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Theorie
70
Theory
70
Option pricing theory
15
Optionspreistheorie
15
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Yield curve
11
Zinsstruktur
11
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10
Stochastischer Prozess
10
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8
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8
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8
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8
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6
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5
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5
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4
Cointegration
4
Kleinste-Quadrate-Methode
4
Kointegration
4
Least squares method
4
Option trading
4
Optionsgeschäft
4
Analysis of variance
3
Einheitswurzeltest
3
Hedging
3
Interest rate
3
Nichtparametrisches Verfahren
3
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3
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69
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Barndorff-Nielsen, Ole E.
8
Christensen, Bent Jesper
5
Sørensen, Michael
5
Søndergaard Rasmussen, Nicki
4
Tanggaard, Carsten
4
Di Miscia, Orazio
3
Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
3
Strunk Hansen, Charlotte
3
Taulbjerg, Jes
3
Ørregaard Nielsen, Morten
3
Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Poulsen, Rolf
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Stentoft, Lars
2
Sørensen, Helle
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Bladt, Mogens
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,178
Edward Elgar Publishing
412
OECD
341
Ekonomiska forskningsinstitutet <Stockholm>
288
Center for Economic Research <Tilburg>
280
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
260
Springer Fachmedien Wiesbaden
259
European University Institute / Department of Economics
251
International Monetary Fund
238
IGI Global
213
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167
World Bank
158
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138
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136
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134
Foerder Institute for Economic Research <Tēl-Āvîv>
127
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127
Universitat Pompeu Fabra / Departament d'Economia i Empresa
108
University of Exeter / Department of Economics
106
Social Systems Research Institute
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
84
European University Institute / Department of Law
82
Deutsche Forschungsgemeinschaft
79
Massachusetts Institute of Technology / Department of Economics
79
Universitetet i Oslo / Økonomisk institutt
79
Robert Schuman Centre for Advanced Studies
76
University of Warwick / Department of Economics
76
Columbia University / Department of Economics
75
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75
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73
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
73
Erasmus Research Institute of Management
71
Instituto Valenciano de Investigaciones Económicas
71
Deutschland / Bundeswehr / Universität Hamburg
69
INSEAD
69
Johns Hopkins University / Department of Economics
69
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
69
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
75
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ECONIS (ZBW)
75
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MCMC based estimation of term structure models
Mikkelsen, Peter
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2001
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[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
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
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3
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
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contributor
)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
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Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
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contributor
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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5
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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6
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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7
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
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contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
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8
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
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Hurd, T.R.
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
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9
Estimation of continuous-time interest rate models : a nonparametric approach
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/10002506978
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10
Regime switching in the yield curve
Christiansen, Charlotte
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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