Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Option pricing theory"
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
A Theoretical Framework for Tr...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
67
Theory
67
Optionspreistheorie
57
Monte Carlo simulation
23
ARCH model
22
ARCH-Modell
22
Option trading
22
Optionsgeschäft
22
Monte-Carlo-Simulation
20
Simulation
19
Volatility
17
Volatilität
17
Estimation theory
15
Börsenkurs
14
GARCH models
14
Share price
14
VaR
14
option pricing
14
Climate change
13
Klimawandel
13
Option pricing
13
Schätztheorie
13
Monte Carlo simulations
12
Risk
12
Risk management
12
Carbon
11
Forecasting model
11
Prognoseverfahren
11
Risikomanagement
11
copula
11
American options
10
EUA
10
Forecasting
10
Risk measure
10
Value at Risk
10
forecast
10
Chaos theory
9
Game theory
9
Kleinste-Quadrate-Methode
9
more ...
less ...
Online availability
All
Free
37
Undetermined
8
CC license
4
Type of publication
All
Book / Working Paper
33
Article
24
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
57
Author
All
Stentoft, Lars
55
Rombouts, Jeroen V. K.
12
Escobar, Marcos
7
Rastegari, Javad
5
Reesor, R. Mark
5
Rombouts, J. V. K.
5
Letourneau, Pascal
4
Violante, Francesco
4
Boire, François-Michel
3
Chorro, Christophe
2
Guegan, Dominique
2
Ielpo, Florian
2
Boire, Francois-Michel
1
Boyer, Martin
1
Hou, Yangyang
1
Létourneau, Pascal
1
Simonato, Jean-Guy
1
Violante, Franceso
1
Ye, Xize
1
Zhu, Xiaotian
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
3
Published in...
All
CREATES research paper
7
Journal of risk and financial management : JRFM
5
Finance research letters
3
Journal of banking & finance
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
CORE discussion papers : DP
2
International journal of forecasting
2
Journal of empirical finance
2
CIRANO - Scientific Publications
1
CIRANO - Scientific Publications 2010s-23
1
CIRANO - Scientific Publications 2012s-05
1
CORE discussion paper : DP
1
CREATES Research Paper
1
Centre d’Economie de la Sorbonne Working Paper
1
European journal of operational research : EJOR
1
Handbook of research methods and applications in empirical finance
1
International review of financial analysis
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Operations research letters
1
Paris December 2010 Finance Meeting EUROFIDAI - AFFI
1
Quantitative finance
1
Review of derivatives research
1
Risk management and insurance review
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing american options when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
Saved in:
2
Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
Saved in:
3
American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 880-902
Persistent link: https://www.econbiz.de/10009492526
Saved in:
4
American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars
-
2011
Persistent link: https://www.econbiz.de/10009308213
Saved in:
5
What we can learn from pricing 139,879 individual stock options
Stentoft, Lars
-
2011
Persistent link: https://www.econbiz.de/10009785803
Saved in:
6
American option pricing using GARCH models and the normal inverse Gaussian distribution
Stentoft, Lars
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 540-582
Persistent link: https://www.econbiz.de/10003778987
Saved in:
7
Pricing American options when the underlying asset follows GARCH processes
Stentoft, Lars
- In:
Journal of empirical finance
12
(
2005
)
4
,
pp. 576-611
Persistent link: https://www.econbiz.de/10003144806
Saved in:
8
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 129-168
Persistent link: https://www.econbiz.de/10003153995
Saved in:
9
What we can learn from pricing 139,879 individual stock options
Stentoft, Lars
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 54-78
Persistent link: https://www.econbiz.de/10011399778
Saved in:
10
American option pricing using simulation with an application to the GARCH model
Stentoft, Lars
- In:
Handbook of research methods and applications in …
,
(pp. 114-147)
.
2013
Persistent link: https://www.econbiz.de/10011897373
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
