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~institution:"Centre for Analytical Finance <Århus>"
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Subject
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Option pricing theory
24
Optionspreistheorie
24
Theorie
21
Theory
21
CAPM
7
Volatility
7
Volatilität
7
Estimation
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option trading
4
Optionsgeschäft
4
Schätzung
4
Yield curve
4
Zinsstruktur
4
Estimation theory
3
Schätztheorie
3
Stochastic process
3
Stochastischer Prozess
3
Aktienoption
2
Black-Scholes model
2
Black-Scholes-Modell
2
Currency option
2
Devisenoption
2
Führungskräfte
2
Interest rate derivative
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Managers
2
Preistheorie
2
Price theory
2
Stock option
2
Time series analysis
2
USA
2
United States
2
Zeitreihenanalyse
2
Zinsderivat
2
1871-2000
1
ARCH model
1
ARCH-Modell
1
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Type of publication
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Book / Working Paper
33
Type of publication (narrower categories)
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Arbeitspapier
30
Graue Literatur
30
Non-commercial literature
30
Working Paper
30
Language
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English
33
Author
All
Christensen, Bent Jesper
4
Raahauge, Peter
3
Stentoft, Lars
3
Løchte Jørgensen, Peter
2
Mikkelsen, Peter
2
Peskir, Goran
2
Strunk Hansen, Charlotte
2
Barndorff-Nielsen, Ole E.
1
Bartholdy, Jan
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas Maximilian
1
Levendorskij, Sergej Z.
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Peare, Paula
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Reng Rasmussen, Anne-Sofie
1
Schmid, Wolfgang
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
Tzotchev, Dobromir
1
Uys, N.
1
Venardos, Emmanouil
1
Širjaev, Alʹbert N.
1
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Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,141
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
350
International Monetary Fund (IMF)
184
C.E.P.R. Discussion Papers
171
EconWPA
154
International Monetary Fund
128
OECD
120
HAL
101
Bank of Canada
79
Society for Computational Economics - SCE
77
Springer Fachmedien Wiesbaden
67
Tinbergen Instituut
66
Université Paris-Dauphine (Paris IX)
64
Finance Discipline Group, Business School
59
CESifo
55
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
47
Tinbergen Institute
45
European Central Bank
44
Tilburg University, Center for Economic Research
43
Federal Reserve Board (Board of Governors of the Federal Reserve System)
42
University of Bonn, Germany
41
Department of Economics and Business, Universitat Pompeu Fabra
39
Federal Reserve Bank of St. Louis
39
Agricultural and Applied Economics Association - AAEA
38
London School of Economics (LSE)
37
Department of Agricultural and Resource Economics, University of Connecticut
36
Society for Economic Dynamics - SED
36
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
35
Ekonomiska forskningsinstitutet <Stockholm>
33
Federal Reserve Bank of New York
33
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
32
Institut für Schweizerisches Bankwesen <Zürich>
31
Nomos Verlagsgesellschaft
31
Verlag Dr. Kovač
31
Institute for Transportation Studies (ITS), University of California-Berkeley
30
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
30
Cowles Foundation for Research in Economics, Yale University
29
European Association of Agricultural Economists - EAAE
29
International Energy Agency
28
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
33
Source
All
ECONIS (ZBW)
33
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1
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:
2
Estimating the consumption-capital asset
pricing
model without consumption data : evidence from Denmark
Reng Rasmussen, Anne-Sofie
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106426
Saved in:
3
Latent utility shocks in a structural empirical asset
pricing
model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
4
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:
5
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
6
Management and employee compensation policy, and matched data on private firms : a no arbitrage asset
pricing
approach to on-the-job search and the wage distribution
Christensen, Bent Jesper
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
Saved in:
7
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
8
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
9
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
10
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
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