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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
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Option pricing theory
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Optionspreistheorie
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Volatilität
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Christiansen, Charlotte
5
Lunde, Asger
4
Barndorff-Nielsen, Ole E.
3
Christensen, Bent Jesper
3
Hansen, Peter Reinhard
3
Shephard, Neil G.
3
Stentoft, Lars
3
Strunk Hansen, Charlotte
3
Engsted, Tom
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Peskir, Goran
2
Sørensen, Michael
2
Tanggaard, Carsten
2
Taulbjerg, Jes
2
Ørregaard Nielsen, Morten
2
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kiefer, Nicholas Maximilian
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Levendorskij, Sergej Z.
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Mikkelsen, Peter
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Nicolato, Elisa
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1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Shepard, Neil
1
Shin Jensen, Malene
1
Sponholtz, Carina
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,603
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
179
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
142
OECD
130
Organisation for Economic Co-operation and Development
73
International Monetary Fund (IMF)
64
Institut für Schweizerisches Bankwesen <Zürich>
59
C.E.P.R. Discussion Papers
57
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43
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38
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38
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37
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HAL
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26
World Bank
26
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22
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19
Centre for Microdata Methods and Practice <London>
18
National Centre of Competence in Research North South <Bern>
18
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17
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17
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16
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16
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16
Institute of Finance and Accounting <London>
16
Internationaler Währungsfonds / Research Department
16
University of Chicago / Center for Research in Security Prices
16
Birkbeck College / Department of Economics
15
Econometrisch Instituut <Rotterdam>
15
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Institut für Weltwirtschaft
15
London School of Economics and Political Science
15
Society for Computational Economics - SCE
15
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
50
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ECONIS (ZBW)
50
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1
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:
2
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
3
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of
volatility
models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
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
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:
6
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:
7
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
8
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:
9
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
10
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
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