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~institution:"Centre for Analytical Finance <Århus>"
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Analytical pricing of American...
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Option pricing theory
24
Optionspreistheorie
24
Theorie
17
Theory
17
Option trading
9
Optionsgeschäft
9
Volatility
6
Volatilität
6
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Stochastic process
3
Stochastischer Prozess
3
Aktienoption
2
Black-Scholes model
2
Black-Scholes-Modell
2
Börsenkurs
2
Currency option
2
Devisenoption
2
Estimation theory
2
Führungskräfte
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Lebensversicherung
2
Life insurance
2
Managers
2
Schätztheorie
2
Share price
2
Stock option
2
Time series analysis
2
Yield curve
2
Zeitreihenanalyse
2
Zinsstruktur
2
Ankündigungseffekt
1
Announcement effect
1
Asia
1
Asien
1
Asymmetric information
1
Asymmetrische Information
1
Bias
1
Bond market
1
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Book / Working Paper
29
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Arbeitspapier
26
Graue Literatur
26
Non-commercial literature
26
Working Paper
26
Language
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English
29
Author
All
Løchte Jørgensen, Peter
5
Stentoft, Lars
3
Bechmann, Ken L.
2
Christensen, Bent Jesper
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
Frino, Alex
1
Grasselli, M.R.
1
Grosen, Anders
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Mollica, Vito
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
Walter, Terry S.
1
Širjaev, Alʹbert N.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
80
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Institut für Schweizerisches Bankwesen <Zürich>
14
Chambre de commerce et d'industrie de Paris
13
Center for Economic Research <Tilburg>
11
Svenska Handelshögskolan <Helsinki>
11
Ekonomiska forskningsinstitutet <Stockholm>
10
Finance Discipline Group, Business School
10
EconWPA
8
Society for Computational Economics - SCE
8
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
6
Institut for Finansiering <Frederiksberg>
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Deutsche Forschungsgemeinschaft
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Christian-Albrechts-Universität zu Kiel
4
Institute of Finance and Accounting <London>
4
International Center for Financial Asset Management and Engineering
4
Johannes Gutenberg-Universität Mainz
4
Karlsruher Institut für Technologie
4
Springer Fachmedien Wiesbaden
4
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
4
Centre for Economic Policy Research
3
Federal Reserve Bank of St. Louis
3
Henley Business School, University of Reading
3
Judge Institute of Management Studies
3
Rodney L. White Center for Financial Research
3
School of Economics and Management, University of Aarhus
3
Scottish Institute for Research in Economics (SIRE)
3
Walter de Gruyter Inc.
3
World Bank
3
Arbeitsgruppe Optionsgeschäft
2
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
29
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ECONIS (ZBW)
29
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1
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
2
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
Saved in:
3
Estimation and inference in optimal stopping models of options and search
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607778
Saved in:
4
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
Saved in:
5
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
6
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
7
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
Saved in:
8
Asymmetric price behaviour surrounding block trades : a market microstructure explanation
Frino, Alex
(
contributor
);
Mollica, Vito
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767506
Saved in:
9
The value and incentives of option-based compensation in Danish listed companies
Bechmann, Ken L.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748922
Saved in:
10
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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