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Christiansen, Charlotte
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Di Miscia, Orazio
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Pricing american options when the underlying stock price exhibits time-vaying
volatility
Stentoft, Lars
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
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Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
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3
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
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contributor
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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Estimation and inference in optimal stopping models of options and search
Christensen, Bent Jesper
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607778
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Life insurance liabilities at market value
Grosen, Anders
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contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
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Life insurance contracts with embedded options
Løchte Jørgensen, Peter
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contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
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A note on the call-put parity and a call-put duality
Peskir, Goran
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2000
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
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Asymmetric price behaviour surrounding block trades : a market microstructure explanation
Frino, Alex
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contributor
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Mollica, Vito
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2003
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[Elektronische Resource]
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The value and incentives of option-based compensation in Danish listed companies
Bechmann, Ken L.
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2003
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