//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique"
~subject:"Börsenkurs"
~subject:"Monte-Carlo-Simulation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Peer pressure
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Monte-Carlo-Simulation
Theorie
107
Theory
107
Option pricing theory
14
Optionspreistheorie
14
Estimation
13
Schätzung
13
Yield curve
12
Zinsstruktur
12
Stochastic process
10
Stochastischer Prozess
10
CAPM
9
Estimation theory
8
Schätztheorie
8
Monte Carlo simulation
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Schweiz
6
Switzerland
6
Time series analysis
6
Zeitreihenanalyse
6
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Share price
5
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Financial market
3
Finanzmarkt
3
Hedging
3
Incomplete market
3
Kleinste-Quadrate-Methode
3
more ...
less ...
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Graue Literatur
11
Non-commercial literature
11
Arbeitspapier
10
Working Paper
10
Hochschulschrift
1
Systematic review
1
Thesis
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
10
French
2
Author
All
Bechmann, Ken L.
1
Christen, François
1
Di Miscia, Orazio
1
Dunant, Anne
1
Engsted, Tom
1
Grasselli, M.R.
1
Hurd, T.R.
1
Mikkelsen, Peter
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Tanggaard, Carsten
1
Theler, Jean-Paul
1
Tzotchev, Dobromir
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
National Bureau of Economic Research
218
Ekonomiska forskningsinstitutet <Stockholm>
19
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Birkbeck College / Department of Economics
8
Rodney L. White Center for Financial Research
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
6
Centre for Economic Policy Research
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
University of Exeter / Department of Economics
5
University of Canterbury / Dept. of Economics and Finance
4
Universität Mannheim
4
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel
3
Deutsche Forschungsgemeinschaft
3
Federal Reserve System / Board of Governors
3
Federal Reserve System / Division of Research and Statistics
3
Goethe-Universität Frankfurt am Main
3
Institut für Höhere Studien
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
International Monetary Fund
3
Kansantaloustieteen Laitos <Tampere>
3
Massachusetts Institute of Technology / Department of Economics
3
National Institute of Economic and Social Research
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
University of Chicago / Center for Research in Security Prices
3
Aarhus Universitet / Afdeling for Nationaløkonomi
2
American Finance Association
2
Center for Economic Research <Tilburg>
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Erasmus Research Institute of Management
2
European University Institute / Department of Economics
2
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
2
Institut for Finansiering <Frederiksberg>
2
Instituto Valenciano de Investigaciones Económicas
2
Johannes Gutenberg-Universität Mainz
2
Judge Institute of Management Studies
2
Konjunkturinstitutet <Stockholm>
2
Københavns Universitet / Økonomisk Institut
2
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Cahiers de recherches économiques / Mémoire de diplôme
2
Cahiers de recherches économiques
1
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset pricing and trading volume in heterogeneous agent models with incomplete markets
Theler, Jean-Paul
-
1994
Persistent link: https://www.econbiz.de/10000889769
Saved in:
2
Le price-earnings ratio
Dunant, Anne
-
1992
Persistent link: https://www.econbiz.de/10000872054
Saved in:
3
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
4
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
5
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
6
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
7
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
8
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
9
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
10
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->