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~institution:"Centre for Analytical Finance <Århus>"
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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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Book / Working Paper
81
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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
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
10,032
Edward Elgar Publishing
703
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...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
81
Source
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ECONIS (ZBW)
81
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71
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
Saved in:
72
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607793
Saved in:
73
How to hedge unknown risk
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560026
Saved in:
74
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
75
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
76
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
77
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
Saved in:
78
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
79
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
Saved in:
80
Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
Saved in:
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