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
Primal-Dual Simulation Algorit...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
16
Theory
16
Yield curve
13
Zinsstruktur
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Option pricing theory
5
Optionspreistheorie
5
Estimation theory
4
Kleinste-Quadrate-Methode
4
Least squares method
4
Markov chain
4
Markov-Kette
4
Schätztheorie
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Cointegration
2
Interest rate derivative
2
Kointegration
2
Nichtlineare Regression
2
Nonlinear regression
2
Statistical test
2
Statistischer Test
2
Volatility
2
Volatilität
2
Zinsderivat
2
1993-2002
1
Analysis of variance
1
Arbitrage
1
Asymmetric information
1
Asymmetrische Information
1
CAPM
1
Credit derivative
1
Credit rating
1
Credit risk
1
Currency derivative
1
Denmark
1
Dänemark
1
Einheitswurzeltest
1
Erwartungsbildung
1
more ...
less ...
Type of publication
All
Book / Working Paper
24
Type of publication (narrower categories)
All
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Language
All
English
24
Author
All
Di Miscia, Orazio
3
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Christensen, Bent Jesper
2
Christiansen, Charlotte
2
Shin Jensen, Malene
2
Stentoft, Lars
2
Søndergaard Rasmussen, Nicki
2
Bladt, Mogens
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grundy, Bruce D.
1
Hurd, T.R.
1
Nielsen, Morten Ørregaard
1
Poulsen, Rolf
1
Raaballe, Johannes
1
Schmid, Wolfgang
1
Svenstrup, Mikkel
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
331
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
79
EconWPA
54
International Monetary Fund (IMF)
49
Society for Computational Economics - SCE
35
Agricultural and Applied Economics Association - AAEA
33
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
33
HAL
33
University of Bonn, Germany
27
Finance Discipline Group, Business School
21
CESifo
20
Ekonomiska forskningsinstitutet <Stockholm>
20
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Université Paris-Dauphine (Paris IX)
20
Fondazione ENI Enrico Mattei (FEEM)
19
European Association of Agricultural Economists - EAAE
18
C.E.P.R. Discussion Papers
15
School of Economics and Management, University of Aarhus
15
Tilburg University, Center for Economic Research
15
Tinbergen Instituut
15
International Monetary Fund
14
Nationalekonomiska Institutionen, Ekonomihögskolan
14
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
13
Federal Reserve Bank of San Francisco
12
Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center
12
Scottish Institute for Research in Economics (SIRE)
11
Tinbergen Institute
11
University of Exeter / Department of Economics
11
Department of Economics Studies, University of Dundee
10
Rimini Centre for Economic Analysis (RCEA)
10
Center for Economic Research <Tilburg>
9
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
9
Econometric Society
9
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
9
Institut für Makroökonomie und Wirtschaftspolitik, Fachbereich Volkswirtschaftslehre
9
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
9
Swiss Finance Institute
9
Australian Agricultural and Resource Economics Society - AARES
8
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
8
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
24
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
2
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
3
Gold-mining
Raaballe, Johannes
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728522
Saved in:
4
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
5
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
6
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
Saved in:
7
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
8
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
Saved in:
9
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
10
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
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
