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Theorie
25
Theory
25
Option pricing theory
24
Optionspreistheorie
24
Volatility
18
Volatilität
18
Option trading
10
Optionsgeschäft
10
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2
Estimation theory
2
Führungskräfte
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2
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2
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2
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45
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Arbeitspapier
40
Graue Literatur
40
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40
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English
45
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Løchte Jørgensen, Peter
5
Christiansen, Charlotte
4
Christensen, Bent Jesper
3
Stentoft, Lars
3
Barndorff-Nielsen, Ole E.
2
Bechmann, Ken L.
2
Christensen, Claus Vorm
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Mikkelsen, Peter
2
Myhre Lildholt, Peter
2
Peskir, Goran
2
Shephard, Neil G.
2
Strunk Hansen, Charlotte
2
Søndergaard Rasmussen, Nicki
2
Sørensen, Michael
2
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Frino, Alex
1
Grasselli, M.R.
1
Grosen, Anders
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas M.
1
Levendorskij, Sergej Z.
1
Mollica, Vito
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Shepard, Neil
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stegenborg Larsen, Kristian
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Uys, N.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
930
International Monetary Fund (IMF)
420
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
283
International Monetary Fund
157
C.E.P.R. Discussion Papers
98
Institut für Schweizerisches Bankwesen <Zürich>
75
EconWPA
62
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
53
HAL
45
Université Paris-Dauphine (Paris IX)
42
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
41
CESifo
35
Agricultural and Applied Economics Association - AAEA
33
Ekonomiska forskningsinstitutet <Stockholm>
33
European Central Bank
33
World Bank
31
Basel Committee on Banking Supervision
30
Cowles Foundation for Research in Economics, Yale University
28
National Centre of Competence in Research North South <Bern>
28
Tilburg University, Center for Economic Research
28
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
25
Chambre de commerce et d'industrie de Paris
25
Center for Economic Research <Tilburg>
21
Institute of Finance and Accounting <London>
21
OECD
21
School of Economics and Management, University of Aarhus
21
Society for Computational Economics - SCE
21
European Association of Agricultural Economists - EAAE
20
Svenska Handelshögskolan <Helsinki>
20
Federal Reserve Bank of St. Louis
19
University of Bonn, Germany
19
Zentrum für Europäische Wirtschaftsforschung (ZEW)
19
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
18
Reserve Bank of Australia
18
Centre for Economic Policy Research
17
Department of Economics, Oxford University
17
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
17
Inter-American Development Bank
17
Springer Fachmedien Wiesbaden
17
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
45
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ECONIS (ZBW)
45
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1
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:
2
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:
3
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
Saved in:
4
Estimation and inference in optimal stopping models of options and search
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607778
Saved in:
5
A note on the call-put parity and a call-put duality
Peskir, Goran
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
Saved in:
6
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
7
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:
8
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
Saved in:
9
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
10
Power and bipower variation with stocjastic
volatility
and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
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