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~institution:"Centre for Analytical Finance <Århus>"
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Option pricing theory
24
Optionspreistheorie
24
Theorie
17
Theory
17
Volatility
6
Volatilität
6
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option trading
4
Optionsgeschäft
4
Stochastic process
4
Stochastischer Prozess
4
Analysis of variance
3
Estimation theory
3
Schätztheorie
3
Varianzanalyse
3
Aktienoption
2
Black-Scholes model
2
Black-Scholes-Modell
2
Currency option
2
Devisenoption
2
Estimation
2
Führungskräfte
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Managers
2
Martingal
2
Martingale
2
Schätzung
2
Statistical test
2
Statistischer Test
2
Stock option
2
Time series analysis
2
Yield curve
2
Zeitreihenanalyse
2
Zinsstruktur
2
Asia
1
Asien
1
Bond market
1
Börsenkurs
1
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Book / Working Paper
28
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Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
24
Working Paper
24
Language
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English
28
Author
All
Barndorff-Nielsen, Ole E.
4
Christensen, Bent Jesper
3
Shepard, Neil
3
Stentoft, Lars
3
Løchte Jørgensen, Peter
2
Peskir, Goran
2
Shephard, Neil G.
2
Strunk Hansen, Charlotte
2
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
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
Poulsen, Rolf
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
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
Širjaev, Alʹbert N.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
638
Institut für Schweizerisches Bankwesen <Zürich>
43
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
40
Center for Economic Research <Tilburg>
25
Springer Fachmedien Wiesbaden
24
International Monetary Fund (IMF)
22
Institute of Finance and Accounting <London>
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
20
Ekonomiska forskningsinstitutet <Stockholm>
19
National Centre of Competence in Research North South <Bern>
19
Frank J. Fabozzi Associates <New Hope, Pa.>
16
World Bank
16
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
15
Chambre de commerce et d'industrie de Paris
13
International Center for Financial Asset Management and Engineering
13
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
13
OECD
13
Verlag Dr. Kovač
13
Fisher Investments Inc. <Woodside, Calif.>
12
Rodney L. White Center for Financial Research
12
Svenska Handelshögskolan <Helsinki>
12
Basel Committee on Banking Supervision
11
Frankfurt School of Finance & Management
11
Universität Zürich / Institut für Schweizerisches Bankwesen
11
CFA Institute <Charlottesville, Va.>
10
Erasmus Research Institute of Management
10
Pensions Institute
10
Manchester Business School
9
Universitat Pompeu Fabra / Departament d'Economia i Empresa
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
9
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
8
Federal Reserve Bank of St. Louis
8
FinanzBuch Verlag
8
Goethe-Universität Frankfurt am Main
8
Judge Institute of Management Studies
8
Queen Mary College / Department of Economics
8
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
8
Center for Urban & Real Estate Management <Zürich>
7
Centre for Economic Policy Research
7
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
28
Source
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ECONIS (ZBW)
28
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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
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
3
Estimating quadratic variation using realised variance
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686821
Saved in:
4
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
5
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
6
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
7
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
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
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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
Saved in:
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