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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Game theory"
~subject:"Theorie"
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Game theory
Theorie
Theory
70
Option pricing theory
24
Optionspreistheorie
24
Stochastic process
13
Stochastischer Prozess
13
Volatility
12
Volatilität
12
Yield curve
12
Zinsstruktur
12
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Estimation
7
Option trading
7
Optionsgeschäft
7
Schätzung
7
Statistical test
7
Statistischer Test
7
ARCH model
6
ARCH-Modell
6
Estimation theory
6
Schätztheorie
6
Time series analysis
6
Zeitreihenanalyse
6
CAPM
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Kleinste-Quadrate-Methode
4
Least squares method
4
Statistical distribution
4
Statistische Verteilung
4
Börsenkurs
3
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kointegration
3
Probability theory
3
Regression analysis
3
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Type of publication
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Book / Working Paper
70
Type of publication (narrower categories)
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Arbeitspapier
66
Graue Literatur
66
Non-commercial literature
66
Working Paper
66
Language
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English
70
Author
All
Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
4
Tanggaard, Carsten
4
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
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,204
Edward Elgar Publishing
410
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
295
Ekonomiska forskningsinstitutet <Stockholm>
290
Center for Economic Research <Tilburg>
288
OECD
261
Springer Fachmedien Wiesbaden
257
European University Institute / Department of Economics
255
IGI Global
225
Forschungsinstitut zur Zukunft der Arbeit
168
World Bank
156
Institut für Weltwirtschaft
139
Internationaler Währungsfonds / Research Department
137
International Monetary Fund
136
Centre for Economic Policy Research
135
Foerder Institute for Economic Research <Tēl-Āvîv>
135
Umeå universitet
127
Universitat Pompeu Fabra / Departament d'Economia i Empresa
109
University of Exeter / Department of Economics
109
Social Systems Research Institute
104
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Springer-Verlag GmbH
92
Deutsche Forschungsgemeinschaft
90
Australian National University / Faculty of Economics and Commerce
86
Robert Schuman Centre for Advanced Studies
82
Universitetet i Oslo / Økonomisk institutt
80
University of Warwick / Department of Economics
79
Massachusetts Institute of Technology / Department of Economics
78
European University Institute / Department of Law
77
Columbia University / Department of Economics
76
Federal Reserve System / Board of Governors
75
De Gruyter Oldenbourg
74
Instituto Valenciano de Investigaciones Económicas
74
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
Erasmus Research Institute of Management
72
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
70
Deutschland / Bundeswehr / Universität Hamburg
69
Johns Hopkins University / Department of Economics
68
INSEAD
67
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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
Source
All
ECONIS (ZBW)
70
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1
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:
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
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
5
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:
6
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
7
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
8
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
9
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
10
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
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