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type_genre:"Kongress"
type_genre:"No longer published / No longer aquired"
~subject:"Optionspreistheorie"
~subject:"Zeitreihenanalyse"
~type_genre:"Forschungsbericht"
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Optionspreistheorie
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
24
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19
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10
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Lecture notes in economics and mathematical systems : LNEMS
5
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3
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2
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2
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1
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1
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ECONIS (ZBW)
76
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1
ML-estimation of time series
Singer, Hermann
-
2009
Persistent link: https://www.econbiz.de/10003876981
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2
Incorporating a tracking signal into state space models for exponential smoothing
Snyder, Ralph D.
;
Koehler, Anne B.
-
2006
Persistent link: https://www.econbiz.de/10003365310
Saved in:
3
NP-optimal kernels for nonparametric sequential detection rules
Steland, Ansgar
-
2004
Persistent link: https://www.econbiz.de/10001982538
Saved in:
4
Pricing American options in the Heston model : a close look on incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
-
2011
Persistent link: https://www.econbiz.de/10009688311
Saved in:
5
Calibrating and completing the volatility cube in the SABR model
Dimitroff, Georgi
;
Kock, Johan de
-
2011
Persistent link: https://www.econbiz.de/10009688312
Saved in:
6
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
-
2003
Persistent link: https://www.econbiz.de/10001735077
Saved in:
7
On detecting jumps in time series : nonparametric setting
Pawlak, Mirek
;
Rafajlowicz, Ewaryst
;
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813602
Saved in:
8
Robust filtering of time series with trends
Fried, Roland
-
2003
Persistent link: https://www.econbiz.de/10001813634
Saved in:
9
HY-A-PARCH : a stationary A-PARCH model with long memory
Schoffer, Olaf
-
2003
Persistent link: https://www.econbiz.de/10001916069
Saved in:
10
Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
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