, Yves
2
Angers, Jean-François
2
Bernard, Jean-Thomas
2
Bonomo, m.
2
Boyer, Marcel
2
Desjardins, Denise
2
Ferguson, Donald G.
2
Garcia, r.
2
Gaudry, M.
2
Gauthier, Geneviève
2
Ghysels, E.
2
Guertin, François
2
Le Leyzour, A.
2
Lindsey, Robin
2
Luger, R.
2
Ouertani, Nadia
2
Reitzes, James D.
2
Rombouts, Jeroen V.K.
2
Samson, Lucie
2
Slade, Margaret Emily
2
Aizenman, Joshua
1
Alexopoulos, Michelle
1
Ambler, S
1
Andersen, Torben G.
1
Anderson, Simon P.
1
Andolfatto, David
1
more ...
less ...
Institution
All
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
2
Published in...
All
CREATES Research Paper
Cahiers de recherche
The Canadian journal of economics
CREATES research paper
7
CREATES Research Papers
5
Journal of risk and financial management : JRFM
5
Journal of urban economics
5
CORE discussion paper : DP
4
CORE discussion papers : DP
3
Discussion paper series
3
Investment and the use of tax and toll revenues in the transport sector
3
Journal of banking & finance
3
Transport policy : a journal of the World Conference on Transport Research Society
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Discussion paper
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Tinbergen Institute
2
International journal of forecasting
2
Journal of economics & management strategy : JEMS
2
Journal of empirical finance
2
Journal of regional science
2
Networks and spatial economics : a journal of infrastructure modeling and computation
2
Regional science & urban economics
2
THEMA Working Papers
2
Tinbergen Institute Discussion Papers
2
Annals of operations research
1
CIRANO - Scientific Publications
1
CIRANO - Scientific Publications 2010s-23
1
CIRANO - Scientific Publications 2012s-05
1
Center of Operations Research and Econometrics - Discussion Papers 2009
1
Computational Statistics & Data Analysis
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Discussion papers / Department of Economics, University of Copenhagen
1
Documento de trabajo
1
Economics letters
1
Economics of transportation : the official journal of the International Transportation Economics Association
1
Economics working paper
1
European journal of operational research : EJOR
1
Finance research letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
RePEc
2
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Information and usage of congestible facilities under different
pricing
regimes
Palma, André de
- In:
The Canadian journal of economics
31
(
1998
)
3
,
pp. 666-692
Persistent link: https://www.econbiz.de/10001253089
Saved in:
5
Firm mobility and location equilibrium
Anderson, Simon P.
- In:
The Canadian journal of economics
25
(
1992
)
1
,
pp. 76-88
Persistent link: https://www.econbiz.de/10001123907
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->