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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Option trading"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzschrift"
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Option trading
Theorie
66
Theory
66
Option pricing theory
21
Optionspreistheorie
21
Volatility
16
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16
Yield curve
13
Zinsstruktur
13
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12
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12
Time series analysis
11
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11
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Estimation theory
10
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8
Working Paper
8
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English
8
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Løchte Jørgensen, Peter
3
Bechmann, Ken L.
2
Christensen, Bent Jesper
1
Frino, Alex
1
Grosen, Anders
1
Kiefer, Nicholas Maximilian
1
Mollica, Vito
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Peskir, Goran
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Stentoft, Lars
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Centre for Analytical Finance <Århus>
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National Bureau of Economic Research
3
Judge Institute of Management Studies
2
Banco Central do Brasil
1
Center for International Food and Agricultural Policy
1
Federal Reserve Bank of St. Louis
1
Institute of Finance and Accounting <London>
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Iowa State University / Center for Agricultural and Rural Development
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London School of Economics and Political Science
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
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ECONIS (ZBW)
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1
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
2
Asymmetric price behaviour surrounding block trades : a market microstructure explanation
Frino, Alex
(
contributor
);
Mollica, Vito
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767506
Saved in:
3
The value and incentives of option-based compensation in Danish listed companies
Bechmann, Ken L.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748922
Saved in:
4
Pricing american options when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
Saved in:
5
Estimation and inference in optimal stopping models of options and search
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607778
Saved in:
6
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
7
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
Saved in:
8
A note on the call-put parity and a call-put duality
Peskir, Goran
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
Saved in:
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