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~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Theory"
~type_genre:"Arbeitspapier"
~type_genre:"Sammelwerk"
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Theory
Option pricing theory
28
Optionspreistheorie
28
Theorie
28
CAPM
12
Volatility
9
Volatilität
9
Yield curve
5
Zinsstruktur
5
Estimation
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Schätzung
4
Börsenkurs
3
Denmark
3
Derivat
3
Derivative
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Dänemark
3
Estimation theory
3
Interest rate derivative
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Option trading
3
Optionsgeschäft
3
Schätztheorie
3
Share price
3
Stochastic process
3
Stochastischer Prozess
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USA
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United States
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Zinsderivat
3
Aktienoption
2
Currency option
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Devisenoption
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Forecast
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Führungskräfte
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Hedging
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Human capital
2
Humankapital
2
Incomplete market
2
Kleinste-Quadrate-Methode
2
Least squares method
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Book / Working Paper
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Arbeitspapier
Sammelwerk
Working Paper
28
Graue Literatur
27
Non-commercial literature
27
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English
28
Author
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Christensen, Bent Jesper
3
Jensen, B.
2
Mikkelsen, Peter
2
Strunk Hansen, Charlotte
2
Bartholdy, Jan
1
Brunetti, Celso
1
Bunzel, Henning
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Grasselli, M.R.
1
Grosen, Anders
1
Hubalek, Friedrich
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kallsen, Jan
1
Krawczyk, Leszek
1
Løchte Jørgensen, Peter
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Peare, Paula
1
Peskir, G.
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Schmid, Wolfgang
1
Shorish, Jamsheed
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
Venardos, Emmanouil
1
Vorm Christensen, C.
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
20
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Working paper / National Bureau of Economic Research, Inc.
406
Discussion paper / Centre for Economic Policy Research
278
CESifo working papers
211
Discussion paper / Tinbergen Institute
173
Discussion papers / CEPR
125
Working paper
110
Discussion paper
109
Research paper series / Swiss Finance Institute
89
CORE discussion paper : DP
77
Discussion paper / Center for Economic Research, Tilburg University
71
Finance and economics discussion series
59
Swiss Finance Institute Research Paper
56
Staff working paper / Bank of Canada
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
46
Working paper series
45
Cowles Foundation discussion paper
44
Diskussionsbeiträge / Institut für Verkehrswissenschaft und Regionalpolitik
42
Working papers / TSE : WP
42
Discussion paper series
40
Discussion paper / B
39
SFB 649 discussion paper
39
DICE discussion paper
37
Working paper series / European Central Bank
35
Department of Economics discussion paper series / University of Oxford
34
Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics
34
Discussion papers / Deutsches Institut für Wirtschaftsforschung
32
IDEI working papers
30
Working papers in economics
30
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
29
ZEW discussion papers
28
Discussion paper / Department of Business and Management Science
27
Discussion paper series / IZA
27
Faculty & research / Insead : working paper series
27
Staff reports / Federal Reserve Bank of New York
27
Working papers
27
CREATES research paper
26
Discussion paper / Institute of Social and Economic Research
26
Discussion papers in economics
26
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ECONIS (ZBW)
28
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1
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:
2
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
3
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
4
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset
pricing
approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
Saved in:
5
Market forces and dynamic asset
pricing
Peskir, G.
;
Shorish, Jamsheed
-
1999
Persistent link: https://www.econbiz.de/10001458252
Saved in:
6
The asset
pricing
approach to the rate of return to human capital : an equilibrium search framework for Denmark
Bunzel, Henning
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001458264
Saved in:
7
Pricing
in incomplete markets by fuzzy ranking
Jensen, B.
-
1999
Persistent link: https://www.econbiz.de/10001456496
Saved in:
8
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:
9
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:
10
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
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