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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Virginia Polytechnic Institute and State University / Department of Economics"
~subject:"Monte-Carlo-Simulation"
~subject:"Statistischer Test"
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Monte-Carlo-Simulation
Statistischer Test
Theorie
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Theory
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Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
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Ashley, Richard A.
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Patterson, Douglas M.
2
Taulbjerg, Jes
2
Ashley, Rick
1
Barndorff-Nielsen, Ole E.
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Mikkelsen, Peter
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Shephard, Neil G.
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
Virginia Polytechnic Institute and State University / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
National Bureau of Economic Research
15
OECD
14
Ekonomiska forskningsinstitutet <Stockholm>
9
Organisation for Economic Co-operation and Development
8
Center for Economic Research <Tilburg>
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Columbia University / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
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Brown University / Department of Economics
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Econometrisch Instituut <Rotterdam>
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of Canterbury / Dept. of Economics and Finance
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University of Exeter / Department of Economics
4
Université de Montréal / Département de sciences économiques
4
Johns Hopkins University / Department of Economics
3
National Institute of Economic and Social Research
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
University of California Davis / Department of Economics
3
Centre for Quantitative Economics & Computing
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
14
Working papers / Department of Economics, Virginia Polytechnic Institute and State University
3
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ECONIS (ZBW)
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Evaluating the effectiveness of state-switching time series models for US real output
Ashley, Richard A.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002092071
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2
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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3
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
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4
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
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5
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[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
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
7
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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8
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
9
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:
10
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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