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Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.; Yu, Jun - In: The review of financial studies 22 (2009) 9, pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728
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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - In: The review of financial studies 18 (2005) 2, pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
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Simulation-Based Estimation of Contingent-Claims Prices
Phillips, Peter C. B.; Yu, Jun - In: The review of financial studies 22 (2013) 9, pp. 3669-3668
Persistent link: https://www.econbiz.de/10010113838
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Jackknifing Bond Option Prices
Phillips, Peter C. B.; Yu, Jun - In: The review of financial studies 18 (2013) 2, pp. 707-706
Persistent link: https://www.econbiz.de/10010114510