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type:"book"
institution:"Centre for Analytical Finance <Århus>"
~subject:"Markov chain"
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Markov chain
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
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Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
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Christiansen, Charlotte
1
Di Miscia, Orazio
1
Hansen, Niels Richard
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Kessler, Mathieu
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Mikkelsen, Peter
1
Sørensen, Michael
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
13
Ekonomiska forskningsinstitutet <Stockholm>
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
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ECONIS (ZBW)
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Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
2
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
3
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
4
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
5
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
Saved in:
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