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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
69
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69
Option pricing theory
13
Optionspreistheorie
13
Yield curve
11
Zinsstruktur
11
Stochastic process
9
Stochastischer Prozess
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Hedging
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English
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Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Sørensen, Michael
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Christensen, Claus Vorm
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
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Bartholdy, Jan
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
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
Myhre Lildholdt, Peter
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
8,660
OECD
786
Edward Elgar Publishing
649
IGI Global
491
European Commission / Joint Research Centre
425
Ekonomiska forskningsinstitutet <Stockholm>
286
Center for Economic Research <Tilburg>
279
Springer Fachmedien Wiesbaden
266
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
264
European University Institute / Department of Economics
256
World Bank
251
International Monetary Fund
240
Forschungsinstitut zur Zukunft der Arbeit
173
Internationaler Währungsfonds / Research Department
150
Organisation for Economic Co-operation and Development
149
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
148
Centre for Economic Policy Research
146
Foerder Institute for Economic Research <Tēl-Āvîv>
130
Umeå universitet
130
International Labour Organization (ILO), United Nations
121
European Parliament / Directorate-General for Internal Policies of the Union
114
European Central Bank
108
Universitat Pompeu Fabra / Departament d'Economia i Empresa
107
University of Exeter / Department of Economics
107
Social Systems Research Institute
106
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
Robert Schuman Centre for Advanced Studies
95
Springer-Verlag GmbH
93
Deutsche Forschungsgemeinschaft
91
European Commission / Directorate-General for Research and Innovation
89
Australian National University / Faculty of Economics and Commerce
84
University of Warwick / Department of Economics
83
Erasmus Research Institute of Management
82
European University Institute / Department of Law
82
Massachusetts Institute of Technology / Department of Economics
82
Federal Reserve System / Board of Governors
81
Columbia University / Department of Economics
80
Bangladesch / Parisaṅkhyāna Byuro
79
European Commission / Directorate-General for Research
79
Universitetet i Oslo / Økonomisk institutt
79
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
69
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ECONIS (ZBW)
69
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1
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
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2
How to hedge unknown risk
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560026
Saved in:
3
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
Saved in:
4
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
5
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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6
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
7
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
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8
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
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9
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
10
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
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