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~institution:"Centre for Analytical Finance <Århus>"
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Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Theorie
8
Theory
8
Estimation theory
5
Schätztheorie
5
Kleinste-Quadrate-Methode
4
Least squares method
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Option pricing theory
3
Optionspreistheorie
3
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2
Markov-Kette
2
Yield curve
2
Zinsstruktur
2
Analysis of variance
1
Bayes-Statistik
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Cointegration
1
Estimation
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Financial economics
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Hedging
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Induktive Statistik
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Interest rate
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Kapitalmarkttheorie
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Kointegration
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Mathematics
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Mathematik
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Optionsanleihe
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Regression analysis
1
Regressionsanalyse
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Schätzung
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State space model
1
Statistical inference
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Varianzanalyse
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1
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Arbeitspapier
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Graue Literatur
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Working Paper
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English
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Christensen, Bent Jesper
2
Stentoft, Lars
2
Søndergaard Rasmussen, Nicki
2
Bladt, Mogens
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hurd, T.R.
1
Mikkelsen, Peter
1
Nielsen, Morten Ørregaard
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Sørensen, Helle
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
99
National Bureau of Economic Research
89
International Monetary Fund (IMF)
62
EconWPA
52
HAL
49
Université Paris-Dauphine (Paris IX)
39
Tinbergen Instituut
35
Society for Computational Economics - SCE
27
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
25
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
25
Tinbergen Institute
25
Department of Econometrics and Business Statistics, Monash Business School
20
Institute for the Study of Labor (IZA)
20
Erasmus University Rotterdam, Econometric Institute
19
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
19
Agricultural and Applied Economics Association - AAEA
18
Rimini Centre for Economic Analysis (RCEA)
18
Econometric Society
17
Nationalekonomiska Institutionen, Ekonomihögskolan
17
Economics Department, Queen's University
16
Département de Sciences Économiques, Université de Montréal
15
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
14
Finance Discipline Group, Business School
14
C.E.P.R. Discussion Papers
13
Department of Economics, Oxford University
13
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
12
Econometrisch Instituut <Rotterdam>
12
Ekonomiska forskningsinstitutet <Stockholm>
12
University of British Columbia / Finance Division
12
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
11
School of Economics, Singapore Management University
11
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
11
Department of Economics and Finance, College of Business and Economics
10
Department of Economics, University of Victoria
10
Department of Economics, University of Warwick
10
European Central Bank
10
Facoltà di Economia, Università degli Studi dell'Insubria
10
Faculty of Economics, University of Cambridge
10
Oesterreichische Nationalbank
10
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
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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
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:
5
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:
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
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
10
Assessing the least squares Monte-
Carlo
approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
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