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Option Prices with Stochastic...
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Optionspreistheorie
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Option pricing theory
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88
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88
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88
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87
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86
Realoptionsansatz
86
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85
Kapitaleinkommen
85
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Härdle, Wolfgang
36
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16
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Rosenberg, Joshua V.
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Schlag, Christian
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Chambre de commerce et d'industrie de Paris
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Svenska Handelshögskolan <Helsinki>
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Center for Economic Research <Tilburg>
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Ekonomiska forskningsinstitutet <Stockholm>
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Johannes Gutenberg-Universität Mainz
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National Bureau of Economic Research
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Bonn Graduate School of Economics
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Centre of Financial Studies
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Erasmus Research Institute of Management
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Institutt for Foretaksøkonomi <Bergen, Norwegen>
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Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Eberhard Karls Universität Tübingen
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Judge Institute of Management Studies
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Karlsruher Institut für Technologie
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École des Hautes Études Commerciales <Lausanne>
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Australian National University / Faculty of Economics and Commerce
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Bank of England / Monetary Analysis Division
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Center for Economic Research <Minneapolis, Minn.>
1
Center for International Food and Agricultural Policy
1
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1
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Research paper series / Swiss Finance Institute
89
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
SFB 649 discussion paper
54
Working paper / National Bureau of Economic Research, Inc.
53
Swiss Finance Institute Research Paper
43
Discussion paper / Tinbergen Institute
36
Working paper series / Centre for Practical Quantitative Finance
30
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
30
CREATES research paper
29
Working paper
29
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
28
Discussion paper / Centre for Economic Policy Research
27
Mathematical finance
25
Discussion papers of interdisciplinary research project 373
21
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
21
Discussion paper / B
20
Finance and economics discussion series
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CoFE discussion papers
19
Discussion paper / Center for Economic Research, Tilburg University
19
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
Les cahiers de recherche / HEC Paris
18
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
IMF working papers
16
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15
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14
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12
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
11
SSE EFI working paper series in economics and finance
11
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11
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11
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10
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ECONIS (ZBW)
2,052
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1
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
1998
Persistent link: https://www.econbiz.de/10000168118
Saved in:
2
Options, sunspots, and the creation of uncertainty
Bowman, David
;
Faust, Jon
-
1995
Persistent link: https://www.econbiz.de/10000911316
Saved in:
3
A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte
;
Décamps, Jean-Paul
;
Koehl, …
-
1996
Persistent link: https://www.econbiz.de/10000936713
Saved in:
4
Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959376
Saved in:
5
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan
-
1994
Persistent link: https://www.econbiz.de/10000959539
Saved in:
6
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
7
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
8
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
9
Opzioni lineamenti generali e modelli matematici
Izzi, Luisa
-
1996
Persistent link: https://www.econbiz.de/10000968122
Saved in:
10
Shifted poisson processes and the pricing of perpetual American options
Michaud, Frédéric
-
1997
Persistent link: https://www.econbiz.de/10000971722
Saved in:
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