//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
institution:"Københavns Universitet / Økonomisk Institut"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Massachusetts Institute of Technology / Department of Economics"
~subject:"Optionspreistheorie"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Time series analysis
Theorie
196
Theory
196
Option pricing theory
14
Yield curve
11
Zinsstruktur
11
Estimation
10
Estimation theory
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Schätztheorie
10
Schätzung
10
Incomplete market
9
USA
9
United States
9
Unvollkommener Markt
9
Volatility
9
Volatilität
9
Game theory
8
Regression analysis
8
Regressionsanalyse
8
Spieltheorie
8
Stochastic process
8
Stochastischer Prozess
8
Zeitreihenanalyse
8
Core
7
Statistical test
7
Statistischer Test
7
ARCH model
6
ARCH-Modell
6
CAPM
6
Cointegration
6
Financial crisis
6
Finanzkrise
6
Induktive Statistik
6
Kointegration
6
Markov chain
6
Markov-Kette
6
Maximum likelihood estimation
6
more ...
less ...
Type of publication
All
Book / Working Paper
20
Type of publication (narrower categories)
All
Non-commercial literature
Graue Literatur
20
Arbeitspapier
18
Working Paper
18
Collection of articles of several authors
1
Collection of articles written by one author
1
Sammelwerk
1
Sammlung
1
more ...
less ...
Language
All
English
20
Author
All
Jusélius, Katarina
2
Strunk Hansen, Charlotte
2
Anderson, Robert M.
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Koulikov, Dmitri
1
Mikkelsen, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Rahbek, Anders
1
Raimondo, Roberto C.
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Venardos, Emmanouil
1
Širjaev, Alʹbert N.
1
more ...
less ...
Institution
All
Københavns Universitet / Økonomisk Institut
Centre for Analytical Finance <Århus>
Massachusetts Institute of Technology / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
51
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
27
Umeå universitet
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
9
Svenska Handelshögskolan <Helsinki>
9
Center for Economic Research <Tilburg>
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
5
European University Institute / Department of Law
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Umeå Universitet / Institutionen för Nationalekonomi
5
University of Cambridge / Department of Applied Economics
5
University of Strathclyde / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Birkbeck College / Department of Economics
4
Christian-Albrechts-Universität zu Kiel
4
Institut für Höhere Studien
4
Johannes Gutenberg-Universität Mainz
4
University of Exeter / Department of Economics
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Banque de France / Direction des Etudes Economiques et de la Recherche
3
Centre of Financial Studies
3
Chambre de commerce et d'industrie de Paris
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Universität Basel / Institut für Statistik und Ökonometrie
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Centre for Economic Policy Research
2
Erasmus Research Institute of Management
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Federal Reserve Bank of New York
2
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Discussion papers / Department of Economics, University of Copenhagen
1
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
3
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
4
Market clearing and derivate pricing
Anderson, Robert M.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001765106
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
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
7
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
10
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->