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~institution:"Centre for Analytical Finance <Århus>"
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Option pricing theory
24
Optionspreistheorie
24
Theorie
19
Theory
19
Option trading
9
Optionsgeschäft
9
Volatility
6
Volatilität
6
Hedging
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Stochastic process
3
Stochastischer Prozess
3
Aktienoption
2
Black-Scholes model
2
Black-Scholes-Modell
2
Börsenkurs
2
Currency option
2
Devisenoption
2
Estimation theory
2
Führungskräfte
2
Kleinste-Quadrate-Methode
2
Least squares method
2
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Life insurance
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Share price
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Stock option
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Ankündigungseffekt
1
Announcement effect
1
Asia
1
Asien
1
Asymmetric information
1
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1
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1
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Book / Working Paper
31
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Arbeitspapier
28
Graue Literatur
28
Non-commercial literature
28
Working Paper
28
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English
31
Author
All
Løchte Jørgensen, Peter
5
Stentoft, Lars
3
Bechmann, Ken L.
2
Christensen, Bent Jesper
2
Christensen, Claus Vorm
2
Peskir, Goran
2
Strunk Hansen, Charlotte
2
Søndergaard Rasmussen, Nicki
2
Barndorff-Nielsen, Ole E.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Frino, Alex
1
Grasselli, M.R.
1
Grosen, Anders
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
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
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>
International Monetary Fund (IMF)
915
International Monetary Fund
574
Asian Development Bank
447
National Bureau of Economic Research
326
OECD
258
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
206
Federal Reserve Board (Board of Governors of the Federal Reserve System)
139
Asian Development Bank (ADB)
120
eSocialSciences
103
World Bank
101
East Asian Bureau of Economic Research (EABER)
96
International Association for the Study of Insurance Economics
93
Springer Fachmedien Wiesbaden
91
World Bank Group
81
Vereinte Nationen / Economic and Social Commission for Asia and the Pacific
79
Inter-American Development Bank
63
Institut für Schweizerisches Bankwesen <Zürich>
61
Edward Elgar Publishing
55
Institut vostokovedenija <Moskau>
54
Basel Committee on Banking Supervision
52
Internationaler Währungsfonds
50
C.E.P.R. Discussion Papers
47
Université Paris-Dauphine (Paris IX)
46
EconWPA
45
Weltbank
44
HAL
43
Internationales Arbeitsamt
42
Economics and Research Department, Asian Development Bank
41
FAO
38
International Food Policy Research Institute (IFPRI)
38
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
38
Vereinte Nationen / Economic Commission for Asia and the Far East
36
European Association of Agricultural Economists - EAAE
35
Economic Research Service, Department of Agriculture
34
Institute of Southeast Asian Studies
34
International Labour Organization (ILO), United Nations
34
Asian Development Bank Institute
33
International Monetary Fund / Monetary and Capital Markets Department
32
Economics Research, World Bank Group
31
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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
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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
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:
7
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
Saved in:
8
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
9
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
Saved in:
10
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
Saved in:
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