Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic 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>"
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
Conditional value-at-risk appr...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
13
Schätztheorie
13
Theorie
13
Theory
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Option pricing theory
6
Optionspreistheorie
6
Kleinste-Quadrate-Methode
4
Least squares method
4
Estimation
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Schätzung
3
Time series analysis
3
Yield curve
3
Zeitreihenanalyse
3
Zinsstruktur
3
Bias
2
Core
2
Currency option
2
Devisenoption
2
Markov chain
2
Markov-Kette
2
Statistical distribution
2
Statistische Verteilung
2
Systematischer Fehler
2
Analysis
1
Bayes-Statistik
1
Bayesian inference
1
CAPM
1
Cointegration
1
Einheitswurzeltest
1
Elasticity
1
Elastizität
1
Financial economics
1
Forecasting model
1
Hedging
1
more ...
less ...
Type of publication
All
Book / Working Paper
22
Type of publication (narrower categories)
All
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Language
All
English
22
Author
All
Sørensen, Michael
4
Barndorff-Nielsen, Ole E.
2
Christensen, Bent Jesper
2
Nielsen, Jens Perch
2
Shephard, Neil G.
2
Stentoft, Lars
2
Søndergaard Rasmussen, Nicki
2
Tanggaard, Carsten
2
Ørregaard Nielsen, Morten
2
Bladt, Mogens
1
Busch, Thomas
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hansen, Peter Reinhard
1
Hurd, T.R.
1
Jones, M. C.
1
Kelly, Leah
1
Lunde, Asger
1
Mikkelsen, Peter
1
Nielsen, Morten Ørregaard
1
Platen, Eckhard
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Tzotchev, Dobromir
1
Uchida, Masayuki
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
International Monetary Fund (IMF)
665
National Bureau of Economic Research
629
International Monetary Fund
492
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
170
OECD
154
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
146
Federal Reserve Board (Board of Governors of the Federal Reserve System)
136
International Association for the Study of Insurance Economics
93
Springer Fachmedien Wiesbaden
88
World Bank
84
European Commission / Joint Research Centre
75
World Bank Group
73
HAL
70
Basel Committee on Banking Supervision
59
Institut für Schweizerisches Bankwesen <Zürich>
57
EconWPA
51
Ekonomiska forskningsinstitutet <Stockholm>
48
International Monetary Fund / Monetary and Capital Markets Department
43
Internationaler Währungsfonds
40
European Association of Agricultural Economists - EAAE
36
European Central Bank
36
Erich Schmidt Verlag
31
Tinbergen Instituut
29
Agricultural and Applied Economics Association - AAEA
28
Inter-American Development Bank
28
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
28
Umeå universitet
28
European Agency for the Management of Operational Cooperation at the External Borders of the Member States of the European Union
27
European University Institute / Department of Economics
27
Organisation for Economic Co-operation and Development
27
Université Paris-Dauphine (Paris IX)
27
C.E.P.R. Discussion Papers
26
Society for Computational Economics - SCE
26
Center for Economic Research <Tilburg>
25
European Food Safety Authority
25
Federal Reserve Bank of Chicago
23
University of New England / Department of Econometrics
22
Federal Reserve Bank of New York
20
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
20
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
22
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
