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Essays on Monte Carlo methods for state space models
Scharth, Marcel - 2012
Persistent link: https://www.econbiz.de/10009713472
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Essays on foreign exchange option markets
Büsser, Ralf - 2012
pricing ; risk premium ; density forecast ; Kalman filter ; variance swap ; Lévy process ; stochastic volatility ; jump …
Persistent link: https://www.econbiz.de/10009656320
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Bayesian nonparametrics for financial volatility modeling
Zaharieva, Martina Danielova - 2017
Persistent link: https://www.econbiz.de/10012200829
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Essays on Bayesian econometrics
Radchenko, Stanislav - 2002
Persistent link: https://www.econbiz.de/10003780474
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Stochastic volatility and the pricing of financial derivatives
Ploeg, Antoine P. C. van der - 2006
Persistent link: https://www.econbiz.de/10003273906
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Real options valuation : the importance of stochastic process choice in commodity price modelling
Schöne, Max - 2015 - Aufl. 2015
Persistent link: https://www.econbiz.de/10010419770
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Filtering non-linear state space models : methods and economic applications
Lee, Kai Ming - 2010
Persistent link: https://www.econbiz.de/10003961109
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Efficient pricing algorithms for exotic derivatives
Lord, Roger - 2008
Persistent link: https://www.econbiz.de/10003775897
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Essays in asset pricing
Orlowski, Piotr - 2017
Persistent link: https://www.econbiz.de/10011931494
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Sovereign debt dynamics in a stochastic environment
Sulstarova, Astrit - 2008
Persistent link: https://www.econbiz.de/10003718825