Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Centre for Analytical Finance <Århus>"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Valuation of American-style de...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
70
Theory
70
Option pricing theory
24
Optionspreistheorie
24
Volatility
19
Volatilität
19
Stochastic process
17
Stochastischer Prozess
17
Yield curve
12
Zinsstruktur
12
Time series analysis
10
Zeitreihenanalyse
10
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
ARCH model
8
ARCH-Modell
8
Estimation
7
Option trading
7
Optionsgeschäft
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Estimation theory
6
Schätztheorie
6
CAPM
5
Cointegration
5
Kointegration
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Kleinste-Quadrate-Methode
4
Least squares method
4
Statistical distribution
4
Statistische Verteilung
4
USA
4
United States
4
Börsenkurs
3
Einheitswurzeltest
3
Hedging
3
more ...
less ...
Type of publication
All
Book / Working Paper
92
Type of publication (narrower categories)
All
Arbeitspapier
84
Graue Literatur
84
Non-commercial literature
84
Working Paper
84
Language
All
English
92
Author
All
Barndorff-Nielsen, Ole E.
9
Sørensen, Michael
6
Christensen, Bent Jesper
5
Christiansen, Charlotte
5
Ørregaard Nielsen, Morten
5
Lunde, Asger
4
Løchte Jørgensen, Peter
4
Shepard, Neil
4
Shephard, Neil G.
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Myhre Lildholt, Peter
3
Schmidli, Hanspeter
3
Stentoft, Lars
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Bibby, Bo Martin
2
Brunetti, Celso
2
Christensen, Claus Vorm
2
Engsted, Tom
2
Levendorskij, Sergej Z.
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
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,499
Edward Elgar Publishing
408
International Monetary Fund
296
Ekonomiska forskningsinstitutet <Stockholm>
293
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
289
Center for Economic Research <Tilburg>
288
International Monetary Fund (IMF)
287
OECD
284
Springer Fachmedien Wiesbaden
264
European University Institute / Department of Economics
254
IGI Global
213
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
193
World Bank
175
Forschungsinstitut zur Zukunft der Arbeit
166
Institut für Weltwirtschaft
145
Internationaler Währungsfonds / Research Department
141
Centre for Economic Policy Research
137
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
112
University of Exeter / Department of Economics
107
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
Social Systems Research Institute
102
Springer-Verlag GmbH
92
Australian National University / Faculty of Economics and Commerce
86
Deutsche Forschungsgemeinschaft
86
Federal Reserve System / Board of Governors
83
Massachusetts Institute of Technology / Department of Economics
82
Universitetet i Oslo / Økonomisk institutt
79
Columbia University / Department of Economics
77
De Gruyter Oldenbourg
76
Robert Schuman Centre for Advanced Studies
75
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
75
European University Institute / Department of Law
74
Instituto Valenciano de Investigaciones Económicas
74
Erasmus Research Institute of Management
73
University of Warwick / Department of Economics
73
Chambre de commerce et d'industrie de Paris
71
Federal Reserve Bank of St. Louis
71
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
92
Source
All
ECONIS (ZBW)
92
Showing
1
-
10
of
92
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Power and bipower variation with stocjastic
volatility
and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
Saved in:
3
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
4
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
Saved in:
5
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
6
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
7
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
8
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724273
Saved in:
9
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607793
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
