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  • Search: subject:"Calibration procedure"
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Year of publication
Subject
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Calibration procedure 2 MIMIC approach 2 MIMIC-method 2 Option pricing 2 Option pricing theory 2 Optionspreistheorie 2 Stochastic process 2 Stochastischer Prozess 2 Volatility 2 Volatilität 2 advantages and disadvantages of the methods 2 calibration procedure 2 light intensity approach 2 methods to estimate the shadow economy 2 shadow economy estimates 2 Correlation 1 Estimation 1 Estimation theory 1 Finance 1 Implied correlation 1 Interest rate 1 Korrelation 1 Multivariate Analyse 1 Multivariate Lévy processes 1 Multivariate analysis 1 Quanto products 1 Schattenwirtschaft 1 Schätztheorie 1 Schätzung 1 Stochastic volatility models 1 Underground economy 1 Zins 1
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Online availability
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Free 2 Undetermined 2
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Article 1
Language
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English 4
Author
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Bühn, Andreas 2 Schneider, Friedrich 2 Ballotta, Laura 1 Deelstra, Griselda 1 Rayée, Grégory 1 Recchioni, M. C. 1 Sun, Y. 1
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Published in...
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European journal of operational research : EJOR 2 Open Economics 1 Open economics 1
Source
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ECONIS (ZBW) 3 EconStor 1
Showing 1 - 4 of 4
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Shadow economy: estimation methods, problems, results and open questions
Schneider, Friedrich; Bühn, Andreas - In: Open Economics 1 (2018) 1, pp. 1-29
This paper presents various methods used for estimating the size of the shadow economy. Each method is evaluated and its strengths and weaknesses are discussed, as well as results each method yields. The purpose of the paper is threefold: Firstly, to demonstrate that there is no single...
Persistent link: https://www.econbiz.de/10012598214
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Cover Image
Shadow economy: estimation methods, problems, results and open questions
Schneider, Friedrich; Bühn, Andreas - In: Open economics 1 (2018) 1, pp. 1-29
This paper presents various methods used for estimating the size of the shadow economy. Each method is evaluated and its strengths and weaknesses are discussed, as well as results each method yields. The purpose of the paper is threefold: Firstly, to demonstrate that there is no single...
Persistent link: https://www.econbiz.de/10011989144
Saved in:
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Multivariate FX models with jumps : triangles, Quantos and implied correlation
Ballotta, Laura; Deelstra, Griselda; Rayée, Grégory - In: European journal of operational research : EJOR 260 (2017) 3, pp. 1181-1199
Persistent link: https://www.econbiz.de/10011714363
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An explicitly solvable Heston model with stochastic interest rate
Recchioni, M. C.; Sun, Y. - In: European journal of operational research : EJOR 249 (2016) 1, pp. 359-377
Persistent link: https://www.econbiz.de/10011435870
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