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subject:"Monte Carlo simulation"
subject:"Volatility"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Volatility
Statistical distribution
Estimation theory
12
Schätztheorie
12
Theorie
5
Theory
5
Monte-Carlo-Simulation
4
Core
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Option pricing theory
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Optionspreistheorie
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Bayes-Statistik
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CAPM
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Currency option
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Devisenoption
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Market microstructure
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Markov-Kette
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Noise Trading
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Noise trading
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Optionsanleihe
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Probability theory
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Statistical inference
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English
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Bladt, Mogens
1
Christensen, Bent Jesper
1
Poulsen, Rolf
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Schmid, Wolfgang
1
Søndergaard Rasmussen, Nicki
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Birkbeck College / Department of Economics
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Center for Economic Research <Tilburg>
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Econometrisch Instituut <Rotterdam>
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European University Institute / Department of Economics
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Rodney L. White Center for Financial Research
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of Exeter / Department of Economics
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Australian National University / Faculty of Economics
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Computer Research Center for Economics and Management Science, National Bureau of Economic Research, inc.
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European University Institute / Department of Law
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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London School of Economics and Political Science
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National Bureau of Economic Research inc.
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Shakai-Keizai-Kenkyūsho <Osaka>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer Fachmedien Wiesbaden
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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2
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
3
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
Saved in:
4
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
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