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~institution:"Centre for Analytical Finance <Århus>"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzschrift"
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Theorie
66
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66
Option pricing theory
21
Optionspreistheorie
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13
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Graue Literatur
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Working Paper
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Barndorff-Nielsen, Ole E.
8
Christiansen, Charlotte
8
Christensen, Bent Jesper
6
Løchte Jørgensen, Peter
6
Sørensen, Michael
6
Tanggaard, Carsten
6
Lunde, Asger
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Schmidli, Hanspeter
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Shephard, Neil G.
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Bechmann, Ken L.
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Engsted, Tom
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Hansen, Peter Reinhard
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Strunk Hansen, Charlotte
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Søndergaard Rasmussen, Nicki
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Ørregaard Nielsen, Morten
4
Di Miscia, Orazio
3
Mikkelsen, Peter
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Myhre Lildholt, Peter
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Raaballe, Johannes
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Rahbek, Anders
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Shepard, Neil
3
Stentoft, Lars
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Taulbjerg, Jes
3
Brunetti, Celso
2
Busch, Thomas
2
Christensen, Claus Vorm
2
Grosen, Anders
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Koulikov, Dmitri
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Nielsen, Jens Perch
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Nielsen, Morten Ørregaard
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Raahauge, Peter
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Shin Jensen, Malene
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Svenstrup, Mikkel
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Sørensen, Helle
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An, Mark Yuying
1
Bartholdy, Jan
1
Bec, Frédérique
1
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1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
4,463
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609
European University Institute / Department of Law
359
European University Institute / Department of Economics
346
Ekonomiska forskningsinstitutet <Stockholm>
345
Universitat Pompeu Fabra / Departament d'Economia i Empresa
227
Federal Reserve Bank of St. Louis
189
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82
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80
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77
European University Institute / Department of Political and Social Sciences
76
Innocenzo Gasparini Institute for Economic Research <Mailand>
75
John F. Kennedy School of Government
75
Banco Central do Brasil
73
Weltbank / Development Research Group
73
Centre for the Study of Globalisation and Regionalisation
70
Center for Economic Analysis <Boulder, Colo.>
69
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
111
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ECONIS (ZBW)
111
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71
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:
72
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
Saved in:
73
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
74
Misspecification versus bubbles in hyperinflation data : comment
Engsted, Tom
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660135
Saved in:
75
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:
76
Classical doctrines and alternatives in decision-making under risk with respect to asset price dynamics
Hnilica, Jiri
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686808
Saved in:
77
Estimating quadratic variation using realised variance
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686821
Saved in:
78
Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
79
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:
80
Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
Saved in:
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