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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>"
~subject:"Probability theory"
~subject:"Stochastischer Prozess"
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Risiko
Probability theory
Stochastischer Prozess
Theorie
97
Theory
97
Option pricing theory
15
Optionspreistheorie
15
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Schätzung
9
Deutschland
7
Estimation
7
Estimation theory
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Germany
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Arbeitspapier
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15
Working Paper
15
Forschungsbericht
5
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English
14
German
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Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Mißler-Behr, Magdalena
2
Schmidli, Hanspeter
2
Sørensen, Michael
2
Bamberg, Günter
1
Di Miscia, Orazio
1
Dorfleitner, Gregor
1
Hauke, Wolfgang
1
Hoetger, Bernhard
1
Hötger, Bernhard
1
Lechner, Wolfgang
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Shepard, Neil
1
Stegenborg Larsen, Kristian
1
Stelzer, Robert
1
Sørensen, Helle
1
Trost, Ralf
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
National Bureau of Economic Research
251
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
51
Ekonomiska forskningsinstitutet <Stockholm>
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
Springer Fachmedien Wiesbaden
10
Edward Elgar Publishing
9
European University Institute / Department of Economics
8
Australian National University / Faculty of Economics and Commerce
7
Chambre de commerce et d'industrie de Paris
7
Umeå universitet
7
University of Exeter / Department of Economics
7
University of Dundee / Department of Economic Studies
6
University of Southampton / Department of Economics
6
Deutsche Forschungsgemeinschaft
5
Erasmus Research Institute of Management
5
Federal Reserve System / Board of Governors
5
Federal Reserve System / Division of Research and Statistics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Center for Economic Research <Tilburg>
4
Centre for Economic Policy Research
4
Econometrisch Instituut <Rotterdam>
4
Foerder Institute for Economic Research <Tēl-Āvîv>
4
Georgetown University / Economics Department
4
Johns Hopkins University / Department of Economics
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
Trinity College Dublin / Department of Economics
4
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
4
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3
Bonn Graduate School of Economics
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3
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European University Institute / Department of Law
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3
IGI Global
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Institute of Finance and Accounting <London>
3
Institutionen för Skogsekonomi <Ume°a>
3
Institutt for Samfunnsøkonomi <Bergen, Norwegen>
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Internationaler Währungsfonds
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Arbeitspapiere zur mathematischen Wirtschaftsforschung
5
Source
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ECONIS (ZBW)
18
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1
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
2
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
3
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
4
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
5
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
6
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
7
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:
8
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:
9
Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
Saved in:
10
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
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