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~institution:"Centre for Analytical Finance <Århus>"
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Estimation theory
13
Schätztheorie
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Theorie
12
Theory
12
Option pricing theory
5
Optionspreistheorie
5
Kleinste-Quadrate-Methode
4
Least squares method
4
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Yield curve
3
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3
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2
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Estimation
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2
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Time series analysis
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Bayes-Statistik
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CAPM
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Cointegration
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Currency option
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Devisenoption
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Elasticity
1
Elastizität
1
Financial economics
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1
Induktive Statistik
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Interest rate
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Kapitalmarkttheorie
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Arbeitspapier
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Graue Literatur
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Working Paper
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English
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Sørensen, Michael
4
Barndorff-Nielsen, Ole E.
2
Christensen, Bent Jesper
2
Nielsen, Jens Perch
2
Shephard, Neil G.
2
Stentoft, Lars
2
Søndergaard Rasmussen, Nicki
2
Tanggaard, Carsten
2
Ørregaard Nielsen, Morten
2
Bladt, Mogens
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hansen, Peter Reinhard
1
Hurd, T.R.
1
Jones, M. C.
1
Kelly, Leah
1
Lunde, Asger
1
Mikkelsen, Peter
1
Nielsen, Morten Ørregaard
1
Platen, Eckhard
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
604
Deutsches Institut für Wirtschaftsforschung / Projektgruppe Das Sozio-Ökonomische Panel
168
International Monetary Fund (IMF)
166
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
146
SOEP-IS Group
69
International Monetary Fund
62
Ekonomiska forskningsinstitutet <Stockholm>
50
OECD
47
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
45
European University Institute / Department of Economics
31
Umeå universitet
30
Center for Economic Research <Tilburg>
27
Centre for Microdata Methods and Practice <London>
24
University of New England / Department of Econometrics
24
C.E.P.R. Discussion Papers
23
TNS Infratest Sozialforschung GmbH
23
Econometrisch Instituut <Rotterdam>
20
HAL
20
Deutsches Institut für Wirtschaftsforschung
19
Organisation for Economic Co-operation and Development
19
Centre for Quantitative Economics & Computing
17
Forschungsinstitut zur Zukunft der Arbeit
17
University of Exeter / Department of Economics
17
DIW Berlin / SOEP
16
Europäische Kommission / Statistisches Amt
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Nationalekonomiska Institutionen <Lund>
15
Agricultural and Applied Economics Association - AAEA
14
Deutsche Forschungsgemeinschaft
14
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Nationalekonomiska Institutionen, Ekonomihögskolan
14
Forschungsdatenzentrum der Bundesagentur für Arbeit, Institut für Arbeitsmarkt- und Berufsforschung (IAB)
13
London School of Economics and Political Science
13
Tilburg University, Center for Economic Research
13
World Bank
13
EconWPA
12
Queen Mary College / Department of Economics
12
Springer Fachmedien Wiesbaden
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Universität Basel / Institut für Statistik und Ökonometrie
12
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
21
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ECONIS (ZBW)
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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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2
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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3
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:
4
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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5
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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6
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
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7
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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8
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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9
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
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10
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
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