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~institution:"Centre for Analytical Finance <Århus>"
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Option valuation, optimization...
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Option pricing theory
24
Optionspreistheorie
24
Theorie
14
Theory
14
Volatility
6
Volatilität
6
Option trading
4
Optionsgeschäft
4
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Stochastic process
3
Stochastischer Prozess
3
Aktienoption
2
Black-Scholes model
2
Black-Scholes-Modell
2
Currency option
2
Devisenoption
2
Estimation theory
2
Führungskräfte
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Managers
2
Schätztheorie
2
Stock option
2
Time series analysis
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Zeitreihenanalyse
2
Zinsstruktur
2
Asia
1
Asien
1
Bond market
1
Börsenkurs
1
CAPM
1
Currency derivative
1
Derivat
1
Derivative
1
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1
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1
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1
Incomplete market
1
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Book / Working Paper
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Arbeitspapier
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Graue Literatur
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Non-commercial literature
21
Working Paper
21
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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
678
OECD
82
Institut für Schweizerisches Bankwesen <Zürich>
43
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
28
Springer Fachmedien Wiesbaden
25
Ekonomiska forskningsinstitutet <Stockholm>
24
Institute of Finance and Accounting <London>
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
20
Center for Economic Research <Tilburg>
19
National Centre of Competence in Research North South <Bern>
18
World Bank
18
Frank J. Fabozzi Associates <New Hope, Pa.>
16
Chambre de commerce et d'industrie de Paris
14
Weltwirtschaftsforum
14
International Center for Financial Asset Management and Engineering
13
International Energy Agency
13
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
13
Svenska Handelshögskolan <Helsinki>
13
Basel Committee on Banking Supervision
12
Fisher Investments Inc. <Woodside, Calif.>
12
Fraser Institute
12
International Monetary Fund
12
Rodney L. White Center for Financial Research
12
UNCTAD / Secretariat
12
Verlag Dr. Kovač
12
CFA Institute <Charlottesville, Va.>
11
FinanzBuch Verlag
11
Frankfurt School of Finance & Management
11
Universität Zürich / Institut für Schweizerisches Bankwesen
11
World Bank Group
11
Erasmus Research Institute of Management
10
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
10
Pensions Institute
10
Federal Reserve Bank of St. Louis
9
Manchester Business School
9
Oxford Poverty & Human Development Initiative
9
Universitat Pompeu Fabra / Departament d'Economia i Empresa
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
9
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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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