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Theorie
30
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Option pricing theory
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Optionspreistheorie
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17
Stochastischer Prozess
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Barndorff-Nielsen, Ole E.
7
Sørensen, Michael
6
Løchte Jørgensen, Peter
5
Shephard, Neil G.
4
Schmidli, Hanspeter
3
Stentoft, Lars
3
Bibby, Bo Martin
2
Christensen, Bent Jesper
2
Di Miscia, Orazio
2
Grosen, Anders
2
Levendorskij, Sergej Z.
2
Mikkelsen, Peter
2
Peskir, Goran
2
Shepard, Neil
2
Strunk Hansen, Charlotte
2
Ørregaard Nielsen, Morten
2
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Grasselli, M.R.
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kessler, Mathieu
1
Kiefer, Nicholas M.
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Shin Jensen, Malene
1
Skovgaard, Ib Michael
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Uchida, Masayuki
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
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International Monetary Fund (IMF)
321
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
269
International Monetary Fund
236
OECD
231
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121
European Commission / Joint Research Centre
120
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
113
World Bank Group
95
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77
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66
C.E.P.R. Discussion Papers
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European Association of Agricultural Economists - EAAE
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32
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32
European Commission
31
London School of Economics (LSE)
30
Tilburg University, Center for Economic Research
28
European Agency for the Management of Operational Cooperation at the External Borders of the Member States of the European Union
27
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
49
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ECONIS (ZBW)
49
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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:
2
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
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3
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
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4
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
5
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
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6
The bonus-crediting mechanism of Danish pension and life insurance companies
Grosen, Anders
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724272
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7
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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8
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
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9
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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10
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
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