//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
institution:"Københavns Universitet / Økonomisk Institut"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Warwick / Department of Economics"
~subject:"Monte-Carlo-Simulation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Theorie
195
Theory
195
Option pricing theory
15
Optionspreistheorie
15
Game theory
13
Spieltheorie
13
Monte Carlo simulation
11
Stochastic process
11
Stochastischer Prozess
11
Yield curve
11
Zinsstruktur
11
Estimation theory
10
Schätztheorie
10
Estimation
9
Incomplete market
9
Schätzung
9
Time series analysis
9
Unvollkommener Markt
9
Zeitreihenanalyse
9
Core
8
Volatility
8
Volatilität
8
Cointegration
7
Kointegration
7
Nash equilibrium
7
Nash-Gleichgewicht
7
Statistical test
7
Statistischer Test
7
ARCH model
6
ARCH-Modell
6
CAPM
6
Incomplete information
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Unvollkommene Information
6
Allgemeines Gleichgewicht
5
Bayes-Statistik
5
Bayesian inference
5
General equilibrium
5
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
11
Working Paper
11
Graue Literatur
10
Non-commercial literature
10
Language
All
English
11
Author
All
Kongsted, Hans Christian
2
Bohn Nielsen, Heino
1
Clements, Michael P.
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hurd, T.R.
1
Mikkelsen, Peter
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Smith, Jeremy
1
Stentoft, Lars
1
Sugita, Katsuhiro
1
Søndergaard Rasmussen, Nicki
1
Tzotchev, Dobromir
1
more ...
less ...
Institution
All
Københavns Universitet / Økonomisk Institut
Centre for Analytical Finance <Århus>
University of Warwick / Department of Economics
Ekonomiska forskningsinstitutet <Stockholm>
8
National Bureau of Economic Research
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
University of Canterbury / Dept. of Economics and Finance
4
National Institute of Economic and Social Research
3
University of Exeter / Department of Economics
3
Aarhus Universitet / Afdeling for Nationaløkonomi
2
Instituto Valenciano de Investigaciones Económicas
2
Queen Mary College / Department of Economics
2
USA / Congress / House of Representatives / Committee on Agriculture
2
University of British Columbia / Finance Division
2
University of Strathclyde / Department of Economics
2
Centre for Growth and Business Cycle Research <Manchester>
1
Centre for Quantitative Economics & Computing
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Columbia University / Graduate School of Business
1
Econometrisch Instituut <Rotterdam>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Judge Institute of Management Studies
1
Konjunkturinstitutet <Stockholm>
1
Landbouwuniversiteit Wageningen / Faculty of Economics
1
Leibniz-Institut für Wirtschaftsforschung Halle
1
Massachusetts Institute of Technology / Department of Economics
1
Nationalekonomiska Institutionen <Göteborg>
1
Nationalekonomiska Institutionen <Lund>
1
Nationaløkonomiske Instituttet <Århus>
1
Robert Schuman Centre for Advanced Studies
1
SAS Institute
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Sosialøkonomisk Institutt
1
State University of New York at Albany / Department of Economics
1
Umeå universitet
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
Universitetet i Oslo / Økonomisk institutt
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of London
1
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Discussion papers / Department of Economics, University of Copenhagen
2
Warwick economic research papers
2
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for cointegration rank using Bayes factors
Sugita, Katsuhiro
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001705429
Saved in:
2
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
3
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
4
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:
5
Analyzing I(2) systems by transformed vector autoregressions
Kongsted, Hans Christian
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001716142
Saved in:
6
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
7
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:
8
Testing the nominal-to-read transformation
Kongsted, Hans Christian
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001687895
Saved in:
9
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
10
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->