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Upper bonds on numerical appro...
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Empirical rationality in the stock market
Raahauge, Peter
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contributor
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001629176
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Higher-order finite element solutions of option price
Raahauge, Peter
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002199042
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3
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002481916
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4
Dynamic programming in computational economics
Raahauge, Peter
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1999
Persistent link: https://www.econbiz.de/10001411686
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5
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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6
Upper bounds on numerical approximation errors
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227602
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7
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
8
The aggregate cost of equity underdiversification
Florentsen, Bjarne
;
Nielsson, Ulf
;
Raahauge, Peter
; …
- In:
Financial Review
54
(
2019
)
4
,
pp. 833-856
Persistent link: https://www.econbiz.de/10012191212
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9
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
10
Turning local : home-bias dynamics of relocating foreigners
Florentsen, Bjarne
;
Nielsson, Ulf
;
Raahauge, Peter
; …
- In:
Journal of empirical finance
58
(
2020
),
pp. 436-452
Persistent link: https://www.econbiz.de/10012430715
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