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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Mathematical programming"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Risk"
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Mathematical programming
Maximum-Likelihood-Schätzung
Risk
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
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Maximum likelihood estimation
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Option trading
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Kointegration
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Least squares method
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English
8
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Schmidli, Hanspeter
2
Sørensen, Helle
2
Kristensen, Dennis
1
Raahauge, Peter
1
Rahbek, Anders
1
Sørensen, Michael
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
227
Deutsche Forschungsgemeinschaft
15
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Econometrisch Instituut <Rotterdam>
14
Center for Economic Research <Tilburg>
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IGI Global
13
Edward Elgar Publishing
11
Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
11
Erasmus Research Institute of Management
10
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Chambre de commerce et d'industrie de Paris
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European University Institute / Department of Economics
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International Federation for Information Processing
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Deutsche Gesellschaft für Operations-Research
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Umeå universitet
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International Workshop on Global Optimization <1999, Florenz>
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Conference on Optimization Techniques <8, 1977, Würzburg>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
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ECONIS (ZBW)
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Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
2
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
3
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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4
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
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5
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
6
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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7
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
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8
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
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