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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Estimation"
~subject:"Optionspreistheorie"
~subject:"Zins"
~type_genre:"Non-commercial literature"
~type_genre:"Thesis"
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Estimation
Optionspreistheorie
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Stochastic process
52
Stochastischer Prozess
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50
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50
Volatility
14
Volatilität
14
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11
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Gil-Alaña, Luis A.
3
Härdle, Wolfgang
3
Hafner, Christian M.
2
Krutchenko, R. N.
2
Platen, Eckhard
2
Spokojnyj, Vladimir G.
2
Bank, Peter
1
Baum, Dietmar
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1
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1
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1
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1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Research paper series / Swiss Finance Institute
33
Working paper
29
Discussion paper / Tinbergen Institute
27
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
27
SFB 649 discussion paper
18
CAMA working paper series
17
Swiss Finance Institute Research Paper
15
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
12
CREATES research paper
11
Discussion papers of interdisciplinary research project 373
11
Mathematical finance
11
Working paper series / Centre for Practical Quantitative Finance
11
CESifo working papers
10
Discussion paper
10
Discussion paper / B
8
Discussion paper series / IZA
8
Econometric Institute research papers
8
Working paper series
8
CIRJE discussion papers / F series
7
CoFE discussion papers
7
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
7
CARF working paper
6
Discussion paper / Centre for Economic Policy Research
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Tübinger Diskussionsbeiträge
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Working paper / National Bureau of Economic Research, Inc.
6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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5
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
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ECONIS (ZBW)
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1
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
2
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:
3
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:
4
Testing the diffusion coefficient
Kleinow, Torsten
-
2002
Persistent link: https://www.econbiz.de/10001684924
Saved in:
5
Hedging and portfolio optimization in illiquid financial markets
Bank, Peter
;
Baum, Dietmar
-
2002
Persistent link: https://www.econbiz.de/10001685047
Saved in:
6
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
7
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597000
Saved in:
8
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
9
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
10
Quantile hedging for a jump-diffusion financial market model/ R. N. Krutchenko; A. V. Melnikov
Krutchenko, R. N.
;
Melnikov, A. V.
-
2000
Persistent link: https://www.econbiz.de/10001485506
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