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Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
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On Asian options of American type
Peskir, Goran (contributor); Uys, N. (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
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Pricing american options when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
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Estimation and inference in optimal stopping models of options and search
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607778
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A note on the call-put parity and a call-put duality
Peskir, Goran (contributor);  … - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
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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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Regime switching in the yield curve
Christiansen, Charlotte (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
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MCMC based estimation of term structure models
Mikkelsen, Peter (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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Statistical inference for discretely observed Markov jump processes
Bladt, Mogens (contributor); Sørensen, Michael (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919