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~person:"Vicente, José Valentim Machado"
~subject:"Optionspreistheorie"
~subject:"Schätzung"
~type_genre:"Working Paper"
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Optionspreistheorie
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Interest rate
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Interest rate derivative
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Option pricing theory
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Zins
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Option trading
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Optionsgeschäft
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Affine jump-diffusion
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Asia
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Asien
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COS method
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Derivat
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Derivative
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Fourier Series
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Geldpolitik
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Hedging
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Interest rate derivatives
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Monetary policy
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Risk
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Volatility
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Volatilität
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Vicente, José Valentim Machado
Hautsch, Nikolaus
12
Hess, Dieter
9
Schoenmakers, John
6
Upper, Christian
6
Werner, Thomas
6
Gerhard, Frank
5
Bernoth, Kerstin
3
Beyna, Ingo
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Blaskowitz, Oliver
3
Hagen, Jürgen von
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Herwartz, Helmut
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Joshi, Mark S.
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Muscatelli, V. Anton
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Neuhaus, Holger
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Tirelli, Patrizio
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Trecroci, Carmine
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Veredas, David
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Björk, Tomas
2
Bødskov Andersen, Allan
2
Cadenas Santiago, Gonzalo de
2
Chiarella, Carl
2
Christiansen, Charlotte
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Coffey, Brian
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Favero, Carlo A.
2
Filipović, Damir
2
Fornari, Fabio
2
Landén, Camilla
2
Lekkos, Ilias
2
Milas, Costas
2
Moraleda Novo, Juan Manuel
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Neuhierl, Andreas
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Panagiōtidēs, Theodōros
2
Phillips, Peter C. B.
2
Pohlmeier, Winfried
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Schlögl, Erik
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Schönbucher, Philipp J.
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Silva, Allan Jonathan da
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ECONIS (ZBW)
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Efficient solutions for pricing and hedging interest rate Asian options
Silva, Allan Jonathan da
;
Baczynski, Jack
;
Vicente, …
-
2020
Persistent link: https://www.econbiz.de/10012171315
Saved in:
2
Do central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura
;
Vicente, José Valentim …
-
2017
Persistent link: https://www.econbiz.de/10011944956
Saved in:
3
A discrete monitoring method for pricing Asian interest rate options
Silva, Allan Jonathan da
;
Baczynskiy, Jack
;
Vicente, …
-
2015
Persistent link: https://www.econbiz.de/10011444652
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