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institution:"Københavns Universitet / Økonomisk Institut"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Massachusetts Institute of Technology / Department of Economics"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
196
Theory
196
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Estimation
10
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10
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Non-commercial literature
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English
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Barndorff-Nielsen, Ole E.
4
Shephard, Neil G.
3
Di Miscia, Orazio
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Schenk-Hoppé, Klaus Reiner
1
Sørensen, Helle
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Venardos, Emmanouil
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Københavns Universitet / Økonomisk Institut
Centre for Analytical Finance <Århus>
Massachusetts Institute of Technology / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
44
Erasmus Research Institute of Management
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Judge Institute of Management Studies
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
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Centre for Economic Policy Research
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European University Institute / Department of Economics
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Federal Reserve System / Division of Research and Statistics
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Kansantaloustieteen Laitos <Helsinki>
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School of Economics and Finance <Brisbane>
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Social Systems Research Institute
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University of Essex / Department of Economics
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Aarhus Universitet / Centre for Non-Linear Economic Modelling
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Agricultural Land Markets - Efficiency and Regulation
1
Australian National University / Research School of Pacific and Asian Studies / Economics Division
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Banca d'Italia / Servizio Studi
1
Center for Economic Research <Tilburg>
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Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Kassel University Press GmbH
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Discussion papers / Department of Economics, University of Copenhagen
1
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ECONIS (ZBW)
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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:
2
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
3
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:
4
Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion
Schenk-Hoppé, Klaus Reiner
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001705850
Saved in:
5
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:
6
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
Saved in:
7
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
8
Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
Saved in:
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