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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
70
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Option pricing theory
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Optionspreistheorie
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
4
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Lunde, Asger
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Mikkelsen, Peter
3
Myhre Lildholt, Peter
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Shepard, Neil
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Shephard, Neil G.
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Strunk Hansen, Charlotte
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Søndergaard Rasmussen, Nicki
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Taulbjerg, Jes
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2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
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Bartholdy, Jan
1
Bechmann, Ken L.
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
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Hansen, Niels Richard
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Hurd, T.R.
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Jakubenas, Paulius
1
Jensen, Morten Berg
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Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,448
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International Monetary Fund
465
Edward Elgar Publishing
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Ekonomiska forskningsinstitutet <Stockholm>
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74
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73
Instituto Valenciano de Investigaciones Económicas
72
Erasmus Research Institute of Management
71
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
70
Deutschland / Bundeswehr / Universität Hamburg
69
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
71
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ECONIS (ZBW)
71
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Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
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2
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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3
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
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4
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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5
Empirical rationality in the stock market
Raahauge, Peter
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contributor
)
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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6
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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7
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
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contributor
)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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8
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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9
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
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contributor
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
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10
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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