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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Estimation"
~subject:"Optionspreistheorie"
~subject:"Stochastischer Prozess"
~type_genre:"Non-commercial literature"
~type_genre:"Thesis"
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Estimation
Optionspreistheorie
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14
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Estimation theory
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Küchler, Uwe
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Tinbergen Institute
121
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
66
Working paper
66
CREATES research paper
60
Discussion papers of interdisciplinary research project 373
60
Research paper series / Swiss Finance Institute
59
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
48
SFB 649 discussion paper
43
Working paper / Department of Econometrics and Business Statistics, Monash University
41
CESifo working papers
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39
Cowles Foundation discussion paper
38
Swiss Finance Institute Research Paper
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Discussion paper / Center for Economic Research, Tilburg University
26
Les cahiers du GERAD
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Discussion paper / Centre for Economic Policy Research
23
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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1
Credit contagion and aggregate losses
Giesecke, Kay
;
Weber, Stefan
-
2002
Persistent link: https://www.econbiz.de/10001730356
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2
Malliavin's calculus in insider models : additional utility and free lunches
Imkeller, Peter
-
2002
Persistent link: https://www.econbiz.de/10001666561
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3
Lyapunov exponents for linear delay equations in arbitrary phase spaces
Riedle, Markus
-
2002
Persistent link: https://www.econbiz.de/10001697766
Saved in:
4
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
5
Efficient hedging for a complete jump-diffusion model
Kirch, Michael
;
Krutchenko, R. N.
;
Melʹnikov, Aleksandr V.
-
2002
Persistent link: https://www.econbiz.de/10001684697
Saved in:
6
Correlated default with incomplete information
Giesecke, Kay
-
2002
Persistent link: https://www.econbiz.de/10001684707
Saved in:
7
Nonparametric specification testing for continuous-time models with application to spot interest rates
Hong, Yongmiao
;
Li, Haitao
-
2002
Persistent link: https://www.econbiz.de/10001684716
Saved in:
8
Testing the diffusion coefficient
Kleinow, Torsten
-
2002
Persistent link: https://www.econbiz.de/10001684924
Saved in:
9
Hedging and portfolio optimization in illiquid financial markets
Bank, Peter
;
Baum, Dietmar
-
2002
Persistent link: https://www.econbiz.de/10001685047
Saved in:
10
On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
Küchler, Uwe
;
Vasiliev, Vjatscheslav A.
-
2001
Persistent link: https://www.econbiz.de/10001584012
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