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~institution:"Centre for Analytical Finance <Århus>"
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The Move Away from Stock Optio...
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Option pricing theory
24
Optionspreistheorie
24
Theorie
16
Theory
16
Volatility
6
Volatilität
6
Option trading
5
Optionsgeschäft
5
Börsenkurs
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Share price
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
Kleinste-Quadrate-Methode
2
Least squares method
2
Managers
2
Schätztheorie
2
Stock option
2
Time series analysis
2
Yield curve
2
Zeitreihenanalyse
2
Zinsstruktur
2
Ankündigungseffekt
1
Announcement effect
1
Asia
1
Asien
1
Bond market
1
Bubbles
1
CAPM
1
Convertible bond
1
Currency derivative
1
Derivat
1
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Book / Working Paper
26
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Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
Working Paper
23
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English
26
Author
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Stentoft, Lars
3
Christensen, Bent Jesper
2
Løchte Jørgensen, Peter
2
Peskir, Goran
2
Strunk Hansen, Charlotte
2
Barndorff-Nielsen, Ole E.
1
Bechmann, Ken L.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Engsted, Tom
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
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
Tanggaard, Carsten
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
744
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
41
Ekonomiska forskningsinstitutet <Stockholm>
26
Chambre de commerce et d'industrie de Paris
19
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Center for Economic Research <Tilburg>
17
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
15
OECD
15
Svenska Handelshögskolan <Helsinki>
15
Institut für Schweizerisches Bankwesen <Zürich>
14
School of Finance and Business Economics <Perth, Western Australia>
12
Federal Reserve System / Division of Research and Statistics
11
Birkbeck College / Department of Economics
10
Centre for Economic Policy Research
9
Deutsche Forschungsgemeinschaft
9
Federal Reserve System / Board of Governors
9
Institute of Finance and Accounting <London>
9
New York Stock Exchange
9
Rodney L. White Center for Financial Research
9
Federal Reserve Bank of St. Louis
8
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
8
Springer Fachmedien Wiesbaden
8
The Wharton Financial Institutions Center
8
Universitat Pompeu Fabra / Departament d'Economia i Empresa
8
Verlag Dr. Kovač
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Institut for Finansiering <Frederiksberg>
7
University of Chicago / Center for Research in Security Prices
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Bonn Graduate School of Economics
6
Centre of Financial Studies
6
Erasmus Research Institute of Management
6
Federal Reserve Bank of New York
6
Institut für Weltwirtschaft
6
Internationaler Währungsfonds / Research Department
6
Universität Mannheim
6
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
6
Zentrum für Europäische Wirtschaftsforschung
6
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
5
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
26
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ECONIS (ZBW)
26
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1
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:
2
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
3
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
4
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
7
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:
8
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724273
Saved in:
9
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:
10
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
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