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Bladt, Mogens
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CREATES research paper
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
Working paper / Department of Management Science and Logistics, Faculty of Business Administration, Aarhus School of Business
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Sonderforschungsbereich 373
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Astin bulletin : the journal of the International Actuarial Association
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Das Gas- und Wasserfach / Wasser, Abwasser : GWF ; Fachbl. für Gastechnik und Gaswirtschaft sowie für Wasser und Abwasser ; Zeitschr. d. Deutschen Vereins von Gas- und Wasserfachmännern (DVGW), d. Verbandes der Deutschen Gas- und Wasserwerke (VGW), d. Wirtschaftlichen Vereinigung Deutscher Gaswerke AG (WV), d. Zentrale für Gasverwendung (ZfG) u. d. Abwassertechnischen Vereinigung (ATV)
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Efficient estimation for diffusions sampled at high frequency over a fixed time interval
Munkholt Jakobsen, Nina
;
Sørensen, Michael
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2015
Persistent link: https://www.econbiz.de/10011327728
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2
Simulation of multivariate diffusion bridges
Bladt, Mogens
;
Finch, Samuel
;
Sørensen, Michael
-
2014
Persistent link: https://www.econbiz.de/10010350969
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3
Prediction-based estimating functions : review and new developments
Sørensen, Michael
-
2011
Persistent link: https://www.econbiz.de/10008807426
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4
Maximum likelihood estimation for integrated diffusion processes
Baltazar-Larios, Fernando
;
Sørensen, Michael
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2010
Persistent link: https://www.econbiz.de/10008651742
Saved in:
5
Simple simulation of diffusion bridges with application to likelihood inference for diffusions
Bladt, Mogens
;
Sørensen, Michael
-
2010
Persistent link: https://www.econbiz.de/10008651750
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