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Estimation theory
option pricing
679
Option pricing
622
Optionspreistheorie
620
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598
Volatilität
294
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290
Stochastischer Prozess
273
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Einmahl, John H. J.
3
Ahmed, Hanan
2
Kumar, Sumit
2
Kundu, Arindam
2
Tomar, Nutan Kumar
2
Veiga, Alvaro
2
Ackerer, Damien
1
Almeida, Caio
1
Almeida, Thiago Ramos
1
Anukal Chiralaksanakul
1
Ardison, Kym
1
Azevedo, Rafael
1
Baczynski, Jack
1
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1
Behrenz, Lars
1
Blanchard, Gildas
1
Borovkova, Svetlana
1
Cancela, Héctor
1
Carrasco, Marine
1
Chang, Xiangyu
1
Chen Zhou
1
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1
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1
Coskun, Sema
1
D'Addona, Stefano
1
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1
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Computational economics
4
Discussion paper / Center for Economic Research, Tilburg University
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The journal of computational finance
3
Revista Brasileira de Finanças : RBFin
2
Cahiers de recherches économiques
1
Computational Management Science : CMS
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
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1
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1
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1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
European journal of operational research : EJOR
1
Finance research letters
1
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1
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1
International journal of financial engineering
1
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1
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1
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
1
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1
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1
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1
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1
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1
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LSF research working paper series
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ECONIS (ZBW)
41
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1
Convenient multiple directions of stratification
Jourdain, Benjamin
;
Lapeyre, Bernard
;
Sabino, Piergiacomo
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 867-897
Persistent link: https://www.econbiz.de/10009380998
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2
Efficient estimation of distance-dependent metrics in edge-failing networks
Cancela, Héctor
;
Robledo, Franco
;
Rubino, Gerardo
; …
- In:
International transactions in operational research : …
21
(
2014
)
2
,
pp. 199-213
Persistent link: https://www.econbiz.de/10010256683
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3
Improved regression inference using a second overlapping regression model
Peng, Liang
;
Einmahl, John H. J.
-
2021
Persistent link: https://www.econbiz.de/10012653552
Saved in:
4
Randomized smoothing variance reduction method for large-scale non-smooth convex optimization
Huang, Wenjie
;
Zhang, Xun
- In:
Operations research forum
2
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012589765
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5
Extreme value statistics in semi-supervised models
Ahmed, Hanan
;
Einmahl, John H. J.
;
Chen Zhou
-
2021
Persistent link: https://www.econbiz.de/10012439457
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6
Estimating the probability that a function observed with noise is convex
Jian, Nanjing
;
Henderson, Shane G.
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 376-389
Persistent link: https://www.econbiz.de/10012242767
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7
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
8
Improved estimation of the extreme value index using related variables
Ahmed, Hanan
;
Einmahl, John H. J.
-
2018
Persistent link: https://www.econbiz.de/10011879741
Saved in:
9
More efficient local polynomial regression with random-effects panel data models
Yang, Ke
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 760-776
Persistent link: https://www.econbiz.de/10012040410
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10
A new S.D.E. and instantaneous mean reversion rate formula (presented via a numerical empirical model comparison)
Rabinovitz, Yedidya
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011778269
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