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~institution:"Centre for Analytical Finance <Århus>"
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Search: subject:"Theorie"
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Subject
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Theorie
70
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
81
Type of publication (narrower categories)
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Arbeitspapier
74
Graue Literatur
74
Non-commercial literature
74
Working Paper
74
Language
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English
81
Author
All
Barndorff-Nielsen, Ole E.
9
Sørensen, Michael
5
Christensen, Bent Jesper
4
Løchte Jørgensen, Peter
4
Shepard, Neil
4
Shephard, Neil G.
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Stentoft, Lars
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
Levendorskij, Sergej Z.
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Peskir, Goran
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shin Jensen, Malene
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
10,032
Edward Elgar Publishing
702
Springer Fachmedien Wiesbaden
684
OECD
493
IGI Global
342
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
341
World Bank
316
Ekonomiska forskningsinstitutet <Stockholm>
311
Center for Economic Research <Tilburg>
305
European University Institute / Department of Economics
267
HAL
227
Forschungsinstitut zur Zukunft der Arbeit
194
Institut für Weltwirtschaft
186
International Monetary Fund
185
Université Paris-Dauphine (Paris IX)
184
Centre for Economic Policy Research
152
Internationaler Währungsfonds / Research Department
152
Foerder Institute for Economic Research <Tēl-Āvîv>
147
Springer-Verlag GmbH
138
Umeå universitet
133
Universitat Pompeu Fabra / Departament d'Economia i Empresa
127
Metropolis-Verlag für Ökonomie Gesellschaft und Politik GmbH
119
University of Exeter / Department of Economics
116
Verlag Dr. Kovač
116
Social Systems Research Institute
110
Robert Schuman Centre for Advanced Studies
109
De Gruyter Oldenbourg
107
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
105
Varazdin Development and Entrepreneurship Agency
104
Deutsche Forschungsgemeinschaft
103
European University Institute / Department of Law
101
University of Warwick / Department of Economics
97
Friedrich-Schiller-Universität Jena
95
Erasmus Research Institute of Management
94
Nomos Verlagsgesellschaft
93
Books on Demand GmbH <Norderstedt>
92
Australian National University / Faculty of Economics and Commerce
89
Universitetet i Oslo / Økonomisk institutt
88
Massachusetts Institute of Technology / Department of Economics
87
Columbia University / Department of Economics
86
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
81
Source
All
ECONIS (ZBW)
81
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11
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
Saved in:
12
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
13
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
14
Underperformance after SEOs : a bond market perspcetive
Strunk Hansen, Charlotte
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622248
Saved in:
15
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
Saved in:
16
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
Saved in:
17
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
18
A note on the call-put parity and a call-put duality
Peskir, Goran
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
Saved in:
19
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:
20
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
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