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Theorie
70
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Option pricing theory
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Optionspreistheorie
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
4
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Lunde, Asger
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Mikkelsen, Peter
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Shepard, Neil
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Shephard, Neil G.
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Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
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Taulbjerg, Jes
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2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
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1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
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Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
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Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,185
Edward Elgar Publishing
411
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335
OECD
291
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285
Center for Economic Research <Tilburg>
280
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96
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71
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71
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70
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69
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69
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
70
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ECONIS (ZBW)
70
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41
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
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42
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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43
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
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44
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
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contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
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45
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
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contributor
); …
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
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46
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
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contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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47
Hedging with a misspecified model
Søndergaard Rasmussen, Nicki
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724264
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48
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
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49
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
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50
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
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contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
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