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Subject
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Adaptive methods 1 Binomial methods 1 Conditional distribution function estimation 1 Consistency 1 Experimental fatigue tests 1 Isogeometric analysis 1 Local averaging 1 Local averaging estimate 1 Option pricing 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Shape optimization 1
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Online availability
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Free 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Hansmann, Matthias 1 Horn, Benjamin M. 1 Kim, Hongjoong 1 Kohler, Michael 1 Moon, Kyoung-sook 1 Ulbrich, Stefan 1
Published in...
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Metrika 1 Operations research letters 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Estimation of conditional distribution functions from data with additional errors applied to shape optimization
Hansmann, Matthias; Horn, Benjamin M.; Kohler, Michael; … - In: Metrika 85 (2021) 3, pp. 323-343
tending to infinity. We prove sufficient conditions on the weights (e.g. fulfilled by kernel weights) of a local averaging …
Persistent link: https://www.econbiz.de/10014497465
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Cover Image
An adaptive averaging binomial method for option valuation
Moon, Kyoung-sook; Kim, Hongjoong - In: Operations research letters 41 (2013) 5, pp. 511-515
Persistent link: https://www.econbiz.de/10010190429
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