Nonparametric Methods in Continuous-Time Finance: A Selective Review
Year of publication: |
2003
|
---|---|
Authors: | Cai, Zongwu ; Hong, Yongmiao |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | Continuous time model | derivative pricing | jump process | kernel smoothing | nonparametric test | non-stationarity | options |
-
Some Recent Developments in Nonparametric Finance
Cai, Zongwu, (2013)
-
Nonparametric Methods in Continuous-Time Finance: A Selective Review
Cai, Zongwu, (2003)
-
Testing for the presence of measurement error in Stata
Lee, Young Jun, (2019)
- More ...
-
Trending Time-Varying Coefficient Models With Serially Correlated Errors
Cai, Zongwu, (2003)
-
Hong, Yongmiao, (2002)
-
Some Recent Developments in Nonparametric Finance
Cai, Zongwu, (2013)
- More ...