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~institution:"Centre for Analytical Finance <Århus>"
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Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
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7
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Barndorff-Nielsen, Ole E.
8
Sørensen, Michael
4
Tanggaard, Carsten
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
Levendorskij, Sergej Z.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,182
Edward Elgar Publishing
354
Ekonomiska forskningsinstitutet <Stockholm>
285
OECD
285
Center for Economic Research <Tilburg>
278
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
258
Springer Fachmedien Wiesbaden
255
European University Institute / Department of Economics
247
IGI Global
213
World Bank
202
International Monetary Fund
187
Forschungsinstitut zur Zukunft der Arbeit
166
Institut für Weltwirtschaft
151
Internationaler Währungsfonds / Research Department
141
Centre for Economic Policy Research
135
Umeå universitet
128
Foerder Institute for Economic Research <Tēl-Āvîv>
127
Universitat Pompeu Fabra / Departament d'Economia i Empresa
107
University of Exeter / Department of Economics
106
Social Systems Research Institute
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
85
Deutsche Forschungsgemeinschaft
81
Universitetet i Oslo / Økonomisk institutt
80
Federal Reserve System / Board of Governors
79
Massachusetts Institute of Technology / Department of Economics
78
Columbia University / Department of Economics
75
Robert Schuman Centre for Advanced Studies
75
University of Warwick / Department of Economics
75
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
74
European University Institute / Department of Law
73
Instituto Valenciano de Investigaciones Económicas
72
Deutschland / Bundeswehr / Universität Hamburg
70
Erasmus Research Institute of Management
70
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
70
Johns Hopkins University / Department of Economics
69
Institut Ėkonomiki i Organizacii Promyšlennogo Proizvodstva <Nowosibirsk>
68
Federal Reserve System / Division of Research and Statistics
67
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
70
Source
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ECONIS (ZBW)
70
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1
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
Saved in:
2
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
3
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
Saved in:
4
Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
Saved in:
5
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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6
How to hedge unknown risk
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560026
Saved in:
7
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
Saved in:
8
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
9
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
10
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
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