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type_genre:"Working Paper"
~isPartOf:"Mathematical finance"
~person:"Shephard, Neil G."
~subject:"Background driving L´evy process"
~subject:"Bayes-Statistik"
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Background driving L´evy process
Bayes-Statistik
Stochastic process
2
Stochastischer Prozess
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Bayes estimation
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Bayesian inference
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Derivat
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Derivative
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Econometrics
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Estimation theory
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Euler-Maruyama approximation
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Innovation diffusion
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Innovationsdiffusion
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Long range dependence
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L´evy density
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L´evy process
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Markov chain
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Markov chain Monte Carlo
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Markov-Kette
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Maximum likelihood
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Metropolis Hastings algorithm
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Non-linear diffusion
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OU processes
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Option pricing
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Option pricing theory
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Optionspreistheorie
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Particle filter
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Schätztheorie
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Simulation
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Statistical distribution
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Statistische Verteilung
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Stochastic differential equation
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Stochastic volatility
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Shephard, Neil G.
Barndorff-Nielsen, Ole E.
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Chib, Siddhartha
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Elerian, Ola
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Mathematical finance
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Oxford Financial Research Centre economics series
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ECONIS (ZBW)
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Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
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2
Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581672
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