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~subject:"Nonparametric statistics"
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Search: subject:"Predictive inference"
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Nonparametric statistics
Forecasting model
7
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Nichtparametrisches Verfahren
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nonparametric predictive inference
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Central limit theorem
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Conditional identity in distribution
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Induktive Statistik
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Option pricing theory
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Predictive distribution
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predictive inference
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EU countries
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Coolen, Frank P. A.
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He, Ting
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Chen, Junbin
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Journal of the Operational Research Society
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Pacific-Basin finance journal
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An imprecise pricing model for Asian options based on nonparametric
predictive
inference
He, Ting
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463687
Saved in:
2
On nonparametric
predictive
inference
for asset and European option trading in the binomial tree model
Chen, Junbin
;
Coolen, Frank P. A.
;
Coolen-Maturi, Tahani
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1678-1691
Persistent link: https://www.econbiz.de/10012214367
Saved in:
3
Nonparametric
predictive
inference
for European option pricing based on the binomial tree model
He, Ting
;
Coolen, Frank P. A.
;
Coolen-Maturi, Tahani
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1692-1708
Persistent link: https://www.econbiz.de/10012214368
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