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Theorie
70
Theory
70
Option pricing theory
15
Optionspreistheorie
15
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12
Schätztheorie
12
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11
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10
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Barndorff-Nielsen, Ole E.
10
Sørensen, Michael
6
Shephard, Neil G.
5
Tanggaard, Carsten
5
Christensen, Bent Jesper
4
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
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
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
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
7,902
OECD
424
Edward Elgar Publishing
421
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
376
International Monetary Fund
322
Ekonomiska forskningsinstitutet <Stockholm>
299
Center for Economic Research <Tilburg>
282
Springer Fachmedien Wiesbaden
276
International Monetary Fund (IMF)
256
European University Institute / Department of Economics
255
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225
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214
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192
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170
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146
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132
Foerder Institute for Economic Research <Tēl-Āvîv>
129
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112
University of Exeter / Department of Economics
111
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
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96
Springer-Verlag GmbH
93
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92
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87
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82
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82
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82
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81
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80
Columbia University / Department of Economics
79
Robert Schuman Centre for Advanced Studies
78
Erasmus Research Institute of Management
77
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
77
Econometrisch Instituut <Rotterdam>
76
Federal Reserve Board (Board of Governors of the Federal Reserve System)
76
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
77
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ECONIS (ZBW)
77
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1
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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2
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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3
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
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4
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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5
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
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6
Asymptotics of ruin probabilities for
risk
processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
7
Asymptotics of ruin probabilities for
risk
processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
8
Hedging
with a misspecified model
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724264
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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
How to hedge unknown
risk
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560026
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