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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Umeå universitet"
~subject:"Option pricing theory"
~subject:"Statistischer Test"
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Risiko
Option pricing theory
Statistischer Test
Theorie
197
Theory
197
Schweden
28
Sweden
28
Estimation theory
26
Schätztheorie
26
Estimation
17
Schätzung
17
Time series analysis
17
Zeitreihenanalyse
17
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Welfare economics
9
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9
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Volatilität
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24
Graue Literatur
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Collection of articles of several authors
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English
26
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Aronsson, Thomas
3
Löfgren, Karl-Gustaf
3
Hansen, Peter Reinhard
2
Lunde, Asger
2
Schmidli, Hanspeter
2
Strunk Hansen, Charlotte
2
Taulbjerg, Jes
2
Backlund, Kenneth
1
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Shephard, Neil G.
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
Umeå universitet
National Bureau of Economic Research
218
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
Ekonomiska forskningsinstitutet <Stockholm>
15
OECD
15
Center for Economic Research <Tilburg>
13
Svenska Handelshögskolan <Helsinki>
11
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Chambre de commerce et d'industrie de Paris
9
Edward Elgar Publishing
9
Organisation for Economic Co-operation and Development
8
European University Institute / Department of Economics
7
University of Southampton / Department of Economics
7
Australian National University / Faculty of Economics and Commerce
6
Columbia University / Department of Economics
6
University of Dundee / Department of Economic Studies
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Birkbeck College / Department of Economics
5
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5
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Centre for Economic Policy Research
4
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Institute of Finance and Accounting <London>
4
Johannes Gutenberg-Universität Mainz
4
Johns Hopkins University / Department of Economics
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Social Systems Research Institute
4
Springer Fachmedien Wiesbaden
4
Trinity College Dublin / Department of Economics
4
University of California Davis / Department of Economics
4
University of Cambridge / Department of Applied Economics
4
Verlag Dr. Kovač
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
22
Umeå economic studies
4
Source
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ECONIS (ZBW)
26
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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
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
5
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
6
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
7
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
8
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:
9
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
10
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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