Audacity projects (.aud) can be exported to several audio formats including basic WAVE sound (.wav, .wave). There seems to be no other how these two file types could be otherwise converted, because they are just projects with settings and do not contain any audio data, just references to them.
Convert Audacity project file to WAVe PCM Sound, standard Windows sound format.
We have found one software suitable in our database for this conversion.
Microsoft Windows software - convert aud to wav on Windows
A free, open source software for recording and editing sounds
Convert from aud file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.