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~institution:"Centre for Analytical Finance <Århus>"
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Analytic Pricing of Volatility...
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Option pricing theory
24
Optionspreistheorie
24
Theorie
24
Theory
24
Yield curve
13
Zinsstruktur
13
Volatility
6
Volatilität
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Option trading
4
Optionsgeschäft
4
Stochastic process
4
Stochastischer Prozess
4
Estimation theory
3
Markov chain
3
Markov-Kette
3
Schätztheorie
3
Statistical test
3
Statistischer Test
3
Aktienoption
2
Black-Scholes model
2
Black-Scholes-Modell
2
CAPM
2
Currency option
2
Devisenoption
2
Führungskräfte
2
Interest rate derivative
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Managers
2
Nichtlineare Regression
2
Nonlinear regression
2
Stock option
2
Time series analysis
2
Zeitreihenanalyse
2
Zinsderivat
2
1993-2002
1
Arbitrage
1
Asia
1
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Book / Working Paper
35
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Arbeitspapier
32
Graue Literatur
32
Non-commercial literature
32
Working Paper
32
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English
35
Author
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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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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
338
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
242
EconWPA
106
National Bureau of Economic Research (NBER)
100
Université Paris-Dauphine (Paris IX)
98
Finance Discipline Group, Business School
84
University of Bonn, Germany
60
Institut für Schweizerisches Bankwesen <Zürich>
58
C.E.P.R. Discussion Papers
55
Society for Computational Economics - SCE
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
42
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
39
Henley Business School, University of Reading
38
School of Economics and Management, University of Aarhus
38
Université Paris-Dauphine
31
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
29
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
29
Bank of Canada
23
Ekonomiska forskningsinstitutet <Stockholm>
21
Tinbergen Instituut
21
Tilburg University, Center for Economic Research
20
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
19
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
19
Swiss Finance Institute
19
Department of Economics and Business, Universitat Pompeu Fabra
18
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
18
Graduate School of Economics, Osaka University
18
International Monetary Fund
18
Center for Financial Studies
16
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
16
National Centre of Competence in Research North South <Bern>
16
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
16
Department of Economics and Related Studies, University of York
15
Banca d'Italia
14
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
14
Federal Reserve Bank of San Francisco
14
Frankfurt School of Finance and Management
14
International Monetary Fund (IMF)
14
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
13
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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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1
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
Saved in:
2
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
Saved in:
3
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
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
Saved in:
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
Saved in:
9
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724273
Saved in:
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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