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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Least squares method"
~subject:"Option pricing theory"
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Search: subject_exact:"Ordinary least squares"
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Least squares method
Option pricing theory
Kleinste-Quadrate-Methode
4
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Optionspreistheorie
2
Credit value adjustment
1
Estimation theory
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Hedging risk
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Schätztheorie
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Volatilität
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least squares regression
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least-squares Monte Carlo
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variance bounds
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Achdou, Yves
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Ankirchner, Stefan
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Konno, Hiroshi
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Kwon, Oh Kang
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Pigorsch, Christian
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International journal of theoretical and applied finance
Economics letters
48
Journal of econometrics
46
Econometric reviews
30
Working paper / National Bureau of Economic Research, Inc.
25
Econometric theory
21
NBER Working Paper
20
Discussion paper / Tinbergen Institute
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
NBER working paper series
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Discussion paper series / IZA
14
Handbook of partial least squares : concepts, methods and applications
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Discussion paper / Centre for Economic Policy Research
13
European journal of operational research : EJOR
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Oxford bulletin of economics and statistics
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Working paper
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Economics discussion papers
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Discussion paper / Center for Economic Research, Tilburg University
10
The econometrics journal
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International journal of economics and financial issues : IJEFI
9
Journal of business research : JBR
9
Working paper series / University of Zurich, Department of Economics
9
Applied economics letters
8
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
European journal of marketing
7
Organizational research methods : ORM
7
Policy research working paper : WPS
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Statistical papers
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Computational economics
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Cowles Foundation Discussion Paper
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Cowles Foundation discussion paper
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Energy economics
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International Journal of Energy Economics and Policy : IJEEP
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International journal of economics and finance
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Journal of forecasting
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Journal of productivity analysis
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1
Least squares Monte Carlo credit value adjustment with small and unidirectional bias
Joshi, Mark S.
;
Kwon, Oh Kang
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011686744
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
A constrained least square method for estimating a smooth, nonnegative forward rate sequence
Konno, Hiroshi
;
Ito, Sumito
- In:
International journal of theoretical and applied finance
8
(
2005
)
7
,
pp. 988-998
Persistent link: https://www.econbiz.de/10003206762
Saved in:
4
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
Saved in:
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