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Theorie
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Barndorff-Nielsen, Ole E.
8
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6
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Tanggaard, Carsten
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Lunde, Asger
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Strunk Hansen, Charlotte
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Søndergaard Rasmussen, Nicki
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Ørregaard Nielsen, Morten
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Di Miscia, Orazio
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Hansen, Peter Reinhard
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Mikkelsen, Peter
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Myhre Lildholt, Peter
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Shephard, Neil G.
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Taulbjerg, Jes
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2
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2
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Engsted, Tom
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Koulikov, Dmitri
2
Løchte Jørgensen, Peter
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Nielsen, Morten Ørregaard
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Poulsen, Rolf
2
Raahauge, Peter
2
Rahbek, Anders
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Schmidli, Hanspeter
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Stentoft, Lars
2
Sørensen, Helle
2
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1
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1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
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306
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
82
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ECONIS (ZBW)
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
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contributor
)
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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2
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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3
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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4
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
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contributor
)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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5
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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6
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
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contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
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7
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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8
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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9
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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10
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
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contributor
)
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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