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~person:"Azevedo-Pereira, José"
~person:"Chen, Songnian"
~source:"econis"
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American put option
1
Closed-form solution
1
Correlated random effects
1
Correlation
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Derivat
1
Derivative
1
Estimation
1
Estimation theory
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Korrelation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing theory
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Option trading
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Optionsgeschäft
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Optionspreistheorie
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Panel data binary response model
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Panel study
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Schätztheorie
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option valuation
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quasi-closed-form solution
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√n -Consistency semiparametric estimation
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Azevedo-Pereira, José
Chen, Songnian
Dong, Chaohua
5
Escobar, Marcos
5
Gao, Jiti
5
He, Xin-Jiang
5
Peng, Bin
5
Rastegari, Javad
4
Stentoft, Lars
4
Li, Chenxu
3
Zhu, Song-Ping
3
Chen, Wenting
2
Guéant, Olivier
2
Itkin, Andrey
2
Lin, Sha
2
Liu, Shudong
2
Ma, Guiyuan
2
Menoncin, Francesco
2
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2
Shi, Yanlin
2
Zhang, Changyong
2
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Ahn, Soohan
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Alfeus, Mesias
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Ang, Marcus
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Aït-Sahalia, Yacine
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International Journal of Financial Studies : open access journal
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
EconStor
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A quasi-
closed-form
solution for the valuation of American put options
Viegas, Christina
;
Azevedo-Pereira, José
- In:
International Journal of Financial Studies : open …
8
(
2020
)
4/62
,
pp. 1-10
This study develops a quasi-
closed-form
solution for the valuation of an American put option and the critical price of …
Persistent link: https://www.econbiz.de/10012321096
Saved in:
2
Root-N consistent estimation of a panel data binary response model with unknown correlated random effects
Chen, Songnian
;
Si, Jichun
;
Zhang, Hanghui
;
Zhou, Yahong
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 559-571
Persistent link: https://www.econbiz.de/10011893790
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