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Estimation theory
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Su, Liangjun
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Applied economics letters
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Oxford bulletin of economics and statistics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European journal of operational research : EJOR
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Applied economics
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Journal of quantitative economics : official journal of the Indian Econometric Society
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ECONIS (ZBW)
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RePEc
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BASE
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ArchiDok
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EconStor
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USB Cologne (EcoSocSci)
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1
Local parametric analysis of
hedging
in discrete time
Bossaerts, Peter L.
;
Hillion, Pierre Henri
-
1995
Persistent link: https://www.econbiz.de/10000912231
Saved in:
2
Local parametric analysis of derivatives pricing and
hedging
Bossaerts, Peter L.
;
Hillion, Pierre Henri
-
1997
Persistent link: https://www.econbiz.de/10000980780
Saved in:
3
Local parametric analysis of derivatives pricing and
hedging
Bossaerts, Peter L.
;
Hillion, Pierre Henri
- In:
Journal of financial markets
6
(
2003
)
4
,
pp. 573-605
Persistent link: https://www.econbiz.de/10001780139
Saved in:
4
Taming the skew : higher-order moments in modeling asset price processes in finance
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
-
1997
Persistent link: https://www.econbiz.de/10000626665
Saved in:
5
Asymptotics of implied
volatility
to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
Saved in:
6
Asymptotic expansion for some local
volatility
models arising in finance
Albeverio, Sergio
;
Cordoni, Francesco
;
Di Persio, Luca
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 527-573
Persistent link: https://www.econbiz.de/10012127266
Saved in:
7
A spectral estimation of tempered stable stochastic
volatility
models and option pricing
Li, Junye
;
Favero, Carlo A.
;
Ortu, Fulvio
-
2010
Persistent link: https://www.econbiz.de/10011334802
Saved in:
8
Convex regularization of local
volatility
estimation
Albani, Vinícius
;
Cezaro, Adriano de
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011686808
Saved in:
9
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
10
Errors in implied
volatility
estimation
Hentschel, Ludger
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 779-810
Persistent link: https://www.econbiz.de/10001859254
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