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Theorie
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Optionspreistheorie
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Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
5
Sørensen, Michael
5
Søndergaard Rasmussen, Nicki
4
Tanggaard, Carsten
4
Ørregaard Nielsen, Morten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Rahbek, Anders
3
Shepard, Neil
3
Shephard, Neil G.
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Strunk Hansen, Charlotte
3
Taulbjerg, Jes
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Raahauge, Peter
2
Schmidli, Hanspeter
2
Stentoft, Lars
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bec, Frédérique
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
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,257
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
534
Edward Elgar Publishing
410
Ekonomiska forskningsinstitutet <Stockholm>
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Center for Economic Research <Tilburg>
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OECD
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74
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73
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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
MCMC based estimation of term structure models
Mikkelsen, Peter
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contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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2
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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3
Semiparametric analysis of stationary fractional
cointegration
and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
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4
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
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contributor
)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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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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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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6
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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7
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
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contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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8
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
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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
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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