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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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Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio (contributor) - 2004 - [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 (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
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Hedging with a misspecified model
Søndergaard Rasmussen, Nicki (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724264
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Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
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Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
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On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055