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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Börsenkurs"
~subject:"Optionspreistheorie"
~subject:"Prognoseverfahren"
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Börsenkurs
Optionspreistheorie
Prognoseverfahren
Theorie
70
Theory
70
Option pricing theory
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
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Book / Working Paper
17
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Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
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English
17
Author
All
Strunk Hansen, Charlotte
3
Bechmann, Ken L.
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Engsted, Tom
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Mikkelsen, Peter
1
Nicolato, Elisa
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
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
Venardos, Emmanouil
1
Širjaev, Alʹbert N.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
303
Ekonomiska forskningsinstitutet <Stockholm>
23
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
Birkbeck College / Department of Economics
13
Svenska Handelshögskolan <Helsinki>
10
Christian-Albrechts-Universität zu Kiel
8
Federal Reserve System / Division of Research and Statistics
8
Rodney L. White Center for Financial Research
8
Center for Economic Research <Tilburg>
7
Centre for Economic Policy Research
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
European University Institute / Department of Economics
7
European University Institute / Department of Law
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Erasmus Research Institute of Management
6
Springer Fachmedien Wiesbaden
6
Verlag Dr. Kovač
6
Zakład Teorii Prognoz <Krakau>
6
Bonn Graduate School of Economics
5
Federal Reserve Bank of San Francisco
5
Federal Reserve System / Board of Governors
5
Johannes Gutenberg-Universität Mainz
5
The Wharton Financial Institutions Center
5
University of Cambridge / Department of Applied Economics
5
University of Strathclyde / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Centre for International Research on Economic Tendency Surveys
4
Centre for Quantitative Economics & Computing
4
Chambre de commerce et d'industrie de Paris
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Econometrisch Instituut <Rotterdam>
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
International Monetary Fund
4
Robert Schuman Centre for Advanced Studies
4
Rutgers University / Department of Economics
4
School of Economics and Finance <Brisbane>
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Umeå Universitet / Institutionen för Nationalekonomi
4
University of Exeter / Department of Economics
4
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
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ECONIS (ZBW)
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1
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
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
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
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
Saved in:
7
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
8
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:
9
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:
10
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
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