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Theorie
69
Theory
69
Option pricing theory
15
Optionspreistheorie
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13
Schätztheorie
13
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Barndorff-Nielsen, Ole E.
10
Sørensen, Michael
6
Christensen, Bent Jesper
5
Shephard, Neil G.
5
Tanggaard, Carsten
5
Lunde, Asger
4
Søndergaard Rasmussen, Nicki
4
Di Miscia, Orazio
3
Hansen, Peter Reinhard
3
Mikkelsen, Peter
3
Nielsen, Jens Perch
3
Shepard, Neil
3
Strunk Hansen, Charlotte
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Stentoft, Lars
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bladt, Mogens
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Jones, M. C.
1
Kelly, Leah
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
8,676
OECD
642
Edward Elgar Publishing
441
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
385
Ekonomiska forskningsinstitutet <Stockholm>
298
IGI Global
283
Center for Economic Research <Tilburg>
282
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259
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257
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81
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81
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80
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79
Massachusetts Institute of Technology / Department of Economics
79
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
75
De Gruyter Oldenbourg
74
INSEAD
74
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
78
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ECONIS (ZBW)
78
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Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
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contributor
); …
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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2
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
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3
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
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2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
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4
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
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5
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
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contributor
); …
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
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6
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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7
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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8
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
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9
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
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10
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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