. Then the authors constructs simultaneous confidence band for the smooth function to identify mispricing and study the … regression to study the pricing of convertible bonds thus circumvents the problem of model risk. Simultaneous confidence band for … trading opportunities. Application of nonparametric regression and simultaneous confidence band in derivative pricing is …

confidence band for single-index random effects models. Simulation studies and real data set are presented to evaluate the …We get the estimator of the link function, establish the asymptotic properties, and construct the simultaneous …

This paper constructs the simultaneous confidence band for the nonparametric function in nonparametric fixed effects …. Finally we apply the established asymptotic results to construct the simultaneous confidence band for the nonparametric …