//--> //--> //-->
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
~type_genre:"Festschrift"
~type_genre:"Arbeitspapier"
~institution:"Centre for Analytical Finance <Århus>"
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_exact:"Monte Carlo method"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Theorie
7
Theory
7
Kleinste-Quadrate-Methode
4
Least squares method
4
Estimation theory
3
Option pricing theory
3
Optionspreistheorie
3
Schätztheorie
3
Markov chain
2
Markov-Kette
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Yield curve
2
Zinsstruktur
2
Financial economics
1
Hedging
1
Kapitalmarkttheorie
1
Optionsanleihe
1
Regression analysis
1
Regressionsanalyse
1
State space model
1
Warrant bond
1
Zustandsraummodell
1
more ...
less ...
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Festschrift
Arbeitspapier
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
10
Author
All
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
Schmid, Wolfgang
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Ekonomiska forskningsinstitutet <Stockholm>
8
National Bureau of Economic Research
7
Nationalekonomiska Institutionen <Lund>
7
Queen Mary College / Department of Economics
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
University of Canterbury / Dept. of Economics and Finance
4
University of Exeter / Department of Economics
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Econometrisch Instituut <Rotterdam>
3
National Institute of Economic and Social Research
3
University of Warwick / Department of Economics
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Center for Economic Research <Tilburg>
2
European University Institute / Department of Law
2
Instituto Valenciano de Investigaciones Económicas
2
Judge Institute of Management Studies
2
Københavns Universitet / Økonomisk Institut
2
University of British Columbia / Finance Division
2
University of Strathclyde / Department of Economics
2
Université de Montréal / Département de sciences économiques
2
Centre for Growth and Business Cycle Research <Manchester>
1
Centre for Quantitative Economics & Computing
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Columbia University / Graduate School of Business
1
Computer Research Center for Economics and Management Science, National Bureau of Economic Research, inc.
1
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of St. Louis
1
International Center for Financial Asset Management and Engineering
1
International Monetary Fund
1
Konjunkturinstitutet <Stockholm>
1
Leibniz-Institut für Wirtschaftsforschung Halle
1
Loughborough University / Department of Economics
1
Massachusetts Institute of Technology / Department of Economics
1
National Bureau of Economic Research inc.
1
Nationalekonomiska Institutionen <Göteborg>
1
Nationaløkonomiske Instituttet <Århus>
1
Reserve Bank of Australia / Economic Research Dept
1
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
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
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->