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~institution:"Centre for Analytical Finance <Århus>"
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Option pricing theory
24
Optionspreistheorie
24
Theorie
14
Theory
14
Volatility
6
Volatilität
6
Option trading
4
Optionsgeschäft
4
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English
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Stentoft, Lars
3
Christensen, Bent Jesper
2
Løchte Jørgensen, Peter
2
Peskir, Goran
2
Strunk Hansen, Charlotte
2
Barndorff-Nielsen, Ole E.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
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1
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1
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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
Raaballe, Johannes
1
Raahauge, Peter
1
Schmidli, Hanspeter
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Uys, N.
1
Venardos, Emmanouil
1
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1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
176
Edward Elgar Publishing
100
OECD
88
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
38
International Monetary Fund (IMF)
34
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Organisation for Economic Co-operation and Development
20
Weltbank
20
Resources for the Future, Inc.
19
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Institut für Schweizerisches Bankwesen <Zürich>
18
Center for Economic Research <Tilburg>
17
Green Economics Institute
16
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Tilburg University, Work and Organization Research Centre
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15
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13
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12
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12
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11
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11
Svenska Handelshögskolan <Helsinki>
11
Chambre de commerce et d'industrie de Paris
10
Nordic Council of Ministers
10
Springer-Verlag GmbH
10
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10
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9
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8
Institutionen för Skogsekonomi <Ume°a>
8
International Energy Agency
8
Social Systems Research Institute
8
Verlag Dr. Kovač
8
Association of Environmental and Resource Economists
7
BioÖkonomieRat
7
Deutsche Forschungsgemeinschaft
7
Gesellschaft für Ökologische Kommunikation mbH
7
Institut für Weltwirtschaft
7
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
26
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ECONIS (ZBW)
26
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1
On optimal investment and subexponential claims
Schmidli, Hanspeter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001979814
Saved in:
2
Gold-mining
Raaballe, Johannes
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728522
Saved in:
3
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
4
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
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:
7
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
8
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
Saved in:
9
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724273
Saved in:
10
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
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