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Option Pricing With Model-Guided Nonparametric Methods
Fan, Jianqing
;
Mancini, Loriano
- In:
Journal of the American Statistical Association
104
(
2009
)
488
,
pp. 1351-1372
Persistent link: https://www.econbiz.de/10008784010
Saved in:
2
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
Mancini, Loriano
;
Ronchetti, Elvezio
;
Trojani, Fabio
- In:
Journal of the American Statistical Association
100
(
2005
)
June
,
pp. 628-641
Persistent link: https://www.econbiz.de/10005734077
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