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~institution:"Centre for Analytical Finance <Århus>"
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Option pricing theory
24
Optionspreistheorie
24
Theorie
20
Theory
20
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Volatility
7
Volatilität
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English
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Christensen, Bent Jesper
4
Stentoft, Lars
3
Søndergaard Rasmussen, Nicki
3
Løchte Jørgensen, Peter
2
Mikkelsen, Peter
2
Peskir, Goran
2
Strunk Hansen, Charlotte
2
Sørensen, Michael
2
Barndorff-Nielsen, Ole E.
1
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Poulsen, R.
1
Poulsen, Rolf
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
Svenstrup, Mikkel
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
Uys, N.
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
188
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
100
HAL
51
Tilburg University, Center for Economic Research
44
EconWPA
32
International Monetary Fund (IMF)
32
Ekonomiska forskningsinstitutet <Stockholm>
29
Society for Computational Economics - SCE
29
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
29
Springer Fachmedien Wiesbaden
28
Center for Economic Research <Tilburg>
27
Finance Discipline Group, Business School
26
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
25
Institut für Schweizerisches Bankwesen <Zürich>
21
Agricultural and Applied Economics Association - AAEA
20
National Centre for Social and Economic Modelling <Canberra>
20
Université Paris-Dauphine (Paris IX)
20
Southern Agricultural Economics Association - SAEA
19
International Labour Organization (ILO), United Nations
17
Nationalekonomiska Institutionen, Ekonomihögskolan
17
IGI Global
15
University of Cambridge / Microsimulation Unit
15
Department of Economics and Business, Universitat Pompeu Fabra
14
Tinbergen Instituut
14
C.E.P.R. Discussion Papers
13
European Association of Agricultural Economists - EAAE
13
Shaker Verlag
13
Verlag Dr. Kovač
13
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
12
Technische Universität <München> / Lehrstuhl für Fördertechnik Materialfluß Logistik
12
Tinbergen Institute
12
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
11
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
11
Institute for the Study of Labor (IZA)
11
Tilburg University, School of Economics and Management
11
Chambre de commerce et d'industrie de Paris
10
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
10
Erasmus University Rotterdam, Econometric Institute
10
Institut für Weltwirtschaft
10
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
34
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ECONIS (ZBW)
34
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1
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
2
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:
3
Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
Saved in:
4
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
5
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
6
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
7
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:
8
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
Saved in:
9
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
10
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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