Jackknifing bond option prices
by Peter C. B. Phillips and Jun Yu
| Year of publication: |
2003
|
|---|---|
| Authors: | Phillips, Peter C. B. ; Yu, Jun |
| Publisher: |
New Haven, Conn. |
| Subject: | Zinsderivat | Interest rate derivative | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Systematischer Fehler | Bias | Theorie | Theory | Resampling | Resampling method | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | 49 S graph. Darst |
|---|---|
| Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 252036-9. - Vol. 1392 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature ; No longer published / No longer aquired |
| Language: | English |
| Notes: | Internetausg.: http://cowles.econ.yale.edu/P/cd/d13b/d1392.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001735077