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~institution:"Centre for Analytical Finance <Århus>"
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Option pricing theory
24
Optionspreistheorie
24
Theorie
22
Theory
22
Volatility
19
Volatilität
19
Stochastic process
7
Stochastischer Prozess
7
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Aktienoption
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Black-Scholes model
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Bond market
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Capital income
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Currency option
2
Devisenoption
2
Estimation theory
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Führungskräfte
2
Heteroscedasticity
2
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2
Interest rate derivative
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Book / Working Paper
41
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Arbeitspapier
35
Graue Literatur
35
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35
Working Paper
35
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English
41
Author
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Christiansen, Charlotte
4
Strunk Hansen, Charlotte
4
Barndorff-Nielsen, Ole E.
3
Christensen, Bent Jesper
3
Lunde, Asger
3
Stentoft, Lars
3
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Peskir, Goran
2
Shephard, Neil G.
2
Sørensen, Michael
2
Tuypens, Bjorn E.
2
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
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
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
Uys, N.
1
Venardos, Emmanouil
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
872
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
173
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
C.E.P.R. Discussion Papers
57
Institut für Schweizerisches Bankwesen <Zürich>
57
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
36
Federal Reserve Bank of St. Louis
34
EconWPA
30
HAL
30
OECD
29
Ekonomiska forskningsinstitutet <Stockholm>
27
Université Paris-Dauphine (Paris IX)
26
World Bank
25
European University Institute / Department of Economics
23
Agricultural and Applied Economics Association - AAEA
22
Center for Economic Research <Tilburg>
21
Svenska Handelshögskolan <Helsinki>
21
International Monetary Fund
19
Springer Fachmedien Wiesbaden
19
National Centre of Competence in Research North South <Bern>
18
University of Canterbury / Dept. of Economics and Finance
18
Chambre de commerce et d'industrie de Paris
17
European University Institute / Department of Law
17
Reserve Bank of Australia
17
Tilburg University, Center for Economic Research
17
CESifo
16
Institut für Weltwirtschaft
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Rutgers University / Department of Economics
15
Society for Computational Economics - SCE
15
International Monetary Fund (IMF)
14
Verlag Dr. Kovač
14
Österreichisches Institut für Wirtschaftsforschung
14
Econometrisch Instituut <Rotterdam>
13
European Association of Agricultural Economists - EAAE
13
Federal Reserve System / Division of Research and Statistics
13
Internationaler Währungsfonds / Research Department
13
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
Department of Economics and Finance, College of Business and Economics
12
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
41
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ECONIS (ZBW)
41
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
3
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:
4
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:
5
Power and bipower variation with stocjastic
volatility
and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
Saved in:
6
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:
7
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
8
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
9
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
10
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic
volatility
model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
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