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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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3
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3
Stochastischer Prozess
3
Aktienoption
2
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2
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Estimation theory
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Least squares method
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Managers
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Schätztheorie
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Stock option
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Asia
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CAPM
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Derivat
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Book / Working Paper
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Arbeitspapier
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Graue Literatur
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Working Paper
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English
24
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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
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
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
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
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
256
Springer Fachmedien Wiesbaden
53
Institut für Schweizerisches Bankwesen <Zürich>
25
MASTER CONSULTORES
25
Verlag Dr. Kovač
24
Ekonomiska forskningsinstitutet <Stockholm>
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
19
Chambre de commerce et d'industrie de Paris
13
Renaissance Securities (Cyprus) Limited <Nikosia>
13
Bureau von Dijk (Frankfurt a. M.)
11
Center for Economic Research <Tilburg>
11
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
11
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
11
Svenska Handelshögskolan <Helsinki>
11
Zentrum für Europäische Wirtschaftsforschung (ZEW) Mannheim
11
Edward Elgar Publishing
10
Arbeitskreis Quantitative Steuerlehre
9
Frankfurt School of Finance & Management
9
Institut der Wirtschaftsprüfer in Deutschland
9
OECD
9
Shaker Verlag
9
Verlag C.H. Beck
9
Erich-Schmidt-Verlag <Berlin>
8
Nomos Verlagsgesellschaft
8
Universität <München> / Fakultät für Betriebswirtschaft
8
Verlag Franz Vahlen
8
Books on Demand GmbH <Norderstedt>
7
Bundesverband Deutscher Unternehmensberater
7
Centre for Economic Policy Research
7
Erasmus Research Institute of Management
7
McKinsey & Company <New York, NY>
7
The Wharton Financial Institutions Center
7
World Bank
7
CFA Institute <Charlottesville, Va.>
6
Friedrich-Schiller-Universität Jena
6
IDW-Verlag
6
Institut for Finansiering <Frederiksberg>
6
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
24
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ECONIS (ZBW)
24
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Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
2
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
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:
5
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
6
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:
7
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724273
Saved in:
8
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:
9
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
10
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
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