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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Volatility"
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Option valuation, optimization...
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Volatility
Option pricing theory
24
Optionspreistheorie
24
Theorie
14
Theory
14
Volatilität
6
Option trading
4
Optionsgeschäft
4
Monte Carlo simulation
3
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3
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3
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Aktienoption
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Devisenoption
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Estimation theory
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Stock option
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Arbeitspapier
5
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5
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5
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English
6
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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
Strunk Hansen, Charlotte
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
37
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Svenska Handelshögskolan <Helsinki>
4
University of Canterbury / Dept. of Economics and Finance
4
Chambre de commerce et d'industrie de Paris
3
Centre of Financial Studies
2
Cornell University / Department of Agricultural Economics
2
Deutsche Börse AG
2
Federal Reserve Bank of St. Louis
2
Österreichisches Institut für Wirtschaftsforschung
2
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1
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Centro Studi Luca d'Agliano <Turin>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Danmarks Nationalbank
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Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Hochschule für Bankwirtschaft
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Institut for Finansiering <Frederiksberg>
1
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1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
Judge Institute of Management Studies
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
1
Princeton University / International Finance Section
1
Queen Mary and Westfield College
1
SUERF - The European Money and Finance Forum
1
Springer Fachmedien Wiesbaden
1
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1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
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ECONIS (ZBW)
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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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2
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:
3
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:
4
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:
5
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
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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