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Reliability in lean systems
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Stochastic process
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Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
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Sørensen, Michael
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2
Shepard, Neil
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
227
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
113
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
69
Springer Fachmedien Wiesbaden
57
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Center for Economic Research <Tilburg>
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National Centre for Social and Economic Modelling <Canberra>
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Department of Economics and Business, Universitat Pompeu Fabra
17
International Labour Organization (ILO), United Nations
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Southern Agricultural Economics Association - SAEA
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Tinbergen Instituut
17
Ekonomiska forskningsinstitutet <Stockholm>
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Agricultural and Applied Economics Association - AAEA
15
Edward Elgar Publishing
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Springer-Verlag GmbH
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11
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11
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10
Department of Economics and Related Studies, University of York
10
Erasmus Research Institute of Management
10
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
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ECONIS (ZBW)
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Hedging with a misspecified model
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724264
Saved in:
2
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
3
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
4
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
5
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
Saved in:
6
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
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7
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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8
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:
9
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
10
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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