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~institution:"Centre for Analytical Finance <Århus>"
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Option pricing theory
24
Optionspreistheorie
24
Theorie
21
Theory
21
Option trading
9
Optionsgeschäft
9
Volatility
7
Volatilität
7
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Stochastischer Prozess
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Probability theory
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Statistical distribution
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Estimation theory
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Führungskräfte
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Kleinste-Quadrate-Methode
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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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Risiko
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Share price
2
Stock option
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Time series analysis
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1
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Arbeitspapier
30
Graue Literatur
30
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30
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30
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English
35
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Løchte Jørgensen, Peter
5
Schmidli, Hanspeter
3
Stentoft, Lars
3
Barndorff-Nielsen, Ole E.
2
Bechmann, Ken L.
2
Christensen, Bent Jesper
2
Peskir, Goran
2
Strunk Hansen, Charlotte
2
Sørensen, Michael
2
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Frino, Alex
1
Grasselli, M.R.
1
Grosen, Anders
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Lunde, Asger
1
Mikkelsen, Peter
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
Stelzer, Robert
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Uys, N.
1
Venardos, Emmanouil
1
Walter, Terry S.
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
311
National Bureau of Economic Research
158
Université Paris-Dauphine (Paris IX)
115
Editura Lumen, Department of Economics
111
EconWPA
109
National Bureau of Economic Research (NBER)
103
Finance Discipline Group, Business School
82
University of Bonn, Germany
59
Institut für Schweizerisches Bankwesen <Zürich>
49
C.E.P.R. Discussion Papers
47
Society for Computational Economics - SCE
46
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
Henley Business School, University of Reading
38
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
38
School of Economics and Management, University of Aarhus
36
Université Paris-Dauphine
31
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
30
Tilburg University, Center for Economic Research
26
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
24
Bank of Canada
21
Center for Economic Research <Tilburg>
19
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
19
Swiss Finance Institute
19
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
18
Department of Economics and Business, Universitat Pompeu Fabra
18
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
18
Ekonomiska forskningsinstitutet <Stockholm>
18
Graduate School of Economics, Osaka University
18
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
16
Tinbergen Instituut
16
Department of Economics and Related Studies, University of York
15
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
15
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
14
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
Frankfurt School of Finance and Management
13
Institut für Versicherungswirtschaft <Sankt Gallen>
13
Tilburg University, School of Economics and Management
13
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Published in...
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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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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
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
6
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
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
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
9
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
Saved in:
10
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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