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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
70
Theory
70
Stochastic process
17
Stochastischer Prozess
17
Option pricing theory
16
Optionspreistheorie
16
Yield curve
11
Zinsstruktur
11
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10
Volatilität
10
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8
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3
Hedging
3
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3
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3
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3
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3
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Book / Working Paper
77
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Arbeitspapier
71
Graue Literatur
71
Non-commercial literature
71
Working Paper
71
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English
77
Author
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
6
Shepard, Neil
4
Tanggaard, Carsten
4
Ørregaard Nielsen, Morten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Schmidli, Hanspeter
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Bibby, Bo Martin
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Levendorskij, Sergej Z.
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,104
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
543
Edward Elgar Publishing
405
Ekonomiska forskningsinstitutet <Stockholm>
285
OECD
280
Center for Economic Research <Tilburg>
279
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
273
Springer Fachmedien Wiesbaden
263
European University Institute / Department of Economics
251
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
231
IGI Global
217
International Monetary Fund
201
Forschungsinstitut zur Zukunft der Arbeit
165
World Bank
158
Society for Computational Economics - SCE
147
Institut für Weltwirtschaft
137
Internationaler Währungsfonds / Research Department
136
Centre for Economic Policy Research
134
Université Paris-Dauphine (Paris IX)
131
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Tilburg University, Center for Economic Research
111
Universitat Pompeu Fabra / Departament d'Economia i Empresa
109
University of Exeter / Department of Economics
107
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
Springer-Verlag GmbH
95
Australian National University / Faculty of Economics and Commerce
84
EconWPA
83
Deutsche Forschungsgemeinschaft
80
Universitetet i Oslo / Økonomisk institutt
79
Massachusetts Institute of Technology / Department of Economics
78
Columbia University / Department of Economics
76
De Gruyter Oldenbourg
76
Erasmus Research Institute of Management
76
European University Institute / Department of Law
75
Federal Reserve System / Board of Governors
75
Robert Schuman Centre for Advanced Studies
75
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
77
Source
All
ECONIS (ZBW)
77
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1
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
2
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
3
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:
4
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
5
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
6
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:
7
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
8
Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
Saved in:
9
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
10
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
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