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~institution:"Centre for Analytical Finance <Århus>"
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Option pricing theory
24
Optionspreistheorie
24
Theorie
16
Theory
16
Option trading
10
Optionsgeschäft
10
Volatility
5
Volatilität
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Asien
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Graue Literatur
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English
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Løchte Jørgensen, Peter
5
Stentoft, Lars
3
Bechmann, Ken L.
2
Christensen, Bent Jesper
2
Peskir, Goran
2
Strunk Hansen, Charlotte
2
Barndorff-Nielsen, Ole E.
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Frino, Alex
1
Grasselli, M.R.
1
Grosen, Anders
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiefer, Nicholas M.
1
Levendorskij, Sergej Z.
1
Mikkelsen, Peter
1
Mollica, Vito
1
Nicolato, Elisa
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Shepard, Neil
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Shephard, Neil G.
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
Svenstrup, Mikkel
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Uys, N.
1
Venardos, Emmanouil
1
Walter, Terry S.
1
Širjaev, Alʹbert N.
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Centre for Analytical Finance <Århus>
International Monetary Fund (IMF)
599
National Bureau of Economic Research
385
International Monetary Fund
220
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
Asian Development Bank
23
OECD
22
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
20
Institut für Schweizerisches Bankwesen <Zürich>
18
European Central Bank
16
World Bank
16
Ekonomiska forskningsinstitutet <Stockholm>
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Frank J. Fabozzi Associates <New Hope, Pa.>
14
Center for Economic Research <Tilburg>
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European Parliament / Directorate-General for Internal Policies of the Union
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Svenska Handelshögskolan <Helsinki>
11
Chambre de commerce et d'industrie de Paris
10
European Commission / Directorate-General for Economic and Financial Affairs
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Springer Fachmedien Wiesbaden
10
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
9
Mathematica Policy Research
9
Institut for Finansiering <Frederiksberg>
8
International Center for Financial Asset Management and Engineering
8
Institute of Finance and Accounting <London>
7
The Wharton Financial Institutions Center
7
Verlag Dr. Kovač
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Deutsche Bundesbank
6
Deutsche Forschungsgemeinschaft
6
European Stability Mechanism
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
6
Bonn Graduate School of Economics
5
Christian-Albrechts-Universität zu Kiel
5
Danmarks Nationalbank
5
Europäische Kommission
5
Internationaler Währungsfonds
5
Internationaler Währungsfonds / Research Department
5
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
29
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ECONIS (ZBW)
29
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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
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2
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
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3
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
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4
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
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5
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
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6
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
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7
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
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8
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
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9
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
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10
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
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