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~institution:"Centre for Analytical Finance <Århus>"
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Option pricing theory
24
Optionspreistheorie
24
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17
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17
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9
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9
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6
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Løchte Jørgensen, Peter
6
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3
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2
Christensen, Bent Jesper
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2
Peskir, Goran
2
Strunk Hansen, Charlotte
2
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1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
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Grasselli, M.R.
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Hurd, T.R.
1
Jakubenas, Paulius
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Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
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Mikkelsen, Peter
1
Mollica, Vito
1
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Centre for Analytical Finance <Århus>
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615
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208
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133
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8
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8
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8
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
30
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ECONIS (ZBW)
30
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1
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
2
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:
3
Estimation and inference in optimal stopping models of options and search
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607778
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
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
Saved in:
6
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
7
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
Saved in:
8
Asymmetric price behaviour surrounding block trades : a market microstructure explanation
Frino, Alex
(
contributor
);
Mollica, Vito
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767506
Saved in:
9
The value and incentives of option-based compensation in Danish listed companies
Bechmann, Ken L.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748922
Saved in:
10
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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