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Search: subject_exact:"Ordinary least squares"
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Option pricing theory
Kleinste-Quadrate-Methode
5
Least squares method
5
Optionspreistheorie
3
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
50ETF
1
Credit value adjustment
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Estimation theory
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Hedging
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Hedging risk
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Interest rate derivative
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Option trading
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Optionsgeschäft
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Prognoseverfahren
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Risiko
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Schätztheorie
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Theorie
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Zinsderivat
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least squares regression
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least-squares Monte Carlo
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option
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partitional OLS
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put-call ratio
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variance bounds
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Achdou, Yves
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Ankirchner, Stefan
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Gang, Jianhua
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Ma, Xinchen
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Pironneau, Olivier
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Economic and political studies : EPS
International journal of theoretical and applied finance
Quantitative finance
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European journal of operational research : EJOR
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Finance and stochastics
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Research paper series / Swiss Finance Institute
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Review of derivatives research
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Discussion papers of interdisciplinary research project 373
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Put-call ratio predictability of the 50ETF option
Gang, Jianhua
;
Zhao, Yang
;
Ma, Xinchen
- In:
Economic and political studies : EPS
7
(
2019
)
3
,
pp. 352-376
Persistent link: https://www.econbiz.de/10012173516
Saved in:
2
Estimating residual hedging risk with least-squares Monte Carlo
Ankirchner, Stefan
;
Pigorsch, Christian
;
Schweizer, Nikolaus
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010498866
Saved in:
3
Volatilty smile by multilevel least square
Achdou, Yves
;
Pironneau, Olivier
- In:
International journal of theoretical and applied finance
5
(
2002
)
6
,
pp. 619-643
Persistent link: https://www.econbiz.de/10001743194
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