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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Forschungsinstitut zur Zukunft der Arbeit"
~subject:"Option pricing theory"
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Option pricing theory
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Strunk Hansen, Charlotte
2
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1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Grasselli, M.R.
1
Hurd, T.R.
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Centre for Analytical Finance <Århus>
Forschungsinstitut zur Zukunft der Arbeit
Svenska Handelshögskolan <Helsinki>
8
Ekonomiska forskningsinstitutet <Stockholm>
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
4
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Banque de France / Direction des Etudes Economiques et de la Recherche
2
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
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Springer-Verlag GmbH
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Berliner Wissenschafts-Verlag
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Commissariat à l'énergie atomique
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Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
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Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
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Danmarks Nationalbank
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Erasmus Research Institute of Management
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Eric Cuvillier <Firma>
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
14
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ECONIS (ZBW)
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Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
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:
4
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
5
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:
6
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:
7
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:
8
Underperformance after SEOs : a bond market perspcetive
Strunk Hansen, Charlotte
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622248
Saved in:
9
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:
10
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
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