Scandinavian Working Papers in Business Administration
Finance Research Group Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies
No F-2008-7: On the Generalized Brownian Motion and its Applications in Finance
Esben Høg, Per Frederiksen and Daniel Schiemert
No F-2008-6: Volatility and realized quadratic variation of differenced returns : A wavelet method approach
Esben Høg
No F-2008-5: Time Charters with Purchase Options in Shipping: Valuation and Risk Management
Peter Løchte Jørgensen and Domenico De Giovanni
No F-2008-4: Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns
Stig Vinther Møller
No F-2008-3: Private benefits in corporate control transactions
Thomas Poulsen
No F-2008-2: Investment decisions with benefits of control
Thomas Poulsen
No F-2008-1: Pricing of Traffic Light Options and other Correlation Derivatives
Thomas Kokholm
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