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~isPartOf:"International journal of computational economics and econometrics"
~isPartOf:"Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005"
~subject:"Option pricing theory"
~subject:"Zinsstruktur"
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Option pricing theory
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International journal of computational economics and econometrics
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
Empirie und Betriebswirtschaft : Entwicklungen und Perspektiven
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IHS economics series : working paper
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Journal of financial and quantitative analysis : JFQA
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Mathematics Preprint Archive
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Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
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Priors and Bayesian parameter estimation of affine term structure models
Sögner, Leopold
- In:
International journal of computational economics and …
4
(
2014
)
3/4
,
pp. 288-319
Persistent link: https://www.econbiz.de/10010496421
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Bayesian versus maximum likelihood estimation of term structure models driven by latent diffusions
Frühwirth, Manfred
;
Schneider, Paul
;
Sögner, Leopold
- In:
Operations research proceedings 2005 : selected papers …
,
(pp. 507-512)
.
2006
Persistent link: https://www.econbiz.de/10003347723
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