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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Real options analysis"
~subject:"Volatility"
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Option Prices with Stochastic...
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Real options analysis
Volatility
Option pricing theory
24
Optionspreistheorie
24
Theorie
14
Theory
14
Volatilität
6
Option trading
4
Optionsgeschäft
4
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3
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3
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Estimation theory
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Asia
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Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Christensen, Bent Jesper
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Shepard, Neil
1
Shin Jensen, Malene
1
Stentoft, Lars
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
International Center for Financial Asset Management and Engineering
2
Karlsruher Institut für Technologie
2
Banque de France / Direction des Etudes Economiques et de la Recherche
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Peter Lang GmbH
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Sportökonomie Uni Bayreuth e.V.
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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1
Universität Ulm
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Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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1
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
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2
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:
3
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:
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
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:
6
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
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