Dynamic Nonparametric State Price Density EstimationUsing Constrained Least Squares and the Bootstrap
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
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In: Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Band 2002, Ausgabe 16, 2002
- Keyword
-
Optionspreistheorie
Nichtparametrisches Verfahren
Schätztheorie
Theorie
Optionspreistheorie
Nichtparametrische Statistik
Nichtparametrisches Verfahren
Schätzfunktion
Schätztheorie
- Event
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Veröffentlichung
- (where)
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Berlin
- (who)
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Humboldt-Universität zu Berlin
- (when)
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2001
- Creator
- DOI
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10.18452/3458
- URN
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urn:nbn:de:kobv:11-10048688
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:41 PM CET
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Härdle, Wolfgang
- Yatchew, Adonis John
- Humboldt-Universität zu Berlin
Time of origin
- 2001
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