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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
28
Theory
28
Option pricing theory
24
Optionspreistheorie
24
Stochastic process
17
Stochastischer Prozess
17
Option trading
9
Optionsgeschäft
9
Volatility
9
Volatilität
9
Time series analysis
4
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Hedging
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Monte Carlo simulation
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Statistische Verteilung
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Black-Scholes model
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Estimation theory
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Führungskräfte
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Kleinste-Quadrate-Methode
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Least squares method
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Lebensversicherung
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Life insurance
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Managers
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Martingal
2
Martingale
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
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Natural disaster insurance
2
Schätztheorie
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Share price
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Book / Working Paper
45
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Arbeitspapier
38
Graue Literatur
38
Non-commercial literature
38
Working Paper
38
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English
45
Author
All
Barndorff-Nielsen, Ole E.
7
Løchte Jørgensen, Peter
5
Shephard, Neil G.
4
Sørensen, Michael
4
Stentoft, Lars
3
Bechmann, Ken L.
2
Bibby, Bo Martin
2
Christensen, Bent Jesper
2
Christensen, Claus Vorm
2
Levendorskij, Sergej Z.
2
Peskir, Goran
2
Shepard, Neil
2
Strunk Hansen, Charlotte
2
Søndergaard Rasmussen, Nicki
2
Ørregaard Nielsen, Morten
2
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Di Miscia, Orazio
1
Frino, Alex
1
Grasselli, M.R.
1
Grosen, Anders
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Mikkelsen, Peter
1
Mollica, Vito
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Schmidli, Hanspeter
1
Shin Jensen, Malene
1
Skovgaard, Ib Michael
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Uchida, Masayuki
1
Uys, N.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
841
International Monetary Fund (IMF)
429
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
146
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
138
International Monetary Fund
136
Institute for the Study of Labor (IZA)
123
HAL
83
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
80
Wirtschaftswissenschaftliche Fakultät, Friedrich-Schiller-Universität Jena
52
Center for Economic Research <Tilburg>
49
CESifo
46
Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik
46
C.E.P.R. Discussion Papers
44
Centre for Decision Research and Experimental Economics (CeDEx), School of Economics
44
Tinbergen Instituut
40
Max-Planck-Institut für Ökonomik <Jena> - Abteilung für Strategische Interaktion
38
Groupe d'Analyse et de Théorie Économique Lyon St-Étienne (GATE Lyon St-Étienne), Faculté de Sciences Économiques et de Gestion
37
Springer Fachmedien Wiesbaden
37
University of Bonn, Germany
35
Thurgauer Wirtschaftsinstitut an der Universität Konstanz
34
EconWPA
31
Tilburg University, Center for Economic Research
31
Department of Economics and Finance, College of Business and Economics
29
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
27
Department of Economics, University of California-Santa Barbara (UCSB)
26
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
25
Bonn Graduate School of Economics
23
Forschungsinstitut zur Zukunft der Arbeit
23
Friedrich-Schiller-Universität Jena
23
Université Paris-Dauphine (Paris IX)
22
Basel Committee on Banking Supervision
21
Chambre de commerce et d'industrie de Paris
21
Ekonomiska forskningsinstitutet <Stockholm>
21
Philippinen / National Census and Statistics Office
21
Tinbergen Institute
21
Bangladesch / Parisaṅkhyāna Byuro
20
Institut für Schweizerisches Bankwesen <Zürich>
20
Fachbereich Wirtschaftswissenschaften, Universität Konstanz
19
Max-Planck-Institut zur Erforschung von Gemeinschaftsgütern, Max-Planck-Gesellschaft
19
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
45
Source
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ECONIS (ZBW)
45
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1
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:
2
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
3
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:
4
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:
5
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:
6
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
7
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
Saved in:
8
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:
9
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:
10
A Monte Carlo method for exponential
hedging
of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
Saved in:
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