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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing theory
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Mancini, Loriano
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Fan, Jianqing
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Ronchetti, Elvezio
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Option pricing with model-guided nonparametric methods
Fan, Jianqing
;
Mancini, Loriano
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1351-1372
Persistent link: https://www.econbiz.de/10003992951
Saved in:
2
Analysis of Multifactor Affine Yield Curve Models
Fan, Jianqing
;
Mancini, Loriano
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1324-1338
Persistent link: https://www.econbiz.de/10008376210
Saved in:
3
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 : JASA
100
(
2005
)
470
,
pp. 628-641
Persistent link: https://www.econbiz.de/10002929809
Saved in:
4
Theory and Methods - 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 : JASA
100
(
2005
)
470
,
pp. 628-641
Persistent link: https://www.econbiz.de/10006606911
Saved in:
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