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Subject
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Aktienoption 1 Deutschland 1 Dynamische Wirtschaftstheorie 1 Economic dynamics 1 Estimation 1 Factor analysis 1 Faktorenanalyse 1 Germany 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Option pricing theory 1 Optionspreistheorie 1 Risiko 1 Risikoneutralität 1 Risk 1 Risk neutrality 1 Schätzung 1 Statistical distribution 1 Statistische Verteilung 1 Stock option 1
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Free 1
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Book / Working Paper 1
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English 1
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Giacomini, Enzo 1 Härdle, Wolfgang 1 Kratschmer, Volker 1
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SFB 649 Discussion Paper 2008-038 1
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ECONIS (ZBW) 1
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Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation
Giacomini, Enzo - 2017
Dimension reduction techniques for functional data analysis model and approximate smooth random functions by lower dimensional objects. In many applications the focus of interest lies not only in dimension reduction but also in the dynamic behaviour of the lower dimensional objects. The most...
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