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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Australian National University / Faculty of Economics and Commerce"
~subject:"Markov chain"
~type_genre:"Non-commercial literature"
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Risiko
Markov chain
Theorie
131
Theory
131
Option pricing theory
14
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14
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12
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12
Yield curve
11
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Grant, Simon
2
Kajii, Atsushi
2
Schmidli, Hanspeter
2
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Hahm, Joon-ho
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Hansen, Niels Richard
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Kessler, Mathieu
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Centre for Analytical Finance <Århus>
Australian National University / Faculty of Economics and Commerce
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12
Ekonomiska forskningsinstitutet <Stockholm>
11
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
8
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Bank für Internationalen Zahlungsausgleich
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Christian-Albrechts-Universität zu Kiel
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Working papers in economics and econometrics
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ECONIS (ZBW)
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Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
2
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
3
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
4
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
5
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
6
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
7
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
Saved in:
8
Consumption adjustment under changing income uncertainty
Hahm, Joon-ho
-
1998
Persistent link: https://www.econbiz.de/10000985647
Saved in:
9
The impact of obsolescence risk on the after-tax value of a project
Pointon, John
-
1997
Persistent link: https://www.econbiz.de/10000978401
Saved in:
10
Preference for information
Grant, Simon
-
1996
Persistent link: https://www.econbiz.de/10000587075
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