//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Stentoft, Lars"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Options"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
5
Optionspreistheorie
5
Börsenkurs
3
Option trading
3
Optionsgeschäft
3
Share price
3
Aktienindex
2
Multivariate Analyse
2
Multivariate analysis
2
Stock index
2
1996-2006
1
ARCH model
1
ARCH-Modell
1
Aktienoption
1
CAPM
1
Closed form solutions
1
Correlation
1
Covariance dependent kernel
1
Estimation theory
1
GARCH models
1
Korrelation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Pricing
1
Schätztheorie
1
Stock option
1
Volatility
1
Volatilität
1
maximum likelihood estimation
1
multi-asset options
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Non-commercial literature
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
5
Graue Literatur
5
Working Paper
5
Article
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
5
Author
All
Stentoft, Lars
Moretto, Michele
33
Chen, Yu-Fu
31
Funke, Michael
23
Panteghini, Paolo
22
Madlener, Reinhard
18
Niemann, Rainer
15
Kort, Peter M.
13
Sureth, Caren
13
Vergalli, Sergio
13
Bloom, Nicholas
10
Di Corato, Luca
10
Gylfi Zoega
9
Teulings, Coen N.
9
Wystup, Uwe
9
Altmann, Steffen
8
Fusari, Nicola
8
Huisman, Kuno J. M.
8
León Valle, Ángel Manuel
8
Løchte Jørgensen, Peter
8
Scarpa, Carlo
8
Smit, Han T. J.
8
Thijssen, Jacco J. J.
8
Andersen, Torben
7
Buhai, Sebastian
7
Falk, Armin
7
Giglio, Stefano
7
McAleer, Michael
7
Schwartz, Eduardo S.
7
Bebchuk, Lucian A.
6
Belke, Ansgar
6
Dew-Becker, Ian
6
Dittmann, Ingolf
6
Edmans, Alex
6
Göcke, Matthias
6
Hall, Brian J.
6
Hess, Dieter
6
Kräussl, Roman
6
Larcker, David F.
6
Mencía, Javier
6
Nikitopoulos, Christina Sklibosios
6
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
1
Published in...
All
CREATES research paper
2
CORE discussion papers : DP
1
Working paper
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
-
2023
Persistent link: https://www.econbiz.de/10014281687
Saved in:
2
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average
options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009504643
Saved in:
3
The value of multivariate model sophistication : an application to pricing Dow Jones industrial average
options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009485768
Saved in:
4
What we can learn from pricing 139,879 individual stock
options
Stentoft, Lars
-
2011
Persistent link: https://www.econbiz.de/10009785803
Saved in:
5
Pricing american
options
when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->