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type_genre:"Working Paper"
subject:"Maximum likelihood estimation"
~subject:"Monte Carlo simulation"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
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Maximum likelihood estimation
Monte Carlo simulation
Estimation theory
18
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9
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3
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Estimation
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Sørensen, Michael
3
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Kelly, Leah
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Platen, Eckhard
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Schmid, Wolfgang
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Søndergaard Rasmussen, Nicki
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Discussion paper / Tinbergen Institute
39
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16
Working paper / National Bureau of Economic Research, Inc.
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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Efficient estimation for ergodic diffusions sampled at high frequency
Sørensen, Michael
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003734476
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2
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
Saved in:
3
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:
4
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
(
contributor
);
Platen, Eckhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
Saved in:
5
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
6
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
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