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Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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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
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Classification of Markov chains on Rk
Hansen, Niels Richard (contributor) - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
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Global polynomial kernel hazard estimation
Nielsen, Jens Perch (contributor);  … - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
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Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch (contributor);  … - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
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Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E. (contributor);  … - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
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A note on the call-put parity and a call-put duality
Peskir, Goran (contributor);  … - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
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How to hedge unknown risk
Christensen, Claus Vorm (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560026
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Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031