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Optionsgeschäft
Theorie
69
Theory
69
Option pricing theory
24
Optionspreistheorie
24
Volatility
18
Volatilität
18
Stochastic process
17
Stochastischer Prozess
17
Yield curve
14
Zinsstruktur
14
Estimation theory
13
Schätztheorie
13
Time series analysis
13
Zeitreihenanalyse
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Estimation
11
Schätzung
11
ARCH model
10
ARCH-Modell
10
Denmark
10
Dänemark
10
Option trading
10
Statistical test
8
Statistischer Test
8
CAPM
7
Cointegration
7
Kointegration
7
USA
7
United States
7
Markov chain
6
Markov-Kette
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Kleinste-Quadrate-Methode
5
Least squares method
5
Probability theory
5
Statistical distribution
5
Statistische Verteilung
5
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Book / Working Paper
10
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Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
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English
10
Author
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Løchte Jørgensen, Peter
3
Bechmann, Ken L.
2
Peskir, Goran
2
Bojarčenko, Svetlana I.
1
Christensen, Bent Jesper
1
Frino, Alex
1
Grosen, Anders
1
Kiefer, Nicholas M.
1
Levendorskij, Sergej Z.
1
Mollica, Vito
1
Stentoft, Lars
1
Uys, N.
1
Walter, Terry S.
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
10
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
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ECONIS (ZBW)
10
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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
Saved in:
2
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
Saved in:
3
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
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
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5
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
Saved in:
6
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
Saved in:
7
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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8
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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9
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
10
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:
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