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Theorie
Theory
19
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16
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10
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10
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8
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English
19
Author
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Sørensen, Michael
19
Bibby, Bo Martin
3
Baltazar-Larios, Fernando
2
Stegenborg Larsen, Kristian
2
Christensen, Bent Jesper
1
Jacobsen, Martin
1
Kessler, Mathieu
1
Küchler, Uwe
1
Poulsen, Rolf
1
Uchida, Masayuki
1
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Centre for Analytical Finance <Århus>
4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Working paper / Department of Management Science and Logistics, Faculty of Business Administration, Aarhus School of Business
5
CREATES research paper
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Finance and stochastics
1
Handbook of heavy tailed distributions in finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The econometrics journal
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ECONIS (ZBW)
19
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1
Maximum likelihood estimation for integrated diffusion processes
Baltazar-Larios, Fernando
;
Sørensen, Michael
-
2010
Persistent link: https://www.econbiz.de/10008651742
Saved in:
2
Estimating functions for discretely sampled diffusion-type models
Bibby, Bo Martin
;
Jacobsen, Martin
;
Sørensen, Michael
-
2010
Persistent link: https://www.econbiz.de/10003900641
Saved in:
3
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:
4
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:
5
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
;
Sørensen, Michael
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 285-306
Persistent link: https://www.econbiz.de/10003543132
Saved in:
6
Polyhedral computations for the simple graph partitioning problem
Sørensen, Michael
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003169762
Saved in:
7
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
8
Hyperbolic process in finance
Bibby, Bo Martin
;
Sørensen, Michael
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 211-248)
.
2003
Persistent link: https://www.econbiz.de/10001882077
Saved in:
9
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
10
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
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