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A non-parametric approach to term structure estimation

Breckling, Jens - In: Finanzmarktanwendungen neuronaler Netze und …, (pp. 95-106). 1994

Persistent link: https://www.econbiz.de/10001313940

Pricing of European options when the underlying stock price follows a linear birth-death process

Korn, Ralf; Kreer, Markus; Lenssen, Mark - 1995

Persistent link: https://www.econbiz.de/10000929353

The Weibull distribution

Kızılersü, Ayşe; Kreer, Markus; Thomas, Anthony W. - In: Significance 15 (2018) 2, pp. 10-11

Persistent link: https://www.econbiz.de/10012092989

Maximum likelihood estimation for left-truncated log-logistic distributions with a given truncation point

Kreer, Markus; Kızılersü, Ayşe; Guscott, Jake; … - In: Statistical Papers 65 (2024) 9, pp. 5409-5445

For a sample X1,X2,…XNof independent identically distributed copies of a log-logistically distributed random variable X the maximum likelihood estimation is analysed in detail if a left-truncation point xL0is introduced. Due to scaling properties it is sufficient to investigate the case xL=1....

Persistent link: https://www.econbiz.de/10015358834