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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
~language:"eng"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Theory
Theorie
118
Option pricing theory
21
Optionspreistheorie
21
Volatility
19
Volatilität
19
Yield curve
16
Zinsstruktur
16
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Estimation theory
13
Schätztheorie
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Option trading
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118
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Article in journal
Graue Literatur
Arbeitspapier
118
Non-commercial literature
118
Working Paper
118
Language
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English
French
10
Author
All
Barndorff-Nielsen, Ole E.
6
Dionne, Georges
5
Palma, André de
5
Lardic, Sandrine
4
Mignon, Valérie
4
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Coestier, Bénédicte
3
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Rotillon, Gilles
3
Scaillet, Olivier
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Sørensen, Michael
3
Taulbjerg, Jes
3
Bontems, Philipe
2
Bourgeon, Jean-Marc
2
Bramoullé, Yann
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Desgranges, Gabriel
2
Engsted, Tom
2
Fombaron, Nathalie
2
Forges, Françoise
2
Gary-Bobo, Robert
2
Hansen, Peter Reinhard
2
Jouvet, Pierre-André
2
Kilani, Karim
2
Løchte Jørgensen, Peter
2
Michel, Philippe
2
Myhre Lildholt, Peter
2
Nesterov, Jurij Evgenʹevič
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Picard, Pierre
2
Pinquet, Jean
2
Rahbek, Anders
2
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Institution
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Centre for Analytical Finance <Århus>
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
Center for Economic Research <Tilburg>
278
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
254
Ekonomiska forskningsinstitutet <Stockholm>
236
National Bureau of Economic Research
230
European University Institute / Department of Economics
218
Forschungsinstitut zur Zukunft der Arbeit
164
Umeå universitet
114
Foerder Institute for Economic Research <Tēl-Āvîv>
108
Social Systems Research Institute
99
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
97
Universitat Pompeu Fabra / Departament d'Economia i Empresa
93
Internationaler Währungsfonds / Research Department
86
University of Exeter / Department of Economics
83
Universitetet i Oslo / Økonomisk institutt
79
Centre for Economic Policy Research
78
Massachusetts Institute of Technology / Department of Economics
78
Institut für Weltwirtschaft
76
Robert Schuman Centre for Advanced Studies
75
Columbia University / Department of Economics
73
European University Institute / Department of Law
72
Johns Hopkins University / Department of Economics
67
Australian National University / Faculty of Economics and Commerce
65
Bonn Graduate School of Economics
61
Brown University / Department of Economics
61
Instituto Valenciano de Investigaciones Económicas
57
INSEAD
55
Institute of Finance and Accounting <London>
54
University of Southampton / Department of Economics
54
University of Warwick / Department of Economics
54
University of Cambridge / Department of Applied Economics
53
Federal Reserve Bank of Cleveland
51
Georgetown University / Economics Department
51
Københavns Universitet / Økonomisk Institut
51
University of Strathclyde / Department of Economics
51
Federal Reserve Bank of St. Louis
50
Umeå Universitet / Institutionen för Nationalekonomi
49
Federal Reserve Bank of San Francisco
48
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
47
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
66
Documents de travail / THEMA
52
Source
All
ECONIS (ZBW)
118
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1
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
2
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
3
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:
4
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:
5
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
6
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
7
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
8
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
9
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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
Saved in:
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