Dynamic Nonparametric State Price Density EstimationUsing Constrained Least Squares and the Bootstrap
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
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In: Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Band 2002, Ausgabe 16, 2002
- Schlagwort
-
Optionspreistheorie
Nichtparametrisches Verfahren
Schätztheorie
Theorie
Optionspreistheorie
Nichtparametrische Statistik
Nichtparametrisches Verfahren
Schätzfunktion
Schätztheorie
- Ereignis
-
Veröffentlichung
- (wo)
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Berlin
- (wer)
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Humboldt-Universität zu Berlin
- (wann)
-
2001
- Urheber
- DOI
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10.18452/3458
- URN
-
urn:nbn:de:kobv:11-10048688
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:41 MEZ
Datenpartner
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Beteiligte
- Härdle, Wolfgang
- Yatchew, Adonis John
- Humboldt-Universität zu Berlin
Entstanden
- 2001
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