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~person:"Singer, Hermann"
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Singer, Hermann
Takahashi, Akihiko
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Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
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Kolmogorov backward equations with singular diffusion matrices
Singer, Hermann
-
2019
Persistent link: https://www.econbiz.de/10012149431
Saved in:
2
ML-estimation of sampled stochastic differential equations
Singer, Hermann
-
2009
Persistent link: https://www.econbiz.de/10003876985
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3
Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann
-
2008
Persistent link: https://www.econbiz.de/10003795449
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4
An alternative derivation of the black-scholes formula
Zucker, Max
-
2007
Persistent link: https://www.econbiz.de/10013409330
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5
Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms
Singer, Hermann
- In:
AStA Advances in Statistical Analysis
95
(
2011
)
4
,
pp. 375-413
Persistent link: https://www.econbiz.de/10009396969
Saved in:
6
Finanzmarktökonometrie : zeitstetige Systeme und ihre Anwendung in Ökonometrie und empirischer Kapitalmarktforschung
Singer, Hermann
-
1999
Persistent link: https://www.econbiz.de/10001362446
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