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~person:"Phillips, Peter C. B."
~person:"Jing, Bingyi"
~subject:"Maximum-Likelihood-Schätzung"
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Maximum-Likelihood-Schätzung
Maximum likelihood estimation
4
Resampling
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Resampling method
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Interest rate derivative
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Option pricing theory
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Optionspreistheorie
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Phillips, Peter C. B.
Jing, Bingyi
Yu, Jun
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Hahn, Jinyong
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Hebbel, Hartmut
1
Liu, Xueyuan
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Sattar Muneera, Yaseen Ali
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The review of financial studies
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ECONIS (ZBW)
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Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
-
2003
Persistent link: https://www.econbiz.de/10001735077
Saved in:
2
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001727120
Saved in:
3
Jackknife empirical likelihood
Jing, Bingyi
;
Yuan, Junqing
;
Zhou, Wang
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1224-1232
Persistent link: https://www.econbiz.de/10003902863
Saved in:
4
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
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