//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Erasmus University Rotterdam, Econometric Institute"
~language:"eng"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Carlo"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
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
Markov chain
2
Markov-Kette
2
Yield curve
2
Zinsstruktur
2
Analysis of variance
1
Bayes-Statistik
1
Bayesian inference
1
Cointegration
1
Estimation
1
Financial economics
1
Hedging
1
Induktive Statistik
1
Interest rate
1
Kapitalmarkttheorie
1
Kointegration
1
Mathematics
1
Mathematik
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Optionsanleihe
1
Regression analysis
1
Regressionsanalyse
1
Schätzung
1
State space model
1
Statistical inference
1
Varianzanalyse
1
Volatility
1
Volatilität
1
more ...
less ...
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
Undetermined
19
Author
All
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
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Erasmus University Rotterdam, Econometric Institute
National Bureau of Economic Research
89
International Monetary Fund (IMF)
42
HAL
14
Department of Econometrics and Business Statistics, Monash Business School
13
Economics Department, Queen's University
13
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
13
Econometrisch Instituut <Rotterdam>
12
Ekonomiska forskningsinstitutet <Stockholm>
12
University of British Columbia / Finance Division
12
Rimini Centre for Economic Analysis (RCEA)
10
Department of Economics, University of Warwick
9
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
9
University of Strathclyde / Department of Economics
9
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
8
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
8
Department of Economics and Finance, College of Business and Economics
8
Econometric Society
8
Queen Mary College / Department of Economics
8
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
European Central Bank
7
Institut für Schweizerisches Bankwesen <Zürich>
7
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
7
Nationalekonomiska Institutionen <Lund>
7
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
7
University of Warwick / Department of Economics
7
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
6
Department of Economics and Business, Universitat Pompeu Fabra
6
Department of Economics, University of Victoria
6
Edward Elgar Publishing
6
European University Institute / Department of Law
6
Instituto Valenciano de Investigaciones Económicas (IVIE)
6
Université Paris-Dauphine
6
de Nederlandsche Bank
6
CESifo
5
Economics Group, Nuffield College, University of Oxford
5
Facoltà di Economia, Università degli Studi dell'Insubria
5
Federal Reserve Bank of St. Louis
5
Institute for Monetary and Economic Studies, Bank of Japan
5
Institute for the Study of Labor (IZA)
5
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
6
Improving the least-squares Monte-
Carlo
approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
7
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:
8
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:
9
Monte
Carlo
improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
10
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->