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Theorie
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Barndorff-Nielsen, Ole E.
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Sørensen, Michael
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Nielsen, Jens Perch
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Shephard, Neil G.
2
Stentoft, Lars
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Søndergaard Rasmussen, Nicki
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Tanggaard, Carsten
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Ørregaard Nielsen, Morten
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Bladt, Mogens
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Brunetti, Celso
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Di Miscia, Orazio
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Kelly, Leah
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Lunde, Asger
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Mikkelsen, Peter
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Myhre Lildholdt, Peter
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Nielsen, Morten Ørregaard
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Platen, Eckhard
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Poulsen, Rolf
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Schmid, Wolfgang
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Shepard, Neil
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Stegenborg Larsen, Kristian
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Strunk Hansen, Charlotte
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Tzotchev, Dobromir
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
508
International Monetary Fund (IMF)
409
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
142
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
68
Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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HAL
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Deutsche Forschungsgemeinschaft
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Centre for Quantitative Economics & Computing
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Institut für Schweizerisches Bankwesen <Zürich>
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Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Queen Mary College / Department of Economics
9
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
9
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
9
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
23
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ECONIS (ZBW)
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Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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2
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
3
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:
4
Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
Saved in:
5
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
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6
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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7
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:
8
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
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9
Long-run regression : theory and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
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10
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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