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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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11
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11
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11
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11
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9
Estimation theory
9
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9
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9
Option trading
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8
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6
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6
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6
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5
Cointegration
4
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4
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4
Least squares method
4
Maximum likelihood estimation
4
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4
Probability theory
4
Wahrscheinlichkeitsrechnung
4
Börsenkurs
3
Einheitswurzeltest
3
Hedging
3
Interest rate
3
Nichtparametrisches Verfahren
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Arbeitspapier
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Graue Literatur
76
Non-commercial literature
76
Working Paper
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English
83
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Barndorff-Nielsen, Ole E.
9
Christensen, Bent Jesper
6
Løchte Jørgensen, Peter
4
Shepard, Neil
4
Shephard, Neil G.
4
Søndergaard Rasmussen, Nicki
4
Sørensen, Michael
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
8,661
OECD
726
Edward Elgar Publishing
613
Springer Fachmedien Wiesbaden
410
European Commission / Joint Research Centre
314
Ekonomiska forskningsinstitutet <Stockholm>
296
Center for Economic Research <Tilburg>
289
IGI Global
287
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
282
European University Institute / Department of Economics
252
International Monetary Fund
246
World Bank
215
Forschungsinstitut zur Zukunft der Arbeit
166
Centre for Economic Policy Research
154
Internationaler Währungsfonds / Research Department
149
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
146
Umeå universitet
129
Foerder Institute for Economic Research <Tēl-Āvîv>
128
Organisation for Economic Co-operation and Development
128
Universitat Pompeu Fabra / Departament d'Economia i Empresa
113
University of Exeter / Department of Economics
109
Springer-Verlag GmbH
106
European Parliament / Directorate-General for Internal Policies of the Union
104
Social Systems Research Institute
104
De Gruyter Oldenbourg
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Deutsche Forschungsgemeinschaft
97
European Central Bank
96
Robert Schuman Centre for Advanced Studies
95
Verlag Dr. Kovač
90
Erasmus Research Institute of Management
88
Weltbank
86
Australian National University / Faculty of Economics and Commerce
84
European University Institute / Department of Law
84
Federal Reserve System / Board of Governors
84
Econometrisch Instituut <Rotterdam>
82
University of Warwick / Department of Economics
80
Bangladesch / Parisaṅkhyāna Byuro
79
Federal Reserve System / Division of Research and Statistics
79
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
83
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ECONIS (ZBW)
83
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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
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
8
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:
9
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:
10
Underperformance after SEOs : a bond market perspcetive
Strunk Hansen, Charlotte
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622248
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