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Theorie
70
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Option pricing theory
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Optionspreistheorie
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Barndorff-Nielsen, Ole E.
8
Tanggaard, Carsten
5
Sørensen, Michael
4
Christensen, Bent Jesper
3
Christiansen, Charlotte
3
Di Miscia, Orazio
3
Engsted, Tom
3
Lunde, Asger
3
Mikkelsen, Peter
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Shepard, Neil
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Shephard, Neil G.
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Taulbjerg, Jes
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2
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2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Stentoft, Lars
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
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1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
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1
Grosen, Anders
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1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
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1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
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563
International Monetary Fund
445
Edward Elgar Publishing
421
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409
Ekonomiska forskningsinstitutet <Stockholm>
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274
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76
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76
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75
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74
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74
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
74
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ECONIS (ZBW)
74
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Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
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contributor
); …
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
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Lunde, Asger
(
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)
-
2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
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Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
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Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
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The educational asset market : a finance perspective on human capital investment
Christiansen, Charlotte
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690061
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The information content of earnings announcements in Denmark
Sponholtz, Carina
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contributor
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
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The comovement of US and UK stock markets
Engsted, Tom
(
contributor
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Tanggaard, Carsten
(
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)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
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8
Pricing american options when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
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9
Higher-order finite element solutions of options prices
Raahauge, Peter
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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Empirical rationality in the stock market
Raahauge, Peter
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contributor
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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