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subject:"Großbritannien"
subject:"Wechselkurs"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Forschungsinstitut zur Zukunft der Arbeit"
~institution:"University of Exeter / Department of Economics"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Monte-Carlo-Simulation"
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Großbritannien
Wechselkurs
Monte-Carlo-Simulation
Estimation theory
12
Schätztheorie
12
Theorie
5
Theory
5
Monte Carlo simulation
4
Core
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Option pricing theory
2
Optionspreistheorie
2
Analysis of variance
1
Bayes-Statistik
1
Bayesian inference
1
Bias
1
CAPM
1
Currency option
1
Devisenoption
1
Einheitswurzeltest
1
Estimation
1
Financial economics
1
Induktive Statistik
1
Interest rate
1
Kapitalmarkttheorie
1
Market microstructure
1
Markov chain
1
Markov-Kette
1
Marktmikrostruktur
1
Noise Trading
1
Noise trading
1
Optionsanleihe
1
Probability theory
1
Schätzung
1
Statistical inference
1
Statistical test
1
Statistischer Test
1
Systematischer Fehler
1
Target zone
1
Time series analysis
1
Unit root test
1
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3
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Working Paper
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English
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Bladt, Mogens
1
Christensen, Bent Jesper
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tzotchev, Dobromir
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Centre for Analytical Finance <Århus>
Forschungsinstitut zur Zukunft der Arbeit
University of Exeter / Department of Economics
Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Discussion paper series / IZA
1
Discussion papers in economics
1
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ECONIS (ZBW)
4
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Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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2
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
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3
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
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4
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
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