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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät"
~source:"econis"
~subject:"Option pricing theory"
~subject:"Statistischer Test"
~type_genre:"Graue Literatur"
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Risiko
Option pricing theory
Statistischer Test
Theorie
101
Theory
101
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Game theory
9
Spieltheorie
9
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Endogenes Wachstumsmodell
6
Endogenous growth model
6
Time series analysis
6
Zeitreihenanalyse
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Estimation theory
5
Markov chain
5
Markov-Kette
5
Risk
5
Savings
5
Schätztheorie
5
Sparen
5
CAPM
4
Equilibrium theory
4
Gleichgewichtstheorie
4
Intertemporal allocation
4
Intertemporale Allokation
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
4
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Book / Working Paper
24
Type of publication (narrower categories)
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Graue Literatur
Arbeitspapier
24
Non-commercial literature
24
Working Paper
24
Language
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English
24
Author
All
Wälde, Klaus
3
Hansen, Peter Reinhard
2
Lunde, Asger
2
Schmidli, Hanspeter
2
Strunk Hansen, Charlotte
2
Taulbjerg, Jes
2
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
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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Institution
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Centre for Analytical Finance <Århus>
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
Center for Economic Research <Tilburg>
13
Ekonomiska forskningsinstitutet <Stockholm>
12
Svenska Handelshögskolan <Helsinki>
11
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
10
Chambre de commerce et d'industrie de Paris
7
University of Southampton / Department of Economics
7
Columbia University / Department of Economics
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Australian National University / Faculty of Economics and Commerce
5
Birkbeck College / Department of Economics
5
Bonn Graduate School of Economics
5
Brown University / Department of Economics
5
European University Institute / Department of Economics
5
National Bureau of Economic Research
5
Centre for Economic Policy Research
4
Centre of Financial Studies
4
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
4
Forschungsinstitut zur Zukunft der Arbeit
4
Georgetown University / Economics Department
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
Institute of Finance and Accounting <London>
4
Johannes Gutenberg-Universität Mainz
4
Johns Hopkins University / Department of Economics
4
Social Systems Research Institute
4
University of California Davis / Department of Economics
4
University of Cambridge / Department of Applied Economics
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
European University Institute / Department of Law
3
Federal Reserve System / Division of Research and Statistics
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Umeå universitet
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
University of Cambridge / Faculty of Economics
3
University of Exeter / Department of Economics
3
University of Waterloo / Department of Economics
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
21
Wirtschaftstheoretische Diskussionsbeiträge
3
Source
All
ECONIS (ZBW)
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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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
4
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
5
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:
6
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:
7
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:
8
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
9
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
10
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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