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~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
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Option pricing theory
33
Optionspreistheorie
33
Theorie
32
Theory
32
CAPM
12
Option trading
10
Optionsgeschäft
10
Volatility
9
Volatilität
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Martingale
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56
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Christensen, Bent Jesper
8
Løchte Jørgensen, Peter
6
Barndorff-Nielsen, Ole E.
3
Raahauge, Peter
3
Stentoft, Lars
3
Strunk Hansen, Charlotte
3
Sørensen, Michael
3
Bechmann, Ken L.
2
Bunzel, Henning
2
Grosen, Anders
2
Hubalek, Friedrich
2
Kiefer, Nicholas Maximilian
2
Mikkelsen, Peter
2
Nielsen, Morten Ørregaard
2
Peskir, Goran
2
Shephard, Neil G.
2
Shin Jensen, Malene
2
Svenstrup, Mikkel
2
Asmussen, Søren
1
Bartholdy, Jan
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Engsted, Tom
1
Frino, Alex
1
Grasselli, M.R.
1
Hansen, Asbjørn Trolle
1
Hobson, David G.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, B.
1
Kallsen, Jan
1
Krawczyk, Leszek
1
Levendorskij, Sergej Z.
1
Madan, Dilip B.
1
Mammen, Enno
1
Mollica, Vito
1
Nicolato, Elisa
1
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Centre for Analytical Finance <Århus>
36
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
International journal of theoretical and applied finance
584
Journal of banking & finance
547
NBER working paper series
531
Working paper / National Bureau of Economic Research, Inc.
466
The journal of futures markets
454
Journal of financial economics
409
NBER Working Paper
391
Mathematical finance : an international journal of mathematics, statistics and financial theory
376
Finance and stochastics
341
Finance research letters
327
The journal of finance : the journal of the American Finance Association
322
The review of financial studies
311
Journal of economic dynamics & control
310
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282
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272
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268
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247
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246
SpringerLink / Bücher
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International review of financial analysis
218
Journal of empirical finance
213
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206
ADB economics working paper series
204
Review of derivatives research
201
International review of economics & finance : IREF
200
Research paper series / Swiss Finance Institute
195
The North American journal of economics and finance : a journal of financial economics studies
195
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194
Journal of econometrics
187
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
187
European journal of operational research : EJOR
180
ADBI Working Paper
174
The European journal of finance
172
Working paper
172
Journal of Asian economics
171
Pacific-Basin finance journal
171
Economic modelling
170
Management science : journal of the Institute for Operations Research and the Management Sciences
168
Insurance / Mathematics & economics
166
Discussion paper / Centre for Economic Policy Research
162
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ECONIS (ZBW)
56
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1
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
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
3
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:
4
Testing the
martingale
restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
5
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:
6
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:
7
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:
8
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Saved in:
9
Optimal inference in dynamic models with conditional moment restrictions
Christensen, Bent Jesper
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003774664
Saved in:
10
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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