//--> //--> //-->
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
isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Theorie
7
Theory
7
Estimation theory
4
Kleinste-Quadrate-Methode
4
Least squares method
4
Schätztheorie
4
Markov chain
3
Markov-Kette
3
Mathematics
3
Mathematik
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Option pricing theory
3
Optionspreistheorie
3
Cointegration
2
Kointegration
2
Yield curve
2
Zinsstruktur
2
Analysis of variance
1
Credit rating
1
Estimation
1
Financial economics
1
Hedging
1
Interest rate
1
Kapitalmarkttheorie
1
Kreditwürdigkeit
1
Optionsanleihe
1
Regression analysis
1
Regressionsanalyse
1
Schätzung
1
State space model
1
Varianzanalyse
1
Volatility
1
Volatilität
1
Warrant bond
1
Zins
1
Zustandsraummodell
1
more ...
less ...
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
14
Author
All
Bladt, Mogens
2
Christensen, Bent Jesper
2
Nielsen, Morten Ørregaard
2
Stentoft, Lars
2
Søndergaard Rasmussen, Nicki
2
Sørensen, Michael
2
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hurd, T.R.
1
Mikkelsen, Peter
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
12
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Journal of econometrics
133
Discussion paper / Tinbergen Institute
93
Economics letters
66
Computational economics
62
European journal of operational research : EJOR
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Working paper
57
The journal of computational finance
55
Econometric reviews
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Applied economics
47
Journal of applied econometrics
44
International journal of theoretical and applied finance
42
Quantitative finance
40
Working paper / Department of Econometrics and Business Statistics, Monash University
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Journal of economic dynamics & control
34
Working paper / National Bureau of Economic Research, Inc.
33
Risks : open access journal
32
Economic modelling
31
NBER Working Paper
31
The econometrics journal
31
International journal of forecasting
30
Journal of risk and financial management : JRFM
30
NBER working paper series
30
Applied economics letters
28
Finance and stochastics
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Energy economics
26
Insurance / Mathematics & economics
25
Journal of the American Statistical Association : JASA
22
Physica A: Statistical Mechanics and its Applications
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
CAMA working paper series
21
Econometric Institute research papers
21
Econometric theory
21
International journal of production research
21
Journal of forecasting
21
Mathematics and Computers in Simulation (MATCOM)
21
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
14
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Efficient estimation of transition rates between credit ratings from observations at discrete time points
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003286547
Saved in:
2
Local Whittle analysis of stationary fractional cointegration and the implied-realized volatility relation
Nielsen, Morten Ørregaard
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003301063
Saved in:
3
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
10
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:
11
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:
12
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:
13
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
14
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->