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Theory
Theorie
69
Option pricing theory
24
Optionspreistheorie
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Volatility
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Volatilität
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Stochastischer Prozess
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69
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Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
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Sørensen, Michael
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Taulbjerg, Jes
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Ørregaard Nielsen, Morten
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2
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2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Brunetti, Celso
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Grasselli, M.R.
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Grosen, Anders
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Hansen, Niels Richard
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Centre for Analytical Finance <Århus>
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Københavns Universitet / Økonomisk Institut
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
68
Discussion papers / Department of Economics, University of Copenhagen
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ECONIS (ZBW)
69
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Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
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contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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2
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
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contributor
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2002
Persistent link: https://www.econbiz.de/10001701167
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3
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
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4
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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5
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
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2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
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6
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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7
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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8
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
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9
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
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2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
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10
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
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