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subject:"Entscheidung"
subject:"Test"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Hedging"
~subject:"Time series analysis"
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Entscheidung
Test
Hedging
Time series analysis
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
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Statistischer Test
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ARCH model
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Schätztheorie
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Option trading
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Optionsgeschäft
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Kointegration
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Søndergaard Rasmussen, Nicki
2
Busch, Thomas
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Grasselli, M.R.
1
Hurd, T.R.
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
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Tolver Jensen, Søren
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
108
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
53
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
34
Umeå universitet
12
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
10
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8
Bonn Graduate School of Economics
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Centre for Quantitative Economics & Computing
6
London School of Economics and Political Science
6
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6
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5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
Foerder Institute for Economic Research <Tēl-Āvîv>
5
Institute of Finance and Accounting <London>
5
Springer Fachmedien Wiesbaden
5
University of Strathclyde / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Center for Economic Research <Tilburg>
4
Deutsche Forschungsgemeinschaft
4
Edward Elgar Publishing
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
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4
Organisation for Economic Co-operation and Development
4
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4
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4
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4
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3
Birkbeck College / Department of Economics
3
Erasmus Research Institute of Management
3
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3
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3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
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ECONIS (ZBW)
9
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
3
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
4
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
Hedging with a misspecified model
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724264
Saved in:
7
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
8
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
Saved in:
9
How to hedge unknown risk
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560026
Saved in:
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