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~person:"Kang, Boda"
~person:"Linton, Oliver"
~person:"Račev, Svetlozar T."
~subject:"Bootstrap approach"
~subject:"Option pricing theory"
~type_genre:"Graue Literatur"
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Bootstrap approach
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Kang, Boda
Linton, Oliver
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9
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9
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Consistent testing for an implication of supermodular dominance
Chung, Danbi
;
Linton, Oliver
;
Whang, Yoon-jae
-
2021
Persistent link: https://www.econbiz.de/10013257478
Saved in:
2
Testing for time stochastic dominance
Lee, Kyungho
;
Linton, Oliver
;
Whang, Yoon-jae
-
2020
Persistent link: https://www.econbiz.de/10013253442
Saved in:
3
Testing stochastic dominance with many conditioning variables
Linton, Oliver
;
Seo, Myung Hwan
;
Whang, Yoon-jae
-
2020
Persistent link: https://www.econbiz.de/10012793096
Saved in:
4
Pricing American options with jumps in asset and volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
-
2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
Saved in:
5
Investigating time-efficient methods to price compound options in the Heston Model
Chiarella, Carl
;
Griebsch, Susanne
;
Kang, Boda
-
2013
Persistent link: https://www.econbiz.de/10009744645
Saved in:
6
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
7
An improved bootstrap test of stochastic dominance
Linton, Oliver
;
Song, Kyungchul
;
Whang, Yoon-jae
-
2009
Persistent link: https://www.econbiz.de/10003971853
Saved in:
8
The evaluation of American compound option prices under stochastic volatility using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
Saved in:
9
Bootstrap tests of stochastic dominance with asymptotic similarity in the boundary
Linton, Oliver
(
contributor
);
Song, Kyungchul
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003671544
Saved in:
10
Consistent testing for stochastic dominance under general sampling schemes
Linton, Oliver
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916170
Saved in:
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