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~subject:"Nichtlineare Regression"
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Analysis : 2
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Nichtlineare Regression
Analysis
1,151
Mathematical analysis
745
Theorie
516
Theory
473
analysis
449
Stochastischer Prozess
438
Stochastic process
408
Optionspreistheorie
239
Option pricing theory
225
ANALYSIS
87
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74
Mathematik
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Portfolio-Management
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58
Volatilität
57
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56
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53
Finanzmathematik
51
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Mathematische Optimierung
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Black-Scholes model
43
Risk
40
Risiko
38
Derivat
36
Derivative
36
Einführung
34
Experiment
34
АНАЛіЗ
32
Hedging
30
Monte-Carlo-Simulation
28
Monte Carlo simulation
27
Numerisches Verfahren
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United States
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25
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Chan, Kung-sik
2
Kaya, Doǧan
2
Singer, Hermann
2
Su, Fei
2
Tanaka, Katsuto
2
Abergel, Frédérik
1
Alghalith, Moawia
1
Bayraktar, Erhan
1
Belak, Christoph
1
Brigo, Damiano
1
Bu, Ruijun
1
Francischello, Marco
1
Giet, Ludovic
1
Gobet, Emmanuel
1
Grace, G. Hannah
1
Hadri, Kaddour
1
Ibrahim, Dalia
1
Iftimie, Bogdan
1
Iqbal, Mohammad
1
Itkin, Andrey
1
Kaliyappan, M.
1
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1
Lubrano, Michel
1
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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
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1
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1
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1
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1
Seifried, Frank Thomas
1
Shahab, Muhammad Luthfi
1
Surulescu, Nicolae Mircea
1
Susanto, Hadi
1
Takahashi, Akihiko
1
Vârsan, Constantin
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Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
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Mathematics Preprint Archive
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Advanced mathematical methods for finance
1
Annals of finance
1
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1
Computational economics
1
Discussion papers / Graduate School of Economics, Hitotsubashi University
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1
Econometric theory
1
European journal of operational research : EJOR
1
Finance and stochastics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Saved in:
2
Testing for threshold diffusion
Su, Fei
;
Chan, Kung-sik
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 218-227
Persistent link: https://www.econbiz.de/10011704178
Saved in:
3
Linear nonstationary models : a review of the work of Professor P. C. B. Phillips
Tanaka, Katsuto
- In:
Econometric theory
30
(
2014
)
4
,
pp. 815-838
Persistent link: https://www.econbiz.de/10010502142
Saved in:
4
Detection of mispricing in the Black-Scholes PDE using the derivative-free nonlinear Kalman Filter
Rigatos, G.
;
Zervos, N.
- In:
Computational economics
50
(
2017
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011762181
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5
Non-linear filtering and optimal investment under partial information for stochastic volatility models
Ibrahim, Dalia
;
Abergel, Frédérik
- In:
Mathematical methods of operations research
87
(
2018
)
3
,
pp. 311-346
Persistent link: https://www.econbiz.de/10011874006
Saved in:
6
Backward nonlinear expectation equations
Belak, Christoph
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10011963319
Saved in:
7
Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann
-
2008
Persistent link: https://www.econbiz.de/10003795449
Saved in:
8
Efficient importance sampling in applied econometrics
Moura, Guilherme Valle
-
2009
Persistent link: https://www.econbiz.de/10003963709
Saved in:
9
On some classes of continuous time series models and their use in financial economics
Surulescu, Nicolae Mircea
-
2010
Persistent link: https://www.econbiz.de/10008935502
Saved in:
10
Functionals associated with gradient stochastic flows and nonlinear SPDEs
Iftimie, Bogdan
;
Mazurencu Marinescu, Miruna
;
Vârsan, …
- In:
Advanced mathematical methods for finance
,
(pp. 397-415)
.
2011
Persistent link: https://www.econbiz.de/10008991280
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