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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
70
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Option pricing theory
24
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Barndorff-Nielsen, Ole E.
9
Christensen, Bent Jesper
4
Løchte Jørgensen, Peter
4
Shepard, Neil
4
Shephard, Neil G.
4
Sørensen, Michael
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Tanggaard, Carsten
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Di Miscia, Orazio
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Lunde, Asger
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Mikkelsen, Peter
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Stentoft, Lars
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Strunk Hansen, Charlotte
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Søndergaard Rasmussen, Nicki
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Taulbjerg, Jes
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Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Levendorskij, Sergej Z.
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Peskir, Goran
2
Raahauge, Peter
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Rahbek, Anders
2
Schmidli, Hanspeter
2
Shin Jensen, Malene
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,262
Edward Elgar Publishing
465
OECD
303
Ekonomiska forskningsinstitutet <Stockholm>
287
Center for Economic Research <Tilburg>
283
Springer Fachmedien Wiesbaden
278
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
271
European University Institute / Department of Economics
247
IGI Global
236
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Foerder Institute for Economic Research <Tēl-Āvîv>
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University of Exeter / Department of Economics
106
Social Systems Research Institute
103
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Springer-Verlag GmbH
92
Metropolis-Verlag für Ökonomie Gesellschaft und Politik GmbH
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84
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84
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76
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
74
University of Warwick / Department of Economics
74
Erasmus Research Institute of Management
73
European University Institute / Department of Law
73
Instituto Valenciano de Investigaciones Económicas
71
INSEAD
70
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
70
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
80
Source
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ECONIS (ZBW)
80
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1
Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
Saved in:
2
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
3
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
4
A note on the call-put parity and a call-put duality
Peskir, Goran
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
Saved in:
5
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
Saved in:
6
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
Saved in:
7
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
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8
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:
9
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
10
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
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