Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Option pricing theory"
~subject:"Statistische Verteilung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Essays on time series and pane...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Statistische Verteilung
Theorie
70
Theory
70
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
more ...
less ...
Type of publication
All
Book / Working Paper
16
Type of publication (narrower categories)
All
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Language
All
English
16
Author
All
Strunk Hansen, Charlotte
2
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Lunde, Asger
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Venardos, Emmanouil
1
Širjaev, Alʹbert N.
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
25
Center for Economic Research <Tilburg>
11
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
Svenska Handelshögskolan <Helsinki>
9
Ekonomiska forskningsinstitutet <Stockholm>
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
European University Institute / Department of Economics
5
Bonn Graduate School of Economics
4
Johannes Gutenberg-Universität Mainz
4
London School of Economics and Political Science
4
Verlag Dr. Kovač
4
Centre of Financial Studies
3
Chambre de commerce et d'industrie de Paris
3
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
3
Rutgers University / Department of Economics
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Erasmus Research Institute of Management
2
Hochschule für Bankwirtschaft
2
Københavns Universitet / Økonomisk Institut
2
OECD
2
Robert Schuman Centre for Advanced Studies
2
Social Systems Research Institute
2
Springer-Verlag GmbH
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
The Wharton Financial Institutions Center
2
Transportation, Water, and Telecommunications Department, The World Bank
2
University of California Davis / Department of Economics
2
University of Southampton / Department of Economics
2
University of York / Department of Economics and Related Studies
2
Weltbank
2
American Finance Association
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Australian National University / Faculty of Economics and Commerce
1
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
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
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
3
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
4
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:
5
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
Saved in:
6
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
Saved in:
7
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
Saved in:
8
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
9
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
10
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
