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~institution:"Centre for Analytical Finance <Århus>"
~language:"eng"
~language:"hun"
~language:"nld"
~person:"Di Miscia, Orazio"
~person:"Mikkelsen, Peter"
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Di Miscia, Orazio
Mikkelsen, Peter
Barndorff-Nielsen, Ole E.
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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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3
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
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contributor
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
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MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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5
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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6
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
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