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Theorie
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Barndorff-Nielsen, Ole E.
7
Sørensen, Michael
7
Christensen, Bent Jesper
4
Shephard, Neil G.
4
Christiansen, Charlotte
3
Mikkelsen, Peter
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Stentoft, Lars
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Di Miscia, Orazio
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Levendorskij, Sergej Z.
2
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Peskir, Goran
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Poulsen, Rolf
2
Shepard, Neil
2
Shin Jensen, Malene
2
Strunk Hansen, Charlotte
2
Ørregaard Nielsen, Morten
2
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
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1
Hurd, T.R.
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Jakubenas, Paulius
1
Kessler, Mathieu
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1
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1
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1
Stegenborg Larsen, Kristian
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
713
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
103
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96
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90
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10
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
54
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ECONIS (ZBW)
54
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Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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2
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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3
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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4
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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5
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
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6
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
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7
Power and bipower variation with stocjastic volatility and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
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8
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
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9
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
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10
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
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