Search Results - subject:"Confluent Hypergeometric Functions"

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An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit

Feng, Runhuan; Volkmer, Hans W. - In: Mathematics and financial economics 10 (2016) 2, pp. 127-149

Persistent link: https://www.econbiz.de/10011485899

Optimal starting-stopping and switching of a CIR process with fixed costs

Leung, Tim; Li, Xin; Wang, Zheng - In: Risk and decision analysis 5 (2014) 2/3, pp. 149-161

Persistent link: https://www.econbiz.de/10011285058

Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction

Chao, John C.; Swanson, Norman Rasmus - School of Management, Yale University - 2004

We provide analytical formulae for the asymptotic bias (ABIAS) and mean squared error (AMSE) of the IV estimator, and obtain approximations thereof based on an asymptotic scheme which essentially requires the expectation of the first stage F-statistic to converge to a finite (possibly small)...

Persistent link: https://www.econbiz.de/10005587117