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Option pricing theory
24
Optionspreistheorie
24
Theorie
21
Theory
21
Stochastic process
17
Stochastischer Prozess
17
Volatility
8
Volatilität
8
Option trading
5
Optionsgeschäft
5
Time series analysis
4
Zeitreihenanalyse
4
Estimation theory
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Monte Carlo simulation
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Monte-Carlo-Simulation
3
Schätztheorie
3
Statistical distribution
3
Statistische Verteilung
3
Yield curve
3
Zinsstruktur
3
Aktienoption
2
Currency option
2
Devisenoption
2
Führungskräfte
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Kleinste-Quadrate-Methode
2
Least squares method
2
Managers
2
Martingal
2
Martingale
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Probability theory
2
Statistical test
2
Statistischer Test
2
Stock option
2
Wahrscheinlichkeitsrechnung
2
Analysis
1
Asia
1
Asien
1
Autocorrelation
1
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Book / Working Paper
38
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Arbeitspapier
31
Graue Literatur
31
Non-commercial literature
31
Working Paper
31
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English
38
Author
All
Barndorff-Nielsen, Ole E.
7
Shephard, Neil G.
4
Sørensen, Michael
4
Stentoft, Lars
3
Bibby, Bo Martin
2
Christensen, Bent Jesper
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Peskir, Goran
2
Shepard, Neil
2
Strunk Hansen, Charlotte
2
Ørregaard Nielsen, Morten
2
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas M.
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Schmidli, Hanspeter
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
1
Uys, N.
1
Venardos, Emmanouil
1
Širjaev, Alʹbert N.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
131
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
80
International Monetary Fund (IMF)
58
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
37
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
26
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Springer Fachmedien Wiesbaden
15
Centre de recherche de mathématiques et économie mathématique (CERMSEM), Centre d'Économie de la Sorbonne
14
Ekonomiska forskningsinstitutet <Stockholm>
14
Institut für Schweizerisches Bankwesen <Zürich>
14
International Water Management Institute (IWMI)
12
eSocialSciences
12
Center for Economic Research <Tilburg>
11
Institutt for Økonomi, Universitetet i Bergen
10
Svenska Handelshögskolan <Helsinki>
10
CentER for Economic Research, Universiteit van Tilburg
9
Chambre de commerce et d'industrie de Paris
9
Erasmus Research Institute of Management
8
Princeton University Press
8
Siauliai University
8
Weierstraß-Institut für Angewandte Analysis und Stochastik
8
Deutsche Forschungsgemeinschaft
7
EconWPA
7
Econometrisch Instituut <Rotterdam>
7
Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)
7
Springer-Verlag GmbH
7
Bonn Graduate School of Economics
6
Department of Economics, Faculty of Business and Economics
6
International Monetary Fund
6
Judge Institute of Management Studies
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
6
Verlag Dr. Kovač
6
Carnegie Mellon University, Tepper School of Business
5
Centre of Financial Studies
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Nuffield College
5
Queen Mary College / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
38
Source
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ECONIS (ZBW)
38
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1
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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2
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:
3
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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4
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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5
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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6
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
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7
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607793
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8
Underperformance after SEOs : a bond market perspcetive
Strunk Hansen, Charlotte
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622248
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9
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
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10
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
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