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~institution:"Agricultural and Applied Economics Association - AAEA"
~institution:"Centre for Analytical Finance <Århus>"
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Search: subject:"Monte Carlo"
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Monte Carlo simulation
16
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5
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Agricultural and Applied Economics Association - AAEA
Centre for Analytical Finance <Århus>
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
98
National Bureau of Economic Research
90
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania
5
2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin
2
2012 Annual Meeting, August 12-14, 2012, Seattle, Washington
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1999 Annual meeting, August 8-11, Nashville, TN
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1
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1
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1
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1
2010 Annual Meeting, July 25-27, 2010, Denver, Colorado
1
2013 Annual Meeting, August 4-6, 2013, Washington, D.C.
1
2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota
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RePEc
18
ECONIS (ZBW)
13
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1
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
2
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:
3
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:
4
Non-Optimal Behavior and Estimation of Risk Preferences
Guan, Zhengfei
;
Wu, Feng
-
Agricultural and Applied Economics Association - AAEA
-
2014
from
Monte
Carlo
simulations suggest that estimation based on the proposed model yields consistent and unbiased risk …
Persistent link: https://www.econbiz.de/10011068884
Saved in:
5
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:
6
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:
7
Improving the least-squares
Monte-Carlo
approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
8
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:
9
Convergence of the least squares
Monte-Carlo
approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
Saved in:
10
Farm Wealth Implications of Canadian Agricultural Business Risk Management Programs
Trautman, Dawn E.
;
Jeffrey, Scott R.
;
Unterschultz, James R.
-
Agricultural and Applied Economics Association - AAEA
-
2013
performance.
Monte
Carlo
simulation is used to model stochastic prices and production for a representative Alberta cropping …
Persistent link: https://www.econbiz.de/10010916155
Saved in:
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