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Theorie
70
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Barndorff-Nielsen, Ole E.
8
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Tanggaard, Carsten
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Di Miscia, Orazio
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Lunde, Asger
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Mikkelsen, Peter
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Søndergaard Rasmussen, Nicki
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Myhre Lildholt, Peter
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Nielsen, Morten Ørregaard
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Raahauge, Peter
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Shin Jensen, Malene
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2
Ørregaard Nielsen, Morten
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1
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1
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Hurd, T.R.
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Jakubenas, Paulius
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
74
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ECONIS (ZBW)
74
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1
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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2
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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3
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
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4
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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5
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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6
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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7
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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8
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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9
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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10
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
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