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Search: subject:"Asymptotic approximation"
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Schätztheorie
15
Estimation theory
14
asymptotic approximation
13
nonstandard asymptotic approximation
10
Asymptotic approximation
9
Momentenmethode
8
errors-in-variables
8
nonparametric identification
8
Method of moments
7
Simulation
7
Nichtparametrische Schätzung
6
Statistischer Fehler
6
nonclassical measurement errors
6
Nonparametric estimation
5
Statistical error
5
Mathematical programming
4
Mathematische Optimierung
4
Stochastic process
4
Stochastischer Prozess
4
instrumental variables
4
stochastic volatility
4
Option pricing theory
3
Optionspreistheorie
3
Regression analysis
3
Regressionsanalyse
3
maximum likelihood
3
misspecification-robust tests
3
model misspecification
3
(Asymptotic) approximation algorithms
2
ARX-model
2
Algorithm
2
Algorithmus
2
American options
2
Asymptotic Approximation
2
Binding Function
2
CAPM
2
Combinatorial optimization
2
Convex Variational Distance
2
Derivat
2
Derivative
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Free
25
Undetermined
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Article
21
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English
32
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Evdokimov, Kirill S.
10
Zeleneev, Andrei
10
Kan, Raymond
3
Robotti, Cesare
3
Arvanitis, Stelios
2
Battauz, Anna
2
De Donno, Marzia
2
De Martin, Juan Carlos
2
Demos, Antonis
2
Ge, Yu
2
Gospodinov, Nikolaj
2
He, Shuai
2
Li, Jianping
2
Lichen, Junran
2
MEDVEDEV, Alexey
2
Manerba, Daniele
2
Mehrabani, Ali
2
Parsaeian, Shahnaz
2
Roohnavazfar, Mina
2
SCAILLET, Olivier
2
Sbuelz, Alessandro
2
Tadei, Roberto
2
Ullah, Aman
2
Arbia, Giuseppe
1
Archibald, Margaret
1
Bera, Anil K.
1
Biard, Romain
1
Blecher, Aubrey
1
Brennan, Charlotte
1
Böhm, Walter
1
Dabo-Niang, Sophie
1
Doğan, Osman
1
Epstein, Leah
1
Giesecke, Kay
1
Gospodinov, Nikolay
1
Grbac, Zorana
1
He, Xuming
1
Hernández, José A.
1
Hornik, Kurt
1
Hürlimann, Werner
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Department of International and European Economic Studies, Athens University of Economics and Business (AUEB)
2
HAL
1
Swiss Finance Institute
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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CEMMAP working papers / Centre for Microdata Methods and Practice
5
cemmap working paper
5
European journal of operational research : EJOR
3
DEOS Working Papers
2
Statistics & Probability Letters
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Swiss Finance Institute Research Paper Series
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied Mathematical Finance
1
Computational Statistics & Data Analysis
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Econometric reviews
1
European Journal of Operational Research
1
FAME Research Paper Series
1
International regional science review : IRSR ; an international forum for economists, geographers, planners and other social scientists
1
Journal of Multivariate Analysis
1
Journal of econometric methods
1
Journal of statistical and econometric methods
1
MPRA Paper
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Metrika
1
Operations Research Perspectives
1
Operations research
1
Operations research perspectives
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Theoretical economics letters
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ECONIS (ZBW)
21
RePEc
14
EconStor
7
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41
We introduce a new analytical approach to price American options. Using an explicit and intuitive proxy for the exercise rule, we derive tractable pricing formulas using a short-maturity asymptotic expansion. Depending on model parameters, this method can accurately price options with time-to-maturity up to several years. The main advantage of our approach over existing methods lies in its ...
MEDVEDEV, Alexey
;
SCAILLET, Olivier
Persistent link: https://www.econbiz.de/10005162971
Saved in:
42
The Berry-esséen theorem for the subject-years method in mortality analysis with censored data
Tu, D.
- In:
Metrika
38
(
1991
)
1
,
pp. 269-283
Persistent link: https://www.econbiz.de/10005756230
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