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~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Option pricing theory"
~subject:"Transfer pricing"
~type_genre:"Arbeitspapier"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Sammelwerk"
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Option pricing theory
Transfer pricing
Optionspreistheorie
28
Theorie
28
Theory
28
CAPM
12
Volatility
9
Volatilität
9
Yield curve
5
Zinsstruktur
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Denmark
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Estimation theory
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Option trading
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Schätztheorie
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2
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2
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2
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2
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2
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Arbeitspapier
Mehrbändiges Werk
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28
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27
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27
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English
28
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Christensen, Bent Jesper
3
Løchte Jørgensen, Peter
3
Stentoft, Lars
3
Strunk Hansen, Charlotte
3
Asmussen, Søren
1
Barndorff-Nielsen, Ole E.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Grasselli, M.R.
1
Grosen, Anders
1
Hubalek, Friedrich
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, B.
1
Kallsen, Jan
1
Kiefer, Nicholas Maximilian
1
Krawczyk, Leszek
1
Madan, Dilip B.
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Peskir, Goran
1
Postorius, M.
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
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1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Venardos, Emmanouil
1
Vorm Christensen, C.
1
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Centre for Analytical Finance <Århus>
21
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Research paper series / Swiss Finance Institute
87
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Working paper / National Bureau of Economic Research, Inc.
56
SFB 649 discussion paper
53
Working paper
52
CESifo working papers
46
Swiss Finance Institute Research Paper
42
Discussion paper / Tinbergen Institute
40
Discussion paper / Centre for Economic Policy Research
33
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
30
CREATES research paper
28
Mathematical finance
25
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23
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
21
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20
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19
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19
Discussion papers of interdisciplinary research project 373
18
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18
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17
Discussion paper / Department of Business and Management Science
16
Working paper series / Centre for Practical Quantitative Finance
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Hefte zur internationalen Besteuerung
14
IMF working paper
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
14
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
14
CoFE discussion papers
13
Discussion paper / ICMA Centre, Henley Business School, University of Reading
13
Tübinger Diskussionsbeitrag
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
Working papers on finance
13
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
12
Meddelanden från Svenska Handelshögskolan
12
Discussion papers / CEPR
11
Working papers
11
Bonn Econ Discussion Papers / BGSE
10
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ECONIS (ZBW)
28
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1
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Saved in:
2
Pricing
equity default swaps under the CGMY Lévy model
Asmussen, Søren
(
contributor
);
Madan, Dilip B.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003093868
Saved in:
3
Variance-optimal heding for processes with stationary independent increments
Hubalek, Friedrich
;
Kallsen, Jan
;
Krawczyk, Leszek
-
2005
Persistent link: https://www.econbiz.de/10002830696
Saved in:
4
The implied-realized volatility relation with jumps in underlying asset prices
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
-
2005
Persistent link: https://www.econbiz.de/10002670536
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
7
Power and bipower variation with stocjastic volatility and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
Saved in:
8
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:
9
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
10
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
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