//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES research paper"
~person:"Rombouts, Jeroen V. K."
~subject:"Risk premium"
~subject:"Theory"
~type_genre:"Arbeitspapier"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risk premium
Theory
Option pricing theory
4
Optionspreistheorie
4
ARCH model
2
ARCH-Modell
2
Heteroscedasticity
2
Heteroskedastizität
2
Multivariate Analyse
2
Multivariate analysis
2
2006
1
Aktienindex
1
Bayes-Statistik
1
Bayesian inference
1
Börsenkurs
1
Index futures
1
Index-Futures
1
Option trading
1
Optionsgeschäft
1
Risikoprämie
1
Share price
1
Stock index
1
Theorie
1
Time series analysis
1
USA
1
United States
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Rombouts, Jeroen V. K.
Christoffersen, Peter F.
3
Stentoft, Lars
2
Barbachan, José Santiago Fajardo
1
Bollerslev, Tim
1
Christensen, Bent Jesper
1
Goyenko, Ruslan
1
Jacobs, Kris
1
Karoui, Mehdi
1
Kristensen, Dennis
1
Mele, Antonio
1
Mordecki, Ernesto
1
Santucci de Magistris, Paolo
1
Todorov, Viktor
1
Veraart, Almut E. D.
1
Veraart, Luitgard
1
more ...
less ...
Published in...
All
CREATES research paper
CORE discussion papers : DP
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10003963064
Saved in:
2
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10008651682
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->