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person:"Polasek, Wolfgang"
~accessRights:"free"
~person:"Yu, Jun"
~subject:"Zinsderivat"
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Search: subject_exact:"Maximum-Likelihood-Methode"
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Zinsderivat
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Bayes-Statistik
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Estimation theory
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Gravitationsmodell
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Option pricing theory
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Optionspreistheorie
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Resampling
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Resampling method
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Sensitivity analysis
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Statistical distribution
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Polasek, Wolfgang
Yu, Jun
Phillips, Peter C. B.
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Cowles Foundation discussion paper
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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ECONIS (ZBW)
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Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
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2003
Persistent link: https://www.econbiz.de/10001735077
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Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
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2002
Persistent link: https://www.econbiz.de/10001727120
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