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The uniqueness of extremum estimation
Krätschmer, Volker (contributor) - 2006
Persistent link: https://www.econbiz.de/10003402324
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Maximum-Likelihood-Schätzung in gekrümmten Exponentialfamilien
Krätschmer, Volker - 1995
Persistent link: https://www.econbiz.de/10000921172
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Maximum-Likelihood-Schätzung in Unterfamilien von Exponentialfamilien
Krätschmer, Volker - In: Selected papers of the Symposium on Operations Research …, (pp. 212-216). 1996
Persistent link: https://www.econbiz.de/10001318173
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Parametric estimation of risk neutral density functions
Grith, Maria; Krätschmer, Volker - 2010
This chapter deals with the estimation of risk neutral distributions for pricing index options resulting from the hypothesis of the risk neutral valuation principle. After justifying this hypothesis, we shall focus on parametric estimation methods for the risk neutral density functions...
Persistent link: https://www.econbiz.de/10010281587
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Parametric estimation of risk neutral density functions
Grith, Maria; Krätschmer, Volker - 2010
This chapter deals with the estimation of risk neutral distributions for pricing index options resulting from the hypothesis of the risk neutral valuation principle. After justifying this hypothesis, we shall focus on parametric estimation methods for the risk neutral density functions...
Persistent link: https://www.econbiz.de/10008663375
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Differentialgeometrische Kleinste-Quadrate-Schätzung in nichtlinearen Regressionsmodellen mit normalverteilten Störgrößen
Krätschmer, Volker - 1994
Persistent link: https://www.econbiz.de/10000910823