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~institution:"Centre for Analytical Finance <Århus>"
~person:"Sørensen, Michael"
~subject:"Theorie"
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Sørensen, Michael
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Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
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contributor
); …
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
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3
Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
(
contributor
); …
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2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
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4
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
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2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
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