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Option pricing theory
24
Optionspreistheorie
24
Theorie
24
Theory
24
Yield curve
13
Zinsstruktur
13
Volatility
6
Volatilität
6
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5
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4
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Managers
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Nonlinear regression
2
Stock option
2
Time series analysis
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Zeitreihenanalyse
2
Zinsderivat
2
1993-2002
1
Arbitrage
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Asia
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Arbeitspapier
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Graue Literatur
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32
Working Paper
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English
35
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Mikkelsen, Peter
3
Stentoft, Lars
3
Taulbjerg, Jes
3
Christensen, Bent Jesper
2
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Løchte Jørgensen, Peter
2
Peskir, Goran
2
Shin Jensen, Malene
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
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Schmid, Wolfgang
1
Shepard, Neil
1
Shephard, Neil G.
1
Stegenborg Larsen, Kristian
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
Uys, N.
1
Venardos, Emmanouil
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
International Monetary Fund (IMF)
1,072
National Bureau of Economic Research
818
International Monetary Fund
452
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
392
C.E.P.R. Discussion Papers
155
EconWPA
78
European Central Bank
73
eSocialSciences
63
CESifo
50
Internationaler Währungsfonds
49
Département de Sciences Économiques, Université de Montréal
41
HAL
39
Institut für Schweizerisches Bankwesen <Zürich>
39
Wiener Institut für Internationale Wirtschaftsvergleiche, wiiw
36
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
34
Institut für Weltwirtschaft (IfW)
32
Institute for International Economic Studies (IIES), Stockholms Universitet
29
Banco de España
28
Banca d'Italia
27
Banque de France
27
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
26
Caisse des Depots et Consignations - Cahiers de recherche
25
Ekonomiska forskningsinstitutet <Stockholm>
24
Society for Economic Dynamics - SED
23
World Bank
23
Federal Reserve Bank of St. Louis
22
Department of Economics, Faculty of Business and Economics
21
Society for Computational Economics - SCE
21
Deutsche Bundesbank
19
Economics Research, World Bank Group
19
Institut für Weltwirtschaft
19
International Labour Organization (ILO), United Nations
19
Tilburg University, Center for Economic Research
19
de Nederlandsche Bank
19
Bank for International Settlements (BIS)
18
Department of Economics, Faculty of Economic and Management Sciences
18
Department of Economics, Oxford University
18
Econometric Society
18
Economics Department, Organisation de Coopération et de Développement Économiques (OCDE)
18
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
35
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ECONIS (ZBW)
35
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Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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2
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
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3
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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4
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
5
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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6
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:
7
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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8
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
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9
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724273
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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
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