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~institution:"Centre for Analytical Finance <Århus>"
~language:"eng"
~language:"hun"
~language:"nld"
~person:"Di Miscia, Orazio"
~person:"Kessler, Mathieu"
~person:"Levendorskij, Sergej Z."
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Di Miscia, Orazio
Kessler, Mathieu
Levendorskij, Sergej Z.
Barndorff-Nielsen, Ole E.
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Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
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Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
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On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
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Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
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contributor
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2000
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
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