//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Centre for Analytical Finance <Århus>"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A Markov chain model with stoc...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
70
Theory
70
Option pricing theory
24
Optionspreistheorie
24
Stochastic process
17
Stochastischer Prozess
17
Volatility
12
Volatilität
12
Yield curve
12
Zinsstruktur
12
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Time series analysis
8
Zeitreihenanalyse
8
Estimation
7
Estimation theory
7
Option trading
7
Optionsgeschäft
7
Schätztheorie
7
Schätzung
7
Statistical test
7
Statistischer Test
7
ARCH model
6
ARCH-Modell
6
Markov chain
6
Markov-Kette
6
CAPM
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Cointegration
4
Kleinste-Quadrate-Methode
4
Kointegration
4
Least squares method
4
Statistical distribution
4
Statistische Verteilung
4
Börsenkurs
3
Einheitswurzeltest
3
Hedging
3
Probability theory
3
Regression analysis
3
more ...
less ...
Type of publication
All
Book / Working Paper
86
Type of publication (narrower categories)
All
Arbeitspapier
79
Graue Literatur
79
Non-commercial literature
79
Working Paper
79
Language
All
English
86
Author
All
Barndorff-Nielsen, Ole E.
9
Sørensen, Michael
7
Christensen, Bent Jesper
4
Løchte Jørgensen, Peter
4
Shepard, Neil
4
Shephard, Neil G.
4
Tanggaard, Carsten
4
Ørregaard Nielsen, Morten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Schmidli, Hanspeter
3
Stentoft, Lars
3
Strunk Hansen, Charlotte
3
Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
3
Bibby, Bo Martin
2
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Levendorskij, Sergej Z.
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Peskir, Goran
2
Raahauge, Peter
2
Rahbek, Anders
2
Shin Jensen, Malene
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,522
International Monetary Fund (IMF)
524
Edward Elgar Publishing
404
International Monetary Fund
373
Ekonomiska forskningsinstitutet <Stockholm>
293
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
288
Center for Economic Research <Tilburg>
286
OECD
270
Springer Fachmedien Wiesbaden
267
European University Institute / Department of Economics
252
IGI Global
213
World Bank
171
Forschungsinstitut zur Zukunft der Arbeit
167
Institut für Weltwirtschaft
142
Centre for Economic Policy Research
141
Internationaler Währungsfonds / Research Department
137
Foerder Institute for Economic Research <Tēl-Āvîv>
127
Umeå universitet
127
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
125
Universitat Pompeu Fabra / Departament d'Economia i Empresa
111
University of Exeter / Department of Economics
107
Social Systems Research Institute
103
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Springer-Verlag GmbH
91
Deutsche Forschungsgemeinschaft
85
Australian National University / Faculty of Economics and Commerce
84
European University Institute / Department of Law
80
Federal Reserve System / Board of Governors
79
Universitetet i Oslo / Økonomisk institutt
79
De Gruyter Oldenbourg
78
Massachusetts Institute of Technology / Department of Economics
78
Columbia University / Department of Economics
77
Robert Schuman Centre for Advanced Studies
75
Erasmus Research Institute of Management
74
University of Warwick / Department of Economics
74
Basel Committee on Banking Supervision
73
Federal Reserve Bank of St. Louis
73
Instituto Valenciano de Investigaciones Económicas
73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
86
Source
All
ECONIS (ZBW)
86
Showing
1
-
10
of
86
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Power and bipower variation with stocjastic volatility and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
Saved in:
3
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
4
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
5
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
6
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
7
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
8
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
Saved in:
9
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
10
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->