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Theorie
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Stochastischer Prozess
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Monte Carlo simulation
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English
50
Author
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Barndorff-Nielsen, Ole E.
6
Christiansen, Charlotte
5
Sørensen, Michael
5
Christensen, Bent Jesper
3
Di Miscia, Orazio
3
Shephard, Neil G.
3
Stentoft, Lars
3
Ørregaard Nielsen, Morten
3
Bibby, Bo Martin
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Levendorskij, Sergej Z.
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Shepard, Neil
2
Søndergaard Rasmussen, Nicki
2
Tanggaard, Carsten
2
Bec, Frédérique
1
Bechmann, Ken L.
1
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Christensen, Claus Vorm
1
Grasselli, M.R.
1
Hansen, Niels Richard
1
Hurd, T.R.
1
Kessler, Mathieu
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Poulsen, Rolf
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Schmidli, Hanspeter
1
Shin Jensen, Malene
1
Skovgaard, Ib Michael
1
Sponholtz, Carina
1
Stelzer, Robert
1
Strunk Hansen, Charlotte
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,955
OECD
371
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
258
International Monetary Fund (IMF)
164
World Bank Group
159
Internationaler Währungsfonds
137
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
129
International Monetary Fund
90
European Foundation for the Improvement of Living and Working Conditions
89
World Bank
83
C.E.P.R. Discussion Papers
78
Vereinte Nationen / Economic Commission for Latin America and the Caribbean
58
Institut für Schweizerisches Bankwesen <Zürich>
57
EconWPA
53
Springer Fachmedien Wiesbaden
53
Ekonomiska forskningsinstitutet <Stockholm>
51
HAL
51
Europäische Kommission / Gemeinsame Forschungsstelle
50
Federal Reserve Bank of St. Louis
43
Agricultural and Applied Economics Association - AAEA
41
Europäisches Parlament / Policy Department for Economic, Scientific and Quality of Life Policies
38
European University Institute / Department of Economics
37
Tinbergen Instituut
36
Université Paris-Dauphine (Paris IX)
35
Europäische Kommission / Generaldirektion Beschäftigung, Soziales und Integration / Directorate Social Rights and Inclusion / Unit Disability and Inclusion
33
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
33
Federal Reserve Bank of New York
32
Bertelsmann Stiftung
31
Österreichisches Institut für Wirtschaftsforschung
31
Society for Computational Economics - SCE
30
World Trade Organization
30
European Observatory on Health Systems and Policies
29
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
29
European Association of Agricultural Economists - EAAE
28
Europäische Kommission
28
Erasmus University Rotterdam, Econometric Institute
26
School of Economics and Management, University of Aarhus
25
Chambre de commerce et d'industrie de Paris
23
Tinbergen Institute
23
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
50
Source
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ECONIS (ZBW)
50
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1
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
2
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
3
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
Saved in:
4
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
5
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
6
Option pricing in stochastic
volatility
models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
7
Power and bipower variation with stocjastic
volatility
and jumps
Brandorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
Saved in:
8
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
9
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
10
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
Saved in:
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