Search Results - subject:"Continuity correction"

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Continuity correction : on the pricing of discrete double barrier options

Luo, Sheng-Feng; Wong, Hsin-Chieh - In: Review of derivatives research 26 (2023) 1, pp. 51-90

Persistent link: https://www.econbiz.de/10014266376

High-order coverage of smoothed Bayesian bootstrap intervals for population quantiles

Kaplan, David M.; Hofmann, Lonnie - 2020

Persistent link: https://www.econbiz.de/10012390826

High-order coverage of smoothed Bayesian bootstrap intervals for population quantiles

Kaplan, David M.; Hofmann, Lonnie - 2019

Persistent link: https://www.econbiz.de/10012211764

Pricing discrete path-dependent options under a double exponential jump–diffusion model

Fuh, Cheng-Der; Luo, Sheng-Feng; Yen, Ju-Fang - In: Journal of Banking & Finance 37 (2013) 8, pp. 2702-2713

continuous counterparts’ pricing formulae with a simple continuity correction. The correction is justified theoretically via … continuity correction method. Numerical results show that this continuity correction performs very well especially when the …

Persistent link: https://www.econbiz.de/10010679259

Pricing discrete path-dependent options under a double exponential jump-diffusion model

Fuh, Cheng-der; Luo, Sheng-feng; Yen, Ju-fang - In: Journal of banking & finance 37 (2013) 8, pp. 2702-2713

Persistent link: https://www.econbiz.de/10009776395

A numerical comparison of the normal and some saddlepoint approximations to a distribution-free test for stochastic ordering in the competing risks model

Murakami, Hidetoshi - In: Computational Statistics 25 (2010) 4, pp. 633-643

Persistent link: https://www.econbiz.de/10008775809

On the validity condition of the chi-squared test in 2×2 tables

Andrés, A.; Quevedo, M. Sánchez; García, J. Tapia; … - In: TEST: An Official Journal of the Spanish Society of … 14 (2005) 1, pp. 99-128

Persistent link: https://www.econbiz.de/10005613297