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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Stochastischer Prozess"
~subject:"United States"
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Stochastischer Prozess
United States
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
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Statistischer Test
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Volatility
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Volatilität
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ARCH model
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ARCH-Modell
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Time series analysis
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Zeitreihenanalyse
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Estimation theory
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Markov chain
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Markov-Kette
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Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
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Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
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Book / Working Paper
11
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Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
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English
11
Author
All
Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Di Miscia, Orazio
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Raahauge, Peter
1
Shepard, Neil
1
Stelzer, Robert
1
Sørensen, Helle
1
Sørensen, Michael
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
139
IGI Global
110
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
52
European University Institute / Department of Economics
22
Edward Elgar Publishing
19
Federal Reserve Bank of St. Louis
17
World Bank
17
Federal Reserve System / Division of Research and Statistics
15
Forschungsinstitut zur Zukunft der Arbeit
15
OECD
15
Springer Fachmedien Wiesbaden
15
American Marketing Association
14
Federal Reserve Bank of San Francisco
14
Erasmus Research Institute of Management
13
Federal Reserve System / Board of Governors
13
Association of University Programs in Health Administration
12
Federal Reserve Bank of New York
12
Robert Schuman Centre for Advanced Studies
12
American Management Association
11
Brookings Institution
11
Econometrisch Instituut <Rotterdam>
11
Federal Reserve Bank of Cleveland
11
United States / Congress / Senate / Committee on the Judiciary
11
Federal Reserve Bank of Richmond
10
University of Exeter / Department of Economics
10
Frank J. Fabozzi Associates <New Hope, Pa.>
9
Internationaler Währungsfonds / Research Department
9
The Wharton Financial Institutions Center
9
Universität Mannheim
9
Zentrum für Europäische Wirtschaftsforschung
9
American Enterprise Institute for Public Policy Research
8
Ekonomiska forskningsinstitutet <Stockholm>
8
Massachusetts Institute of Technology / Department of Economics
8
United States / Congress / House / Committee on Education and Labor
8
University of Chicago / Center for Research in Security Prices
8
University of Strathclyde / Department of Economics
8
Centre for Economic Policy Research
7
European University Institute / Department of Law
7
Federal Reserve Bank of Chicago
7
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
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ECONIS (ZBW)
11
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1
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
2
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
3
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
4
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
5
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
Saved in:
6
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
7
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
8
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
9
Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
Saved in:
10
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
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