Narrow search
Showing 1 - 10 of 207
Cover Image
On characterization of power series distributions by a marginal distribution and a regression function
Kyriakoussis, A.; Papageorgiou, H. - In: Annals of the Institute of Statistical Mathematics 41 (1989) 4, pp. 671-676
Persistent link: https://www.econbiz.de/10005395860
Cover Image
On Some Distributions Arising from Certain Generalized Sampling Schemes
Panaretos, John; Xekalaki, Evdokia - Volkswirtschaftliche Fakultät, … - 1986
, the hypergeometric, negative hypergeometric, logarithmic series, generalized Waring, Polya and inverse Polya distributions …
Persistent link: https://www.econbiz.de/10005787191
Cover Image
Confidence intervals for quantiles in finite populations with randomized nomination sampling
Nourmohammadi, Mohammad; Jafari Jozani, Mohammad; … - In: Computational Statistics & Data Analysis 73 (2014) C, pp. 112-128
Given a finite population consisting of N elements, it is desired to obtain confidence intervals for (t/N)th quantile x(t) of the population based on the randomized nomination sampling (RNS) design. Three without replacement sampling protocols are described and procedures for constructing...
Persistent link: https://www.econbiz.de/10010871392
Cover Image
Global networks of trade and bits
Riccaboni, Massimo; Rossi, Alessandro; Schiavo, Stefano - In: Journal of Economic Interaction and Coordination 8 (2013) 1, pp. 33-56
for the number of connections among each country-pair, based on hypergeometric distribution. Original data are filtered so …
Persistent link: https://www.econbiz.de/10010848369
Cover Image
PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE
CAMPOLIETI, GIUSEPPE; MAKAROV, ROMAN - In: International Journal of Theoretical and Applied … 10 (2007) 01, pp. 51-88
This paper develops bridge sampling path integral algorithms for pricing path-dependent options under a new class of nonlinear state dependent volatility models. Path-dependent option pricing is considered within a new (dual) Bessel family of semimartingale diffusion models, as well as the...
Persistent link: https://www.econbiz.de/10004971811
Cover Image
Modelo binomial para la valoración de empresas y los efectos de la deuda: escudo fiscal y liquidación de la firma
Milanesi, Gastón - In: Journal of Economics, Finance and Administrative Science 19 (2014) 36, pp. 2-10
En este documento se propone un modelo binomial para valorar empresas, proyectando y condicionando escenarios de …
Persistent link: https://www.econbiz.de/10010991546
Cover Image
Modeling count data with generalized distributions
Harris, Tammy; Hilbe, Joseph M.; Hardin, James W. - In: Stata Journal 14 (2014) 3, pp. 562-579
estimating count data, we also discuss generalized binomial regression and present the zero-inflated versions of each model …
Persistent link: https://www.econbiz.de/10010934060
Cover Image
Some comments on selecting the best of several binomial populations or the bivariate normal population having the largest correlation coefficient
Wilcox, Rand - In: Psychometrika 43 (1978) 1, pp. 127-128
Persistent link: https://www.econbiz.de/10005376322
Cover Image
Valoración probabilística versus borrosa, opciones reales y el modelo binomial. Aplicación para proyectos de inversión en condiciones de ambigüedad
Milanesi, Gastón Silverio - In: ESTUDIOS GERENCIALES (2014)
El trabajo tiene por objeto exponer la metodología, las ventajas y las debilidades del modelo binomial borroso de … valoración de opciones reales como complemento del modelo binomial probabilístico. Para lograr lo anterior primero se presentan … los modelos de opciones reales clasificados en probabilístico y borroso; luego se desarrolla el modelo binomial borroso …
Persistent link: https://www.econbiz.de/10010812345
Cover Image
Generalized Binomial Trees
Jackwerth, Jens Carsten - Volkswirtschaftliche Fakultät, … - 1996
Black-Scholes formula and standard binomial trees can only accommodate one related European option which then effectively … specifies the volatility parameter. Implied binomial trees can accommodate only related European options with the same time …-to-expiration. The generalized binomial trees introduced here can accommodate any kind of related options (European, American, or exotic …
Persistent link: https://www.econbiz.de/10005835695