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~institution:"Centre for Analytical Finance <Århus>"
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Option pricing theory
24
Optionspreistheorie
24
Theorie
15
Theory
15
Volatility
6
Volatilität
6
Option trading
4
Optionsgeschäft
4
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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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Stock option
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Book / Working Paper
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Arbeitspapier
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Graue Literatur
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Working Paper
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English
25
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Christensen, Bent Jesper
3
Stentoft, Lars
3
Løchte Jørgensen, Peter
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
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Nicolato, Elisa
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
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
365
International Monetary Fund (IMF)
238
International Monetary Fund
89
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
64
HAL
50
EconWPA
47
C.E.P.R. Discussion Papers
43
University of Bonn, Germany
38
Society for Computational Economics - SCE
37
Institut für Schweizerisches Bankwesen <Zürich>
28
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
25
Université Paris-Dauphine (Paris IX)
25
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
24
Society for Economic Dynamics - SED
23
Federal Reserve Bank of Cleveland
21
Philippinen / National Census and Statistics Office
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Bangladesch / Parisaṅkhyāna Byuro
20
Basel Committee on Banking Supervision
20
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
20
Forschungsinstitut zur Zukunft der Arbeit
20
Center for Economic Research <Tilburg>
17
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
16
Cowles Foundation for Research in Economics, Yale University
16
Econometric Society
16
Chambre de commerce et d'industrie de Paris
15
Ekonomiska forskningsinstitutet <Stockholm>
15
Department of Economics, European University Institute
13
Deutsche Forschungsgemeinschaft
13
Department of Economics and Business, Universitat Pompeu Fabra
12
Institute of Finance and Accounting <London>
12
International Organization of Securities Commissions
12
Tilburg University, Center for Economic Research
12
Economics Department, Queen's University
11
Københavns Universitet / Økonomisk Institut
11
OECD
11
Svenska Handelshögskolan <Helsinki>
11
Universitat Pompeu Fabra / Departament d'Economia i Empresa
11
School of Economics and Management, University of Aarhus
10
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
25
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ECONIS (ZBW)
25
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1
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:
2
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
Saved in:
3
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
Saved in:
4
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
5
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
6
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
7
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:
8
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
9
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
10
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724273
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