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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Option pricing theory"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzschrift"
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Option pricing theory
Theorie
66
Theory
66
Optionspreistheorie
21
Volatility
16
Volatilität
16
Yield curve
13
Zinsstruktur
13
Stochastic process
12
Stochastischer Prozess
12
Time series analysis
11
Zeitreihenanalyse
11
ARCH model
10
ARCH-Modell
10
Denmark
10
Dänemark
10
Estimation theory
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Schätztheorie
10
Estimation
9
Schätzung
9
Option trading
8
Optionsgeschäft
8
Statistical test
8
Statistischer Test
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CAPM
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USA
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United States
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Markov chain
6
Markov-Kette
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Cointegration
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Kleinste-Quadrate-Methode
5
Kointegration
5
Least squares method
5
Bond market
4
Forecast
4
Probability theory
4
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Book / Working Paper
21
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Graue Literatur
Konferenzschrift
Arbeitspapier
21
Non-commercial literature
21
Working Paper
21
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English
21
Author
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Stentoft, Lars
3
Christensen, Bent Jesper
2
Løchte Jørgensen, Peter
2
Strunk Hansen, Charlotte
2
Barndorff-Nielsen, Ole E.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Venardos, Emmanouil
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7
Ekonomiska forskningsinstitutet <Stockholm>
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
4
Institut for Finansiering <Frederiksberg>
3
Institute of Finance and Accounting <London>
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Judge Institute of Management Studies
2
Queen Mary College / Department of Economics
2
Center for International Food and Agricultural Policy
1
Columbia University / Graduate School of Business
1
ESCP-EAP European School of Management
1
Hochschule für Bankwirtschaft
1
Nationalekonomiska Institutionen <Lund>
1
Social Systems Research Institute
1
University of Waterloo / Department of Economics
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
21
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ECONIS (ZBW)
21
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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
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:
4
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:
5
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
6
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:
7
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
8
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:
9
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724273
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:
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