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~institution:"Centre for Analytical Finance <Århus>"
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Option pricing theory
24
Optionspreistheorie
24
Theorie
17
Theory
17
Option trading
9
Optionsgeschäft
9
Volatility
6
Volatilität
6
Denmark
3
Dänemark
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Aktienoption
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Black-Scholes model
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Börsenkurs
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Devisenoption
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Estimation theory
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Least squares method
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Managers
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Schätztheorie
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Share price
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Zeitreihenanalyse
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1987-1997
1
Altersvorsorge
1
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1
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1
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Book / Working Paper
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Arbeitspapier
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Graue Literatur
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English
31
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Løchte Jørgensen, Peter
6
Stentoft, Lars
3
Bechmann, Ken L.
2
Christensen, Bent Jesper
2
Grosen, Anders
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
Christiansen, Charlotte
1
Frino, Alex
1
Grasselli, M.R.
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
Nielsen, Helena Skyt
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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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
987
International Monetary Fund (IMF)
247
International Monetary Fund
227
OECD
72
Springer Fachmedien Wiesbaden
52
Institut für Schweizerisches Bankwesen <Zürich>
45
FinanzBuch Verlag
44
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
36
Institute of Finance and Accounting <London>
26
Center for Economic Research <Tilburg>
23
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
23
Center for Urban & Real Estate Management <Zürich>
21
Ekonomiska forskningsinstitutet <Stockholm>
21
Rodney L. White Center for Financial Research
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
19
Pensions Institute
19
World Bank
19
National Centre of Competence in Research North South <Bern>
18
Börsen-Buchverlag
16
Chambre de commerce et d'industrie de Paris
16
Frank J. Fabozzi Associates <New Hope, Pa.>
16
Universität Zürich / Institut für Schweizerisches Bankwesen
16
Verlag Dr. Kovač
16
Centre for Financial Research <Köln>
15
International Association for the Study of Insurance Economics
15
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
15
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
14
Frankfurt School of Finance & Management
14
International Center for Financial Asset Management and Engineering
14
Svenska Handelshögskolan <Helsinki>
14
Universität Mannheim
14
C.E.P.R. Discussion Papers
13
Institut für Versicherungswirtschaft <Sankt Gallen>
13
Erasmus Research Institute of Management
12
Fisher Investments Inc. <Woodside, Calif.>
12
World Bank Group
12
Basel Committee on Banking Supervision
11
Gesamtverband der Deutschen Versicherungswirtschaft
11
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
31
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ECONIS (ZBW)
31
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1
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
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2
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
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3
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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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
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5
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
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6
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
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7
The bonus-crediting mechanism of Danish pension and life insurance companies
Grosen, Anders
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724272
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8
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
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9
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
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10
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
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