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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Centro Studi Luca d'Agliano <Turin>"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Umeå universitet"
~subject:"Monte-Carlo-Simulation"
~subject:"Option pricing theory"
~type_genre:"Arbeitspapier"
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Risiko
Monte-Carlo-Simulation
Option pricing theory
Theorie
222
Theory
222
Estimation theory
22
Schätztheorie
22
Estimation
19
Schätzung
19
Schweden
17
Sweden
17
Optionspreistheorie
16
Time series analysis
13
Zeitreihenanalyse
13
Risk
12
Yield curve
11
Zinsstruktur
11
CAPM
9
Endogenes Wachstumsmodell
9
Endogenous growth model
9
Monte Carlo simulation
8
Stochastic process
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Stochastischer Prozess
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Welfare economics
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Wohlfahrtsökonomik
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Growth theory
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Haushaltsökonomik
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Household economics
7
Statistical test
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Statistischer Test
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Volatility
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Volatilität
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Wachstumstheorie
7
ARCH model
6
ARCH-Modell
6
Allgemeines Gleichgewicht
6
General equilibrium
6
Markov chain
6
Markov-Kette
6
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6
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Book / Working Paper
34
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Arbeitspapier
Working Paper
34
Graue Literatur
33
Non-commercial literature
33
Collection of articles of several authors
1
Sammelwerk
1
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English
34
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Aronsson, Thomas
2
Chesney, Marc
2
Faini, Riccardo
2
Gollier, Christian
2
Löfgren, Karl-Gustaf
2
Mikkelsen, Peter
2
Schmidli, Hanspeter
2
Strunk Hansen, Charlotte
2
Søndergaard Rasmussen, Nicki
2
Brännäs, Kurt
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Collin-Dufresne, Pierre
1
Crès, Hervé
1
Daveri, Francesco
1
Di Miscia, Orazio
1
Elliott, Robert J.
1
Grasselli, M.R.
1
Hall, Andreia
1
Henrotte, Philippe
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jeanblanc, Monique
1
Jondeau, Eric
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Pratt, John W.
1
Rockinger, Michael
1
Rossi, Isabelle
1
Schmid, Wolfgang
1
Solnik, Bruno
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
Centro Studi Luca d'Agliano <Turin>
Chambre de commerce et d'industrie de Paris
Umeå universitet
Ekonomiska forskningsinstitutet <Stockholm>
16
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
10
Svenska Handelshögskolan <Helsinki>
9
Center for Economic Research <Tilburg>
7
University of Exeter / Department of Economics
7
Australian National University / Faculty of Economics and Commerce
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Birkbeck College / Department of Economics
5
National Bureau of Economic Research
5
University of Southampton / Department of Economics
5
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
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4
Federal Reserve System / Division of Research and Statistics
4
Georgetown University / Economics Department
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
Institute of Finance and Accounting <London>
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
University of Canterbury / Dept. of Economics and Finance
4
University of Dundee / Department of Economic Studies
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Centre for Economic Policy Research
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
European University Institute / Department of Economics
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Københavns Universitet / Økonomisk Institut
3
National Institute of Economic and Social Research
3
Robert Schuman Centre for Advanced Studies
3
Trinity College Dublin / Department of Economics
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
University of Waterloo / Department of Economics
3
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
3
Australian National University / Faculty of Economics
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
20
Les cahiers de recherche / HEC Paris
8
Umeå economic studies
4
Development studies working papers / Centro Studi Luca d'Agliano
2
Source
All
ECONIS (ZBW)
34
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1
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
2
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
3
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
4
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
5
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
6
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
7
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
8
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
9
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
10
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
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