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~institution:"Centre for Analytical Finance <Århus>"
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Option pricing theory
24
Optionspreistheorie
24
Theorie
19
Theory
19
Volatility
19
Volatilität
19
Stochastic process
6
Stochastischer Prozess
6
Time series analysis
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Zeitreihenanalyse
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ARCH-Modell
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Option trading
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Optionsgeschäft
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USA
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United States
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Currency option
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Estimation theory
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Interest rate derivative
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Kleinste-Quadrate-Methode
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Least squares method
2
Managers
2
Pfund Sterling
2
Pound Sterling
2
Rentenmarkt
2
Schätztheorie
2
Spillover effect
2
Spillover-Effekt
2
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Book / Working Paper
37
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Arbeitspapier
32
Graue Literatur
32
Non-commercial literature
32
Working Paper
32
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English
37
Author
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Christiansen, Charlotte
4
Christensen, Bent Jesper
3
Stentoft, Lars
3
Barndorff-Nielsen, Ole E.
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Peskir, Goran
2
Shephard, Neil G.
2
Strunk Hansen, Charlotte
2
Sørensen, Michael
2
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Shepard, Neil
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stegenborg Larsen, Kristian
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Uys, N.
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
Širjaev, Alʹbert N.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
655
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
234
Instituto Nacional de Estadística <Madrid>
141
OECD
133
KSKSKS
108
Banco de España
88
International Monetary Fund
84
C.E.P.R. Discussion Papers
76
Círculo de Empresarios
63
Institut für Schweizerisches Bankwesen <Zürich>
57
Europäische Kommission
54
Instituto Valenciano de Investigaciones Económicas
52
Université Paris-Dauphine (Paris IX)
45
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
44
Department of Economics and Business, Universitat Pompeu Fabra
43
EconWPA
43
Universitat Pompeu Fabra / Departament d'Economia i Empresa
43
HAL
42
Instituto de Estudios Fiscales
38
International Monetary Fund (IMF)
37
Internationaler Währungsfonds
37
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
37
Consejo Económico y Social
36
European Centre for the Development of Vocational Training
36
Institute for the Study of Labor (IZA)
36
Confederación Española de Cajas de Ahorros
33
European Association of Agricultural Economists - EAAE
31
Instituto de Estudios Económicos <Madrid, 1979->
29
Organisation for Economic Co-operation and Development
28
International Labour Organization (ILO), United Nations
27
World Bank
27
Ekonomiska forskningsinstitutet <Stockholm>
24
Inter-American Development Bank
24
Agricultural and Applied Economics Association - AAEA
23
Deutsche Handelskammer für Spanien
23
Banco de España / Servicio de Estudios
22
Institut für Weltwirtschaft
22
New York Stock Exchange
22
Spanien
22
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
37
Source
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ECONIS (ZBW)
37
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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
Saved in:
2
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
3
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:
4
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:
5
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:
6
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:
7
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
8
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
9
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
10
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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