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FFT-based option pricing
Borak, Szymon; Detlefsen, Kai; Härdle, Wolfgang - In: Statistical tools for finance and insurance, (pp. 183-200). 2005
Persistent link: https://www.econbiz.de/10002732817
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FFT based option pricing
Borak, Szymon (contributor); Detlefsen, Kai (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003036508
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Flexible stochastic volatility structures for high frequency financial data
Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998
Persistent link: https://www.econbiz.de/10000992362
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Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang; Spokojnyj, Vladimir G.; Teyssière, … - 2000
Persistent link: https://www.econbiz.de/10001470372
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Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang; Herwartz, Helmut; Spokojnyj, Vladimir G. - 2001
Persistent link: https://www.econbiz.de/10001580374
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Statistical tools for finance and insurance
Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2005
CAT bonds, simulation of risk processes and ruin probability approximation, the book does not only offer practitioners …-instructional book makes a good use of extensive examples and full explanations. Thedesign of the text links theory and computational … Dependence.- Fuzzy Identification Model.- Implied Trinomial Tress.- Nonparametric Productivity Analysis.- The Exact LR Test of …
Persistent link: https://www.econbiz.de/10002123307
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Time inhomogenous multiple volatility modeling
Härdle, Wolfgang; Herwartz, Helmut; Spokojnyj, Vladimir G. - In: Journal of financial econometrics : official journal of … 1 (2003) 1, pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
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Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang (contributor) - 2001
Persistent link: https://www.econbiz.de/10001595495
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Stochastic population forecast for Germany and its consequence for the German pension system
Härdle, Wolfgang; Mysickova, Alena - 2009
indices of mortality and fertility rates. These models are then used in the simulation of future vital rates to obtain age …
Persistent link: https://www.econbiz.de/10003814452
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Flexible stochastic volatility structures for high frequency financial data
Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998
linear state space representation. We provide a simulation study and apply the test to the HFDF96 data set. Our results …
Persistent link: https://www.econbiz.de/10009578026