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Theorie
70
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14
Optionspreistheorie
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Barndorff-Nielsen, Ole E.
8
Tanggaard, Carsten
5
Sørensen, Michael
4
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Engsted, Tom
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Lunde, Asger
3
Mikkelsen, Peter
3
Shepard, Neil
3
Shephard, Neil G.
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Strunk Hansen, Charlotte
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Søndergaard Rasmussen, Nicki
3
Taulbjerg, Jes
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Christensen, Claus Vorm
2
Christiansen, Charlotte
2
Hansen, Peter Reinhard
2
Løchte Jørgensen, Peter
2
Myhre Lildholt, Peter
2
Nielsen, Jens Perch
2
Nielsen, Morten Ørregaard
2
Raahauge, Peter
2
Rahbek, Anders
2
Schmidli, Hanspeter
2
Sørensen, Helle
2
Ørregaard Nielsen, Morten
2
Bartholdy, Jan
1
Bechmann, Ken L.
1
Brunetti, Celso
1
Busch, Thomas
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Grosen, Anders
1
Hansen, Niels Richard
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Hurd, T.R.
1
Jakubenas, Paulius
1
Jensen, Morten Berg
1
Kessler, Mathieu
1
Koulikov, Dmitri
1
Kristensen, Dennis
1
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1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
7,533
Edward Elgar Publishing
414
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288
Ekonomiska forskningsinstitutet <Stockholm>
286
Center for Economic Research <Tilburg>
283
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
263
Springer Fachmedien Wiesbaden
263
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248
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Foerder Institute for Economic Research <Tēl-Āvîv>
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Social Systems Research Institute
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Springer-Verlag GmbH
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74
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74
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73
University of Warwick / Department of Economics
73
Federal Reserve System / Division of Research and Statistics
72
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
72
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69
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
71
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ECONIS (ZBW)
71
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51
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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52
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
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53
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
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54
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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55
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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56
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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57
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
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58
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
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59
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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60
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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