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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve System / Board of Governors"
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Search: subject:"Simulation"
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Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Theorie
9
Theory
9
Estimation theory
4
Kleinste-Quadrate-Methode
4
Least squares method
4
Schätztheorie
4
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3
Nonparametric statistics
3
Option pricing theory
3
Optionspreistheorie
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2
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Simulation
2
Time series analysis
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Estimation
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Financial economics
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Hedging
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Interest rate
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Kapitalmarkttheorie
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Mathematics
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Mathematik
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Optionsanleihe
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Prognose
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Prognoseverfahren
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Arbeitspapier
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Graue Literatur
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English
14
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Christensen, Bent Jesper
2
Stentoft, Lars
2
Søndergaard Rasmussen, Nicki
2
Bladt, Mogens
1
Di Miscia, Orazio
1
Ericsson, Neil R.
1
Grasselli, M.R.
1
Hurd, T.R.
1
Marquez, Jaime R.
1
Mikkelsen, Peter
1
Nielsen, Morten Ørregaard
1
Poulsen, Rolf
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
Federal Reserve System / Board of Governors
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
204
National Bureau of Economic Research
148
HAL
81
Tilburg University, Center for Economic Research
65
International Monetary Fund (IMF)
54
International Water Management Institute (IWMI)
52
EconWPA
48
Institute for Transportation Studies (ITS), University of California-Berkeley
47
Society for Computational Economics - SCE
46
Agricultural and Applied Economics Association - AAEA
43
European Association of Agricultural Economists - EAAE
42
IGI Global
34
Institute for the Study of Labor (IZA)
30
Springer Fachmedien Wiesbaden
30
Southern Agricultural Economics Association - SAEA
24
Université Paris-Dauphine (Paris IX)
24
C.E.P.R. Discussion Papers
23
Finance Discipline Group, Business School
23
Technische Universität <München> / Lehrstuhl für Fördertechnik Materialfluß Logistik
22
Tinbergen Instituut
22
International Association of Agricultural Economists - IAAE
21
National Centre for Social and Economic Modelling <Canberra>
20
Ekonomiska forskningsinstitutet <Stockholm>
19
Center for Economic Research <Tilburg>
18
Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA)
18
Département d'économique, Faculté d'administration
17
International Labour Organization (ILO), United Nations
17
Nationalekonomiska Institutionen, Ekonomihögskolan
17
Tilburg University, School of Economics and Management
17
Tinbergen Institute
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
University of Cambridge / Microsimulation Unit
15
Cowles Foundation for Research in Economics, Yale University
14
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
14
Department of Economics and Business, Universitat Pompeu Fabra
14
Econometric Society
14
Erasmus University Rotterdam, Econometric Institute
14
Faculty of Economics, University of Cambridge
14
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
13
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
International finance discussion papers
1
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ECONIS (ZBW)
14
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1
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
2
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
Saved in:
3
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
4
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
5
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
Saved in:
6
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
7
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
Saved in:
8
Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
Saved in:
9
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
10
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
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