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~institution:"Centre for Analytical Finance <Århus>"
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Pricing currency options in tr...
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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
5
Zeitreihenanalyse
5
ARCH model
4
ARCH-Modell
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option trading
4
Optionsgeschäft
4
USA
4
United States
4
Estimation
3
Schätzung
3
Aktienoption
2
Black-Scholes model
2
Black-Scholes-Modell
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Bond market
2
Currency option
2
Devisenoption
2
Estimation theory
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Führungskräfte
2
Heteroscedasticity
2
Heteroskedastizität
2
Interest rate derivative
2
Kleinste-Quadrate-Methode
2
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
550
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
171
C.E.P.R. Discussion Papers
57
Institut für Schweizerisches Bankwesen <Zürich>
57
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
40
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
36
HAL
30
EconWPA
29
Université Paris-Dauphine (Paris IX)
26
Agricultural and Applied Economics Association - AAEA
22
World Bank
21
Ekonomiska forskningsinstitutet <Stockholm>
20
Svenska Handelshögskolan <Helsinki>
19
National Centre of Competence in Research North South <Bern>
18
Reserve Bank of Australia
17
CESifo
16
Chambre de commerce et d'industrie de Paris
16
International Monetary Fund
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Federal Reserve Bank of St. Louis
15
Society for Computational Economics - SCE
15
Center for Economic Research <Tilburg>
13
European Association of Agricultural Economists - EAAE
13
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
Department of Economics and Finance, College of Business and Economics
12
Inter-American Development Bank
12
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
11
Cowles Foundation for Research in Economics, Yale University
11
European University Institute / Department of Economics
11
Institute of Economic Research, Kyoto University
11
Internationaler Währungsfonds / Research Department
11
Tilburg University, Center for Economic Research
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
10
Department of Economics, Oxford University
10
Federal Reserve Bank of New York
10
Institut für Weltwirtschaft
10
London School of Economics (LSE)
10
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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
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
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
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:
8
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
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
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
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