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Non-parametric American option...
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Option pricing theory
24
Optionspreistheorie
24
Theorie
16
Theory
16
Volatility
7
Volatilität
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Option trading
4
Optionsgeschäft
4
Kleinste-Quadrate-Methode
3
Least squares method
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Stochastic process
3
Stochastischer Prozess
3
Aktienoption
2
Black-Scholes model
2
Black-Scholes-Modell
2
Currency option
2
Devisenoption
2
Estimation theory
2
Führungskräfte
2
Managers
2
Schätztheorie
2
Stock option
2
Time series analysis
2
Yield curve
2
Zeitreihenanalyse
2
Zinsstruktur
2
Asia
1
Asien
1
Bond market
1
Börsenkurs
1
CAPM
1
Cointegration
1
Currency derivative
1
Derivat
1
Derivative
1
Estimation
1
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Book / Working Paper
27
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Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
Working Paper
23
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English
27
Author
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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
Di Miscia, Orazio
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
Nielsen, Morten Ørregaard
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
Ørregaard Nielsen, Morten
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
119
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
83
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Center for Economic Research <Tilburg>
18
Centre for Microdata Methods and Practice <London>
17
Institut für Schweizerisches Bankwesen <Zürich>
14
Ekonomiska forskningsinstitutet <Stockholm>
11
Chambre de commerce et d'industrie de Paris
10
Finance Discipline Group, Business School
10
Svenska Handelshögskolan <Helsinki>
10
EconWPA
9
Society for Computational Economics - SCE
8
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
8
Forschungsinstitut zur Zukunft der Arbeit
7
Universitat Pompeu Fabra / Departament d'Economia i Empresa
7
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
6
International Center for Financial Asset Management and Engineering
6
Verlag Dr. Kovač
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Deutsche Forschungsgemeinschaft
5
Econometrisch Instituut <Rotterdam>
5
London School of Economics and Political Science
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Bonn Graduate School of Economics
4
Boston College / Department of Economics
4
Centre of Financial Studies
4
Deutsche Bundesbank
4
Federal Reserve Bank of St. Louis
4
Institut for Finansiering <Frederiksberg>
4
International Monetary Fund (IMF)
4
Johannes Gutenberg-Universität Mainz
4
Queen Mary College / Department of Economics
4
Springer Fachmedien Wiesbaden
4
University of Cambridge / Department of Applied Economics
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
3
Centre for Economic Policy Research
3
Centre for Quantitative Economics & Computing
3
Henley Business School, University of Reading
3
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
27
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ECONIS (ZBW)
27
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1
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:
2
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
3
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:
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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