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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
~subject:"Theory"
~type_genre:"Glossary included"
~type_genre:"Graue Literatur"
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Option Prices with Stochastic...
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Monte Carlo simulation
Portfolio-Management
Theory
Option pricing theory
21
Optionspreistheorie
21
Theorie
13
Volatility
5
Volatilität
5
Monte-Carlo-Simulation
3
Option trading
3
Optionsgeschäft
3
Aktienoption
2
Currency option
2
Devisenoption
2
Estimation theory
2
Führungskräfte
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Managers
2
Schätztheorie
2
Stochastic process
2
Stochastischer Prozess
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Stock option
2
Time series analysis
2
Yield curve
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2
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1
Börsenkurs
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CAPM
1
Currency derivative
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Derivat
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Derivative
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Estimation
1
Forecasting model
1
Hedging
1
Incomplete market
1
Interest rate derivative
1
Martingal
1
Martingale
1
Optionsanleihe
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Book / Working Paper
14
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Glossary included
Graue Literatur
Arbeitspapier
14
Non-commercial literature
14
Working Paper
14
Language
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English
14
Author
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Stentoft, Lars
2
Strunk Hansen, Charlotte
2
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
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
Stegenborg Larsen, Kristian
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Venardos, Emmanouil
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Svenska Handelshögskolan <Helsinki>
8
Ekonomiska forskningsinstitutet <Stockholm>
6
Johannes Gutenberg-Universität Mainz
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
5
Center for Economic Research <Tilburg>
4
Centre of Financial Studies
3
Chambre de commerce et d'industrie de Paris
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Institute of Finance and Accounting <London>
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Universität Ulm
2
École des Hautes Études Commerciales <Lausanne>
2
Australian National University / Faculty of Economics and Commerce
1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Columbia University / Graduate School of Business
1
Danmarks Nationalbank
1
Eberhard Karls Universität Tübingen
1
Erasmus Research Institute of Management
1
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1
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1
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1
Federal Reserve System / Division of Research and Statistics
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Hochschule für Bankwirtschaft
1
Institut for Finansiering <Frederiksberg>
1
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
1
Institutt for Foretaksøkonomi <Bergen, Norwegen>
1
International Center for Financial Asset Management and Engineering
1
Københavns Universitet / Økonomisk Institut
1
London Business School
1
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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)
14
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1
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
2
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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3
A note on the call-put parity and a call-put duality
Peskir, Goran
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
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4
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
Saved in:
5
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
Saved in:
6
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
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7
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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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
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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