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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Center for Economic Research <Tilburg>"
~institution:"European University Institute / Department of Economics"
~subject:"Option pricing theory"
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Risiko
Option pricing theory
Theorie
595
Theory
595
Spieltheorie
72
Game theory
71
Estimation theory
41
Schätztheorie
41
Cooperative game
40
Kooperatives Spiel
40
Time series analysis
39
Zeitreihenanalyse
39
USA
20
United States
20
Estimation
18
Optionspreistheorie
18
Schätzung
18
Cointegration
17
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17
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25
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English
28
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Schmidli, Hanspeter
2
Strunk Hansen, Charlotte
2
Brekelmans, Ruud
1
Busch, Thomas
1
Canova, Fabio
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Damme, Eric E. C. van
1
De Waegenaere, Anja
1
Evans, Jonathan
1
Goorbergh, Rob Willem Jean van den
1
Grasselli, M.R.
1
Guha, Rajiv
1
Güth, Werner
1
Horst, Jenke R. ter
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kerkhof, Jeroen
1
Kort, Peter M.
1
Melenberg, Bertrand
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Nimark, Kristoffer P.
1
Pawlina, Grzegorz
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Preston, Bruce
1
Raahauge, Peter
1
Ravn, Morten O.
1
Ritzenberger, Klaus
1
Roon, F. A. de
1
Roy, Santanu
1
Russell, Bill
1
Sbuelz, Alessandro
1
Schumacher, Hans
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
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Centre for Analytical Finance <Århus>
Center for Economic Research <Tilburg>
European University Institute / Department of Economics
National Bureau of Economic Research
206
Ekonomiska forskningsinstitutet <Stockholm>
14
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Svenska Handelshögskolan <Helsinki>
10
Chambre de commerce et d'industrie de Paris
9
Edward Elgar Publishing
9
Australian National University / Faculty of Economics and Commerce
6
University of Dundee / Department of Economic Studies
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Birkbeck College / Department of Economics
5
Bonn Graduate School of Economics
5
Federal Reserve System / Board of Governors
5
University of Southampton / Department of Economics
5
Centre of Financial Studies
4
Federal Reserve System / Division of Research and Statistics
4
Georgetown University / Economics Department
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
Institute of Finance and Accounting <London>
4
Johannes Gutenberg-Universität Mainz
4
Umeå universitet
4
University of Exeter / Department of Economics
4
Verlag Dr. Kovač
4
Centre for Economic Policy Research
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Goethe-Universität Frankfurt am Main
3
Internationaler Währungsfonds
3
Trinity College Dublin / Department of Economics
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
University of Waterloo / Department of Economics
3
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
3
Weltbank
3
Associazione Operatori Bancari in Titoli
2
Australian National University / Faculty of Economics
2
Bank für Internationalen Zahlungsausgleich
2
Bank of Canada
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Discussion paper / Center for Economic Research, Tilburg University
7
EUI working paper / ECO
5
Source
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ECONIS (ZBW)
28
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1
Structural RFV : recovery form and defaultable debt analysis
Guha, Rajiv
(
contributor
);
Sbuelz, Alessandro
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784488
Saved in:
2
Economic hedging portfolios
Goorbergh, Rob Willem Jean van den
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001869610
Saved in:
3
Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
Saved in:
4
Model risk and regulatory capital
Kerkhof, Jeroen
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
Saved in:
5
On the Nash bargaining solution with noise
Güth, Werner
(
contributor
);
Ritzenberger, Klaus
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701512
Saved in:
6
Investment under uncertainty and policy change
Pawlina, Grzegorz
(
contributor
);
Kort, Peter M.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001545479
Saved in:
7
Approximating the finite-time ruin probability under interest force
Brekelmans, Ruud
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001533268
Saved in:
8
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
9
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
10
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
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