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~isPartOf:"Contemporary quantitative finance : essays in honour of Eckhard Platen"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
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13
Mathematical analysis
13
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Theorie
9
Theory
9
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
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Sørensen, Michael
4
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Chan, Kung-sik
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1
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Imkeller, Peter
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Lu, Zhiping
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Musiela, Marek
1
Reis, Gonçalo dos
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Zariphopoulou-Souganidis, Thaleia
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Contemporary quantitative finance : essays in honour of Eckhard Platen
Journal of econometrics
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Discussion papers of interdisciplinary research project 373
17
International journal of theoretical and applied finance
16
Insurance / Mathematics & economics
15
The journal of computational finance
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Finance and stochastics
9
Journal of mathematical finance
9
Mathematics of operations research
8
Dynamic games and applications : DGA
7
Quantitative finance
7
Annals of finance
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CoFE discussion papers
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
5
International journal of financial engineering
5
Journal of economic dynamics & control
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Risks : open access journal
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Advanced mathematical methods for finance
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Economic modelling
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
12
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1
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
2
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
3
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Saved in:
4
Maximum likelihood estimation for integrated diffusion processes
Baltazar-Larios, Fernando
;
Sørensen, Michael
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 407-423)
.
2010
Persistent link: https://www.econbiz.de/10008749174
Saved in:
5
Representation of American option prices under Heston stochastic volatility dynamics using integral transforms
Chiarella, Carl
;
Ziogas, Andrew
;
Ziveyi, Jonathan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 281-315)
.
2010
Persistent link: https://www.econbiz.de/10008749199
Saved in:
6
Stochastic partial differential equations and portfolio choice
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 195-216)
.
2010
Persistent link: https://www.econbiz.de/10008749273
Saved in:
7
Results on numerics for FBSDE with drivers of quadratic growth
Imkeller, Peter
;
Reis, Gonçalo dos
;
Zhang, Jianing
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 159-182)
.
2010
Persistent link: https://www.econbiz.de/10008749283
Saved in:
8
Comparison theorems for finite state backward stochastic differential equations
Cohen, Samuel N.
;
Elliott, Robert J.
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 135-158)
.
2010
Persistent link: https://www.econbiz.de/10008749289
Saved in:
9
Existence and non-uniqueness of solutions for BSDE
Bao, Xiaobo
;
Delbaen, Freddy
;
Hu, Ying
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 123-134)
.
2010
Persistent link: https://www.econbiz.de/10008749294
Saved in:
10
Statistical inference for discrete-time samples from affine stochastic delay differential equations
Küchler, Uwe
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003413529
Saved in:
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