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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve System / Division of Research and Statistics"
~language:"ara"
~language:"eng"
~subject:"Kapitaleinkommen"
~subject:"Optionspreistheorie"
~subject:"Rationale Erwartung"
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Kapitaleinkommen
Optionspreistheorie
Rationale Erwartung
Theorie
136
Theory
136
Option pricing theory
15
Estimation
14
Schätzung
14
USA
14
United States
14
Yield curve
14
Zinsstruktur
14
Estimation theory
12
Geldpolitik
12
Monetary policy
12
Schätztheorie
12
Stochastic process
12
Stochastischer Prozess
12
Volatility
10
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10
CAPM
7
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7
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7
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Prognoseverfahren
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ARCH-Modell
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Time series analysis
6
Zeitreihenanalyse
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Börsenkurs
5
Capital income
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Rational expectations
5
Risiko
5
Risk
5
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24
Graue Literatur
21
Non-commercial literature
21
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Strunk Hansen, Charlotte
3
Tinsley, Peter A.
2
Zhou, Chunsheng
2
Berkowitz, Jeremy
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Jones, Charles I.
1
Kuester, Kathleen A.
1
Lengwiler, Yvan
1
Lunde, Asger
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
O'Brien, James M.
1
Orphanides, Athanasios
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tuypens, Bjorn E.
1
Venardos, Emmanouil
1
Wieland, Volker
1
Williams, John C.
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
Federal Reserve System / Division of Research and Statistics
National Bureau of Economic Research
304
Rodney L. White Center for Financial Research
11
Svenska Handelshögskolan <Helsinki>
11
Birkbeck College / Department of Economics
8
The Wharton Financial Institutions Center
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Ekonomiska forskningsinstitutet <Stockholm>
7
European University Institute / Department of Economics
7
Federal Reserve Bank of San Francisco
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
University of Chicago / Center for Research in Security Prices
7
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Erasmus Research Institute of Management
6
University of Exeter / Department of Economics
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
5
Center for Economic Research <Tilburg>
5
Federal Reserve System / Board of Governors
5
Chambre de commerce et d'industrie de Paris
4
Institute of Finance and Accounting <London>
4
International Center for Financial Asset Management and Engineering
4
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
4
Centre for Economic Policy Research
3
Centre of Financial Studies
3
Frank J. Fabozzi Associates <New Hope, Pa.>
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
Internationaler Währungsfonds / Research Department
3
Johannes Gutenberg-Universität Mainz
3
Johns Hopkins University / Department of Economics
3
Massachusetts Institute of Technology / Department of Economics
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
University of British Columbia / Finance Division
3
Banca d'Italia / Servizio Studi
2
Brown University / Department of Economics
2
Center for the Study of Law and Economics <Saarbrücken>
2
Columbia University / Department of Economics
2
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
2
Deutsche Forschungsgemeinschaft
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Finance and economics discussion series
9
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ECONIS (ZBW)
25
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1
Measuring the social return to R&D
Jones, Charles I.
-
1997
Persistent link: https://www.econbiz.de/10000961486
Saved in:
2
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
3
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
4
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
5
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:
6
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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7
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
8
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:
9
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:
10
Underperformance after SEOs : a bond market perspcetive
Strunk Hansen, Charlotte
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622248
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