Selected Entire List   Andersen, Allan B.  SSRN Author Rank: 24,627 by Downloads   University of Aarhus - School of Economics and Management  Aarhus  Denmark  +45 8948 6656 (Phone)  +45 8615 1943 (Fax)   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Andersen, Allan B.'s Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 825 Total Citations 4 Papers (3) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Extracting Risk Neutral Probability Densities by Fitting Implied Volatility Smiles: Some Methodological Points and an Application to the 3M Euribor Futures Options Prices | Show Abstract Hide Abstract | Download | ECB Working Paper No. 198 Working Paper Series Andersen, Allan B. University of Aarhus - School of Economics and Management Wagener, Tom National Bank of Denmark Posted: 27 Feb 03 445 (29,642) 3 Implied volatility, risk neutral density estimation, interest rate expectations 2.   Speculative Attacks: Panic or Arbitrage? | Show Abstract Hide Abstract | Download | Working Paper Series Andersen, Allan B. University of Aarhus - School of Economics and Management Posted: 03 Oct 00 190 (78,478) 1 3.   Exchange Rate Dynamics in an Intertemporal General Equilibrium Model with Nominal Rigidities, Imperfect Competition, and Investments | Show Abstract Hide Abstract | Download | Working Paper Series Andersen, Allan B. University of Aarhus - School of Economics and Management Posted: 09 Jul 99 190 (78,478)   Records 1 - 3 of 3 matches [ 1 ]

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