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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
69
Theory
69
Option pricing theory
24
Optionspreistheorie
24
Yield curve
13
Zinsstruktur
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
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12
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3
Hedging
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Nichtparametrisches Verfahren
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84
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Arbeitspapier
76
Graue Literatur
76
Non-commercial literature
76
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English
84
Author
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Barndorff-Nielsen, Ole E.
9
Christensen, Bent Jesper
6
Sørensen, Michael
5
Løchte Jørgensen, Peter
4
Shepard, Neil
4
Shephard, Neil G.
4
Søndergaard Rasmussen, Nicki
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Stentoft, Lars
3
Strunk Hansen, Charlotte
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Levendorskij, Sergej Z.
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Peskir, Goran
2
Poulsen, Rolf
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Shin Jensen, Malene
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
8,295
OECD
601
Edward Elgar Publishing
446
Ekonomiska forskningsinstitutet <Stockholm>
290
Center for Economic Research <Tilburg>
288
IGI Global
284
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
280
Springer Fachmedien Wiesbaden
266
European University Institute / Department of Economics
252
International Monetary Fund
239
World Bank
203
Forschungsinstitut zur Zukunft der Arbeit
166
Internationaler Währungsfonds / Research Department
149
Centre for Economic Policy Research
145
Institut für Weltwirtschaft
143
Umeå universitet
129
Foerder Institute for Economic Research <Tēl-Āvîv>
128
Universitat Pompeu Fabra / Departament d'Economia i Empresa
111
University of Exeter / Department of Economics
109
Social Systems Research Institute
104
Organisation for Economic Co-operation and Development
101
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
101
Deutsche Forschungsgemeinschaft
96
Robert Schuman Centre for Advanced Studies
94
Springer-Verlag GmbH
93
Australian National University / Faculty of Economics and Commerce
84
European University Institute / Department of Law
83
Econometrisch Instituut <Rotterdam>
82
Erasmus Research Institute of Management
82
Federal Reserve System / Board of Governors
82
University of Warwick / Department of Economics
80
Bangladesch / Parisaṅkhyāna Byuro
79
Universitetet i Oslo / Økonomisk institutt
79
Columbia University / Department of Economics
78
Massachusetts Institute of Technology / Department of Economics
78
De Gruyter Oldenbourg
77
Federal Reserve System / Division of Research and Statistics
77
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
74
INSEAD
72
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
84
Source
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ECONIS (ZBW)
84
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1
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:
2
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
Saved in:
3
Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
Saved in:
4
Semiparametric
analysis
of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
5
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
6
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
7
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
8
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
9
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
10
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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