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CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET

Chen, Xinfu; Chadam, John; Jiang, Lishang; Zheng, Weian - In: Mathematical Finance 18 (2008) 1, pp. 185-197

Persistent link: https://www.econbiz.de/10005023817

NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET

Chen, Xinfu; Cheng, Huibin; Chadam, John - In: Mathematical finance : an international journal of … 23 (2013) 1, pp. 169-185

Persistent link: https://www.econbiz.de/10010063818

CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET

Chen, Xinfu; Chadam, John; Jiang, Lishang; Zheng, Weian - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 185

Persistent link: https://www.econbiz.de/10008221365

Maximum likelihood estimation for weighted distributions

Iyengar, Satish; Zhao, Peng-Liang - In: Statistics & Probability Letters 21 (1994) 1, pp. 37-47

We study the effect of weight functions on estimates of parameters from exponential families, and families with monotone likelihood ratio. We illustrate our results on two commonly used indices in meta-analyses, p-values and t-statistics.

Persistent link: https://www.econbiz.de/10005137942

A Calculus for Design of Two-Stage Adaptive Procedures

Koyama, Tatsuki; Sampson, Allan R.; Gleser, Leon J. - In: Journal of the American Statistical Association 100 (2005) March, pp. 197-203

Persistent link: https://www.econbiz.de/10005532833

A guide to probability theory and application

Derman, Cyrus; Gleser, Leon J.; Olkin, Ingram - 1973

Persistent link: https://www.econbiz.de/10000556604

A calculus for design of two-stage adaptive procedures

Koyama, Tatsuki; Sampson, Allan R.; Gleser, Leon J. - In: Journal of the American Statistical Association : JASA 100 (2005) 469, pp. 197-203

Persistent link: https://www.econbiz.de/10002703601

Theory and Methods - A Calculus for Design of Two-Stage Adaptive Procedures

Koyama, Tatsuki; Sampson, Allan R.; Gleser, Leon J. - In: Journal of the American Statistical Association : JASA 100 (2005) 469, pp. 197-203

Persistent link: https://www.econbiz.de/10006607861

Shock models and the MIFRA property

Savits, Thomas H.; Shaked, Moshe - In: Stochastic Processes and their Applications 11 (1981) 3, pp. 273-283

Marshall and Shaked [6] have shown that some multivariate life distributions obtained from their shock model satisfy the IFRA conditions A and B of Esary and Marshall [5]. Block and Savits [2] have introduced a multivariate IFRA condition which is stronger than Conditions A and B. In this paper...

Persistent link: https://www.econbiz.de/10008875062

A General Example for Benford Data

Block, Henry W.; Savits, Thomas H. - In: The American Statistician 64 (2010) 4, pp. 335-339

Persistent link: https://www.econbiz.de/10009358035