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subject:"Volatilität"
type_genre:"Working Paper"
~institution:"Aarhus Universitet / Afdeling for Nationaløkonomi"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Monte Carlo simulation"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Volatilität
Monte Carlo simulation
Estimation theory
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Schätztheorie
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4
Statistical test
3
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Bladt, Mogens
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Aarhus Universitet / Afdeling for Nationaløkonomi
Centre for Analytical Finance <Århus>
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5
Birkbeck College / Department of Economics
4
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3
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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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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Duration dependence and time-varying variables in discrete time duration models
D'Addio, Anna Cristina
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702135
Saved in:
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
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:
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