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~institution:"Centre for Analytical Finance <Århus>"
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Option pricing theory
24
Optionspreistheorie
24
Theorie
22
Theory
22
Option trading
9
Optionsgeschäft
9
Markov chain
6
Markov-Kette
6
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Volatilität
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Estimation theory
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Schätztheorie
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Aktienoption
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Black-Scholes model
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Black-Scholes-Modell
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Least squares method
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Lebensversicherung
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Life insurance
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Managers
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Share price
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Stock option
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Time series analysis
2
Zeitreihenanalyse
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Ankündigungseffekt
1
Announcement effect
1
Asia
1
Asien
1
Asymmetric information
1
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Graue Literatur
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English
35
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Løchte Jørgensen, Peter
5
Stentoft, Lars
3
Sørensen, Michael
3
Bechmann, Ken L.
2
Christensen, Bent Jesper
2
Mikkelsen, Peter
2
Peskir, Goran
2
Strunk Hansen, Charlotte
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
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Frino, Alex
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kessler, Mathieu
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Mollica, Vito
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
Uys, N.
1
Venardos, Emmanouil
1
Walter, Terry S.
1
Širjaev, Alʹbert N.
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Centre for Analytical Finance <Århus>
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
228
National Bureau of Economic Research
113
EconWPA
103
National Bureau of Economic Research (NBER)
100
Université Paris-Dauphine (Paris IX)
96
Finance Discipline Group, Business School
81
University of Bonn, Germany
59
Society for Computational Economics - SCE
49
Institut für Schweizerisches Bankwesen <Zürich>
48
C.E.P.R. Discussion Papers
46
School of Economics and Management, University of Aarhus
39
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
39
Henley Business School, University of Reading
38
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
37
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
33
Université Paris-Dauphine
31
International Monetary Fund (IMF)
29
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
27
Ekonomiska forskningsinstitutet <Stockholm>
22
Bank of Canada
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
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
18
Graduate School of Economics, Osaka University
18
Department of Economics and Business, Universitat Pompeu Fabra
17
Tinbergen Instituut
17
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
16
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
16
Department of Economics and Related Studies, University of York
15
National Centre of Competence in Research North South <Bern>
14
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
13
Chambre de commerce et d'industrie de Paris
13
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
13
Federal Reserve Bank of St. Louis
13
Frankfurt School of Finance and Management
13
Institut für Versicherungswirtschaft <Sankt Gallen>
13
Center for Economic Research <Tilburg>
12
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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)
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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
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2
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
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3
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
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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
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5
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
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6
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
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7
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
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8
Asymmetric price behaviour surrounding block trades : a market microstructure explanation
Frino, Alex
(
contributor
);
Mollica, Vito
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767506
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9
The value and incentives of option-based compensation in Danish listed companies
Bechmann, Ken L.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748922
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10
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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