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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve System / Division of Research and Statistics"
~language:"ara"
~language:"eng"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Measuring the social return to R&D
Jones, Charles I.
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1997
Persistent link: https://www.econbiz.de/10000961486
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2
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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3
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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4
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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5
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
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contributor
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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6
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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7
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
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contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
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A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
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Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
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9
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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10
Stock market fluctuations and the term structure
Zhou, Chunsheng
-
1996
Persistent link: https://www.econbiz.de/10000930617
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