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~institution:"Centre for Analytical Finance <Århus>"
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Option pricing theory
24
Optionspreistheorie
24
Theorie
22
Theory
22
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Option trading
9
Optionsgeschäft
9
Volatility
7
Volatilität
7
Estimation theory
6
Schätztheorie
6
Kleinste-Quadrate-Methode
4
Least squares method
4
Yield curve
4
Zinsstruktur
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Stochastic process
3
Stochastischer Prozess
3
Aktienoption
2
Black-Scholes model
2
Black-Scholes-Modell
2
Börsenkurs
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Currency option
2
Devisenoption
2
Estimation
2
Führungskräfte
2
Lebensversicherung
2
Life insurance
2
Managers
2
Markov chain
2
Markov-Kette
2
Optionsanleihe
2
Schätzung
2
Share price
2
Stock option
2
Time series analysis
2
Warrant bond
2
Zeitreihenanalyse
2
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Book / Working Paper
38
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Arbeitspapier
33
Graue Literatur
33
Non-commercial literature
33
Working Paper
33
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English
38
Author
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Løchte Jørgensen, Peter
5
Christensen, Bent Jesper
4
Stentoft, Lars
3
Søndergaard Rasmussen, Nicki
3
Bechmann, Ken L.
2
Mikkelsen, Peter
2
Peskir, Goran
2
Strunk Hansen, Charlotte
2
Sørensen, Michael
2
Barndorff-Nielsen, Ole E.
1
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Di Miscia, Orazio
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
Mollica, Vito
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Poulsen, R.
1
Poulsen, Rolf
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Schmid, Wolfgang
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
Svenstrup, Mikkel
1
Tzotchev, Dobromir
1
Uys, N.
1
Venardos, Emmanouil
1
Walter, Terry S.
1
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Institution
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Centre for Analytical Finance <Århus>
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
565
Society for Computational Economics - SCE
225
EconWPA
156
National Bureau of Economic Research (NBER)
146
National Bureau of Economic Research
127
Université Paris-Dauphine (Paris IX)
103
Finance Discipline Group, Business School
88
C.E.P.R. Discussion Papers
75
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
69
University of Bonn, Germany
67
Tilburg University, Center for Economic Research
59
Institut für Schweizerisches Bankwesen <Zürich>
55
Tinbergen Instituut
50
School of Economics and Management, University of Aarhus
45
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
44
Henley Business School, University of Reading
42
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
38
Department of Economics and Business, Universitat Pompeu Fabra
37
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
35
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
35
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
33
International Monetary Fund (IMF)
32
Université Paris-Dauphine
32
CESifo
30
Tinbergen Institute
28
Ekonomiska forskningsinstitutet <Stockholm>
27
Institut für Weltwirtschaft (IfW)
26
Dipartimento di Economia, Università Ca' Foscari Venezia
25
Deutsche Bundesbank
24
Technology Management, Economics and Policy Program (TEMEP), Seoul National University
24
Bank of Canada
23
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
23
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
23
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
23
Economics Department, Queen's University
22
Faculty of Economics, University of Cambridge
22
Nationalekonomiska Institutionen, Ekonomihögskolan
22
Swiss Finance Institute
22
Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia
21
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
38
Source
All
ECONIS (ZBW)
38
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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
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:
3
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:
4
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:
5
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:
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
Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
Saved in:
8
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:
9
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
10
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
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