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
~subject:"Monte Carlo simulation"
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
Latent utility shocks in a str...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Theorie
111
Theory
108
Volatilität
54
Volatility
49
Estimation theory
42
Schätztheorie
42
Zeitreihenanalyse
30
Optionspreistheorie
29
Option pricing theory
28
Time series analysis
28
Denmark
27
Dänemark
27
Stochastischer Prozess
25
Stochastic process
24
Yield curve
24
Zinsstruktur
24
ARCH-Modell
23
Estimation
23
Schätzung
23
ARCH model
21
Capital income
17
Kapitaleinkommen
17
CAPM
14
Cointegration
13
Kointegration
13
Monte-Carlo-Simulation
13
Search theory
13
Suchtheorie
13
realized volatility
13
Forecasting model
12
Option trading
12
Optionsgeschäft
12
Prognoseverfahren
12
USA
12
United States
12
implied volatility
12
Börsenkurs
11
Prognose
11
Retirement
10
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Arbeitspapier
11
Working Paper
11
Graue Literatur
10
Non-commercial literature
10
Language
All
English
13
Author
All
Christensen, Bent Jesper
3
Stentoft, Lars
2
Søndergaard Rasmussen, Nicki
2
Ørregaard Nielsen, Morten
2
Bladt, Mogens
1
Di Miscia, Orazio
1
Grasselli, M.R.
1
Hurd, T.R.
1
Mikkelsen, Peter
1
Nielsen, Morten Ørregaard
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Sørensen, Michael
1
Tzotchev, Dobromir
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
12
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Economics working paper
1
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high frequency
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001599613
Saved in:
4
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:
5
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
6
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:
7
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:
8
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
