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subject:"Volatilität"
type_genre:"Working Paper"
~institution:"Federal Reserve Bank of Cleveland"
~institution:"Université de Montréal / Département de sciences économiques"
~subject:"Monte Carlo simulation"
~subject:"Option pricing theory"
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Search: subject_exact:"Estimation theory"
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Volatilität
Monte Carlo simulation
Option pricing theory
Estimation theory
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Schätztheorie
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Université de Montréal / Département de sciences économiques
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
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The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
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2
Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948210
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