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Theorie
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Option pricing theory
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Optionspreistheorie
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Volatilität
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17
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English
68
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Barndorff-Nielsen, Ole E.
7
Christiansen, Charlotte
6
Christensen, Bent Jesper
5
Sørensen, Michael
5
Shephard, Neil G.
4
Lunde, Asger
3
Mikkelsen, Peter
3
Stentoft, Lars
3
Strunk Hansen, Charlotte
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Bibby, Bo Martin
2
Busch, Thomas
2
Di Miscia, Orazio
2
Hansen, Peter Reinhard
2
Koulikov, Dmitri
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Peskir, Goran
2
Poulsen, Rolf
2
Rahbek, Anders
2
Shepard, Neil
2
Shin Jensen, Malene
2
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Christensen, Claus Vorm
1
Daniels, Kenneth N.
1
Engsted, Tom
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kiefer, Nicholas M.
1
Kristensen, Dennis
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
2,248
International Monetary Fund (IMF)
698
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
295
International Monetary Fund
261
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
128
Institut für Schweizerisches Bankwesen <Zürich>
103
C.E.P.R. Discussion Papers
87
OECD
70
European Central Bank
64
EconWPA
61
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60
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47
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42
Federal Reserve Bank of St. Louis
41
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41
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41
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41
Rodney L. White Center for Financial Research
38
Université Paris-Dauphine (Paris IX)
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Institute of Finance and Accounting <London>
33
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
32
Federal Reserve Bank of San Francisco
31
Center for Economic Research <Tilburg>
30
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
27
Chambre de commerce et d'industrie de Paris
25
Erasmus Research Institute of Management
25
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25
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25
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23
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Banque de France
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Federal Reserve System / Board of Governors
21
Tilburg University, Center for Economic Research
21
Banca d'Italia
20
CESifo
20
Centre for Economic Policy Research
20
European University Institute / Department of Economics
20
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
20
Federal Reserve System / Division of Research and Statistics
20
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
68
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ECONIS (ZBW)
68
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1
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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
Option pricing in stochastic
volatility
models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
4
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:
5
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
Saved in:
6
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:
7
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
8
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
9
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic
volatility
model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
10
A comparison of
volatility
models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
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