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~institution:"Centre for Analytical Finance <Århus>"
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Option pricing theory
24
Optionspreistheorie
24
Theorie
21
Theory
21
Volatility
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Volatilität
19
Stochastic process
6
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Arbeitspapier
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Graue Literatur
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Christiansen, Charlotte
4
Christensen, Bent Jesper
3
Lunde, Asger
3
Stentoft, Lars
3
Strunk Hansen, Charlotte
3
Barndorff-Nielsen, Ole E.
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
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Peskir, Goran
2
Shephard, Neil G.
2
Sørensen, Michael
2
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1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Engsted, Tom
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
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Shepard, Neil
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Shin Jensen, Malene
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Sponholtz, Carina
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Stegenborg Larsen, Kristian
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Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,488
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
256
International Monetary Fund
135
OECD
133
Springer Fachmedien Wiesbaden
129
C.E.P.R. Discussion Papers
88
International Monetary Fund (IMF)
69
Institut für Schweizerisches Bankwesen <Zürich>
61
London School of Economics (LSE)
51
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
51
Europäische Kommission
50
Griechenland / Ethnikē Statistikē Hypēresia
50
Université Paris-Dauphine (Paris IX)
47
HAL
42
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
38
EconWPA
36
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
35
Institute for the Study of Labor (IZA)
32
World Bank
30
CESifo
29
Ekonomiska forskningsinstitutet <Stockholm>
29
Agricultural and Applied Economics Association - AAEA
28
European Association of Agricultural Economists - EAAE
28
Haufe-Lexware GmbH & Co. KG
28
Svenska Handelshögskolan <Helsinki>
28
Edward Elgar Publishing
27
European Centre for the Development of Vocational Training
27
Rodney L. White Center for Financial Research
27
Federal Reserve Bank of St. Louis
26
Organisation for Economic Co-operation and Development
25
Verlag Dr. Kovač
23
Harvard Graduate School of Business Administration
21
Internationaler Währungsfonds
21
National Centre of Competence in Research North South <Bern>
21
Chambre de commerce et d'industrie de Paris
20
Gottfried Wilhelm Leibniz Universität Hannover
19
Inter-American Development Bank
19
Center for Economic Research <Tilburg>
18
Institut für Weltwirtschaft
18
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
40
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ECONIS (ZBW)
40
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1
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724273
Saved in:
2
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607793
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
9
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
10
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
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