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~institution:"Centre for Analytical Finance <Århus>"
~language:"eng"
~language:"hun"
~language:"rus"
~subject:"Option pricing theory"
~subject:"Share price"
~subject:"Volatilität"
~subject:"World"
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Option pricing theory
Share price
Volatilität
World
Theorie
70
Theory
70
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
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7
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6
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Schätztheorie
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Option trading
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Optionsgeschäft
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Cointegration
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3
Kointegration
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Least squares method
3
Probability theory
3
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3
Regressionsanalyse
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Book / Working Paper
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20
Graue Literatur
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20
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20
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English
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Strunk Hansen, Charlotte
2
Barndorff-Nielsen, Ole E.
1
Bechmann, Ken L.
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Engsted, Tom
1
Grasselli, M.R.
1
Hansen, Peter Reinhard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Lunde, Asger
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Shephard, Neil G.
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Venardos, Emmanouil
1
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1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
795
Edward Elgar Publishing
113
OECD
65
Ekonomiska forskningsinstitutet <Stockholm>
27
International Monetary Fund
27
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
25
Internationaler Währungsfonds / Research Department
22
Institut für Weltwirtschaft
21
Centre for Economic Policy Research
19
World Bank
19
Birkbeck College / Department of Economics
14
Brookings Institution
13
Rodney L. White Center for Financial Research
13
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12
International Economic Association
12
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
10
Chambre de commerce et d'industrie de Paris
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
9
Federal Reserve System / Division of Research and Statistics
9
Internationaler Währungsfonds
9
Weltbank
9
Center for Economic Research <Tilburg>
8
Christian-Albrechts-Universität zu Kiel
8
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8
Forschungsinstitut zur Zukunft der Arbeit
8
IGI Global
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Resources for the Future, Inc.
8
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8
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7
Federal Reserve Bank of Cleveland
7
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7
Universität Mannheim
7
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7
Australian National University / Faculty of Economics and Commerce
6
Bonn Graduate School of Economics
6
Centre for International Research on Economic Tendency Surveys
6
European Association of Evolutionary Political Economy
6
Federal Reserve Bank of Kansas City
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
21
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ECONIS (ZBW)
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Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
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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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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4
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
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5
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
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6
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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7
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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8
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
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9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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10
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
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