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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Erasmus Research Institute of Management"
~subject:"Theorie"
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Theorie
Theory
140
Netherlands
27
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27
Option pricing theory
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Optionspreistheorie
26
Stochastic process
23
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Barndorff-Nielsen, Ole E.
8
Franses, Philip Hans
8
Post, Thierry
7
Dekimpe, Marnik G.
5
Sørensen, Michael
4
Tanggaard, Carsten
4
Bi̇rbi̇l, Ş. İlker
3
Brito, Marisa P. de
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Christensen, Bent Jesper
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Di Miscia, Orazio
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Frenk, Johannes G.
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Hallerbach, Winfried G.
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3
Kroon, Leo G.
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Laan, Erwin A. van der
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Wagelmans, Albert P. M.
3
Bioch, Jan C.
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Degraeve, Zeger
2
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2
Engsted, Tom
2
Fang, Shu-Cherng
2
Fok, Dennis
2
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2
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2
Heuvel, Wilco van den
2
Jans, Raf
2
Kassay, Gábor
2
Koedijk, Kees
2
Koster, René de
2
Lyrio, Marco
2
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2
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Centre for Analytical Finance <Århus>
Erasmus Research Institute of Management
National Bureau of Economic Research
7,017
Edward Elgar Publishing
402
Ekonomiska forskningsinstitutet <Stockholm>
282
Center for Economic Research <Tilburg>
278
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
256
OECD
255
Springer Fachmedien Wiesbaden
251
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247
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212
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165
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153
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137
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136
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135
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134
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127
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126
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105
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102
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102
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91
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84
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69
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68
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67
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ERIM report series research in management
70
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
70
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ECONIS (ZBW)
140
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1
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:
2
Conditional downside risk and the CAPM
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002190699
Saved in:
3
Downside risk and asset pricing
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002188466
Saved in:
4
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
5
The effects of systemic crises when investors can be crisis ignorant
Kole, Erik
(
contributor
);
Koedijk, Kees
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002059646
Saved in:
6
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
7
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
8
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Saved in:
9
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
10
A GMM test for SSD efficiency
Post, Thierry
(
contributor
);
Versijp, Philippe
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002188617
Saved in:
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