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~institution:"Econometrisch Instituut <Rotterdam>"
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Stochastic process
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Dijk, Herman K. van
4
Bauwens, Luc
2
Bos, Charles S.
2
Dijk, Dick van
2
Hafner, Christian M.
2
Oest, Rutger van
2
Paap, Richard
2
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1
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1
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1
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1
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1
Pietersz, Raoul
1
Piterbarg, Vladimir I.
1
Pooter, Michiel de
1
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1
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1
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Econometrisch Instituut <Rotterdam>
National Bureau of Economic Research
669
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
192
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
98
International Monetary Fund (IMF)
82
C.E.P.R. Discussion Papers
58
Institut für Schweizerisches Bankwesen <Zürich>
58
Centre for Analytical Finance <Århus>
54
HAL
43
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
39
Ekonomiska forskningsinstitutet <Stockholm>
33
EconWPA
32
Université Paris-Dauphine (Paris IX)
27
Federal Reserve Bank of St. Louis
26
Agricultural and Applied Economics Association - AAEA
23
International Monetary Fund
22
Society for Computational Economics - SCE
19
Svenska Handelshögskolan <Helsinki>
19
European Association of Agricultural Economists - EAAE
18
National Centre of Competence in Research North South <Bern>
18
Springer Fachmedien Wiesbaden
18
Chambre de commerce et d'industrie de Paris
17
Reserve Bank of Australia
17
World Bank
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CESifo
16
Center for Economic Research <Tilburg>
16
European University Institute / Department of Economics
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
16
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
14
Department of Economics, Oxford University
14
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
13
Cowles Foundation for Research in Economics, Yale University
13
Department of Economics and Finance, College of Business and Economics
13
School of Economics and Management, University of Aarhus
13
Tilburg University, Center for Economic Research
13
Tinbergen Instituut
13
Centre for Growth and Business Cycle Research <Manchester>
12
Federal Reserve Bank of New York
12
Institute of Economic Research, Kyoto University
12
Inter-American Development Bank
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ECONIS (ZBW)
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Simple approximations for option pricing under mean reversion and stochastic
volatility
Hafner, Christian M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784022
Saved in:
2
Adaptive radial-based direction sampling : some flexible and robust Monte Carlo integration methods
Bauwens, Luc
;
Bos, Charles S.
;
Dijk, Herman K. van
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784030
Saved in:
3
Adaptive polar sampling : a class of flexible and robust Monte Carlo integration methods
Bauwens, Luc
;
Bos, Charles S.
;
Dijk, Herman K. van
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702115
Saved in:
4
Neural network based approximations to posterior densities : a class of flexible sampling methods with applications to reduced rank models
Hoogerheide, Lennart F.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056010
Saved in:
5
Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income
Paap, Richard
(
contributor
);
Dijk, Herman K. van
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722263
Saved in:
6
Risk managing Bermudan swaptions in the Libor BGM model
Pietersz, Raoul
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001902799
Saved in:
7
Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank
(
contributor
);
Paap, Richard
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783481
Saved in:
8
An interior-point and decomposition approach to multiple stage stochastic programming
Zhang, Shuzhong
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701889
Saved in:
9
Discrete vs continuous time for large extremes of Gaussian processes
Piterbarg, Vladimir I.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001655902
Saved in:
10
Determining optimal disassembly and recovery strategies
Teunter, Ruud H.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001969408
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