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type_genre:"Working Paper"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Option pricing theory"
~subject:"Zeitreihenanalyse"
~type_genre:"Dissertation u.a. Prüfungsschriften"
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Option pricing theory
Zeitreihenanalyse
Stochastic process
19
Stochastischer Prozess
19
Theorie
12
Theory
12
Volatility
5
Volatilität
5
Optionspreistheorie
2
Time series analysis
2
Adaptive Erwartungen
1
Adaptive expectations
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Autocorrelation
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Autokorrelation
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CAPM
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Cointegration
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Currency option
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Devisenoption
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Dynamic equilibrium
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Exchange rate
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Natural disaster insurance
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Risiko
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Risk
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State space model
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Working Paper
Dissertation u.a. Prüfungsschriften
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Bibby, Bo Martin
1
Brandorff-Nielsen, Ole E.
1
Nicolato, Elisa
1
Shepard, Neil
1
Skovgaard, Ib Michael
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Sørensen, Michael
1
Venardos, Emmanouil
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Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Discussion paper / Tinbergen Institute
53
Research paper series / Swiss Finance Institute
29
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
24
Working paper / Department of Econometrics and Business Statistics, Monash University
24
SFB 649 discussion paper
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18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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CREATES research paper
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Mathematical finance
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Discussion papers of interdisciplinary research project 373
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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6
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Local empirical spectral measure of multivariate processes with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838828
Saved in:
2
Power and bipower variation with stocjastic volatility and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
Saved in:
3
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
Saved in:
4
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:
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