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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
70
Theory
70
Option pricing theory
24
Optionspreistheorie
24
Stochastic process
17
Stochastischer Prozess
17
Volatility
12
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12
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12
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Barndorff-Nielsen, Ole E.
9
Sørensen, Michael
6
Løchte Jørgensen, Peter
5
Christensen, Bent Jesper
4
Shepard, Neil
4
Shephard, Neil G.
4
Tanggaard, Carsten
4
Ørregaard Nielsen, Morten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Schmidli, Hanspeter
3
Stentoft, Lars
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Bibby, Bo Martin
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Grosen, Anders
2
Hansen, Peter Reinhard
2
Levendorskij, Sergej Z.
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Peskir, Goran
2
Raahauge, Peter
2
Rahbek, Anders
2
Shin Jensen, Malene
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Hansen, Niels Richard
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,180
International Monetary Fund
416
Edward Elgar Publishing
407
Ekonomiska forskningsinstitutet <Stockholm>
289
Center for Economic Research <Tilburg>
284
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
283
OECD
279
Springer Fachmedien Wiesbaden
264
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250
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245
IGI Global
213
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165
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160
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137
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136
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136
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
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University of Exeter / Department of Economics
107
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
Springer-Verlag GmbH
91
Deutsche Forschungsgemeinschaft
85
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84
Universitetet i Oslo / Økonomisk institutt
79
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78
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77
Columbia University / Department of Economics
76
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75
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74
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74
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73
University of Warwick / Department of Economics
73
Erasmus Research Institute of Management
72
Instituto Valenciano de Investigaciones Económicas
71
Deutschland / Bundeswehr / Universität Hamburg
69
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
69
Johns Hopkins University / Department of Economics
68
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
86
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ECONIS (ZBW)
86
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1
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:
2
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
3
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
Saved in:
4
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
6
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:
7
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
8
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:
9
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:
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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