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~institution:"Centre for Analytical Finance <Århus>"
~institution:"INSEAD"
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Theorie
137
Theory
137
Option pricing theory
14
Optionspreistheorie
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11
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11
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10
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Barndorff-Nielsen, Ole E.
8
Van Wassenhove, Luk N.
5
Vives, Xavier
5
Loch, Christoph H.
4
Sørensen, Michael
4
Tanggaard, Carsten
4
Toktay, L. Beril
4
Wertenbroch, Klaus
4
Adner, Ron
3
Christen, Markus
3
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Zemsky, Peter
3
Ariely, Dan
2
Blondel, Christine
2
Boulding, William
2
Carlock, Randel S.
2
Chandon, Pierre
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Gargiulo, Martin
2
Giraud, Gaël
2
Hansen, Peter Reinhard
2
Kavadias, Stylianos
2
Lazonick, William
2
Løchte Jørgensen, Peter
2
Mello-e-Souza, Carlos A.
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Pich, Michael T.
2
Popescu, Ioana
2
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Centre for Analytical Finance <Århus>
INSEAD
National Bureau of Economic Research
7,035
Edward Elgar Publishing
400
Ekonomiska forskningsinstitutet <Stockholm>
282
Center for Economic Research <Tilburg>
278
OECD
259
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256
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250
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247
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211
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165
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156
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137
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136
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135
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134
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127
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126
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107
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105
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102
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102
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91
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84
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79
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75
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73
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71
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70
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69
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69
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68
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
70
Faculty & research / Insead : working paper series
66
Advanced series in management
1
Source
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ECONIS (ZBW)
137
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1
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
2
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Saved in:
3
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
4
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
5
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
6
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
7
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
8
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
9
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
10
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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