//--> //--> //-->
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
~person:"Rombouts, Jeroen V. K."
~subject:"Börsenkurs"
~subject:"Risk premium"
~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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Risk premium
Option pricing theory
8
Optionspreistheorie
8
ARCH model
4
ARCH-Modell
4
Heteroscedasticity
4
Heteroskedastizität
4
Multivariate Analyse
3
Multivariate analysis
3
2006
2
Aktienindex
2
Bayes-Statistik
2
Bayesian inference
2
Index futures
2
Index-Futures
2
Option trading
2
Optionsgeschäft
2
Risikoprämie
2
Share price
2
Stock index
2
Theorie
2
Theory
2
Time series analysis
2
USA
2
United States
2
Zeitreihenanalyse
2
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
4
Author
All
Rombouts, Jeroen V. K.
Härdle, Wolfgang
6
Christoffersen, Peter F.
5
Jacobs, Kris
5
Barone-Adesi, Giovanni
4
Bollerslev, Tim
4
Lüders, Erik
4
Peisl, Bernhard
4
Sala, Carlo
4
Stentoft, Lars
4
Bank, Peter
3
Forbes, Catherine Scipione
3
Maneesoonthorn, Worapree
3
Martin, Gael M.
3
Neuhaus, Holger
3
Petersen, Annelie
3
Schöbel, Rainer
3
Vette, Nander de
3
Wijnbergen, Sweder van
3
Andersen, Torben
2
Cao, Jie
2
Christensen, Bent Jesper
2
Czado, Claudia
2
Dhaene, Jan
2
Gao, Can
2
Gibson, Michael S.
2
Gourier, Elise
2
Goyal, Amit
2
Hafner, Christian M.
2
Herwartz, Helmut
2
Heston, Steven L.
2
Hietala, Pekka T.
2
Huitema, Robert
2
Jokivuolle, Esa
2
Karmann, Alexander
2
Kelly, Bryan T.
2
Kohlmann, Michael
2
Kolbe, Andreas
2
Koskinen, Yrjö
2
Kostakis, Alexandros
2
more ...
less ...
Published in...
All
CORE discussion papers : DP
2
CREATES research paper
2
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
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
Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.
;
Stent, Lars
-
2010
Persistent link: https://www.econbiz.de/10008648918
Saved in:
3
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009504643
Saved in:
4
The value of multivariate model sophistication : an application to pricing Dow Jones industrial average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009485768
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->