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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
~subject:"Volatilität"
~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
Volatilität
Option pricing theory
21
Optionspreistheorie
21
Theorie
13
Theory
13
Volatility
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
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Stochastischer Prozess
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Stock option
2
Time series analysis
2
Yield curve
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Zeitreihenanalyse
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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
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Book / Working Paper
8
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Glossary included
Graue Literatur
Arbeitspapier
8
Non-commercial literature
8
Working Paper
8
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English
8
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Stentoft, Lars
3
Brandorff-Nielsen, Ole E.
1
Christensen, Bent Jesper
1
Grasselli, M.R.
1
Hurd, T.R.
1
Nicolato, Elisa
1
Shepard, Neil
1
Shin Jensen, Malene
1
Strunk Hansen, Charlotte
1
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Svenska Handelshögskolan <Helsinki>
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Centre of Financial Studies
2
Institute of Finance and Accounting <London>
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Birkbeck College / Department of Economics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Columbia University / Graduate School of Business
1
Danmarks Nationalbank
1
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1
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1
Federal Reserve Bank of St. Louis
1
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1
Johannes Gutenberg-Universität Mainz
1
Karlsruher Institut für Technologie
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1
National Bureau of Economic Research
1
Springer International Publishing
1
Swiss Finance Institute
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Universität Ulm
1
Wharton School
1
Wharton School / Finance Department
1
École des Hautes Études Commerciales <Lausanne>
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
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ECONIS (ZBW)
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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
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:
3
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:
4
Power and bipower variation with stocjastic volatility and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
Saved in:
5
Pricing american options when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
Saved in:
6
Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
Saved in:
7
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
8
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:
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