Option pricing using Edgeworth series with empirical study

by Huang,kuo lun, 黃國倫
Published 2010

Pricing and hedging of arithmetic Asian options via the Edgeworth series expansion approach

by Weiping Li, Su Chen
Published 2016-03-01

The Refined Positive Definite and Unimodal Regions for the Gram-Charlier and Edgeworth Series Expansion

by Fred Spiring
Published 2011-01-01

An expectation maximisation algorithm and the generalized Edgeworth series expansion applied to value-at-risk

by Georgikopoulos, Nikolaos
Published 2005

A Comparison of Estimators of Process Capability Indices Cp(u,v) for Edgeworth series Distributions.

by Chien-Ming Chiu, 邱健銘
Published 1999

Omnibus test for normality based on the Edgeworth expansion.

by Agnieszka Wyłomańska, D Robert Iskander, Krzysztof Burnecki
Published 2020-01-01

Analyzing Taiwan Stock Index Option by Edgeworth Expansion Method

by Chun-Nan Li, 李俊男
Published 2007

Edgeworth Expansion and Saddle Point Approximation for Discrete Data with Application to Chance Games

by Basna, Rani
Published 2010

Edgeworth 級數在選擇權定價之應用及實證研究

by 黃國倫, Huang,kuo lun

Edgeworth Expansion of the Parametric Bootstrap t-statistic for Linear Regression Processes with Strongly Dependent Errors

by Mosisa Aga
Published 2015-03-01

Asymptotic series expansion for the probability density function of the interference due to Faster-Than-Nyquist signaling

by Zouhir Bahri
Published 2017-12-01

On a Comparison of Tests of Homogeneity of Binomial Proportions

by Martin Klein, Peter Linton
Published 2013-09-01

The Problem of Efficiency of the Consumption or Production

by Catalin Angelo Ioan, Gina Ioan
Published 2012-08-01

Gaussian and non-Gaussian-based Gram-Charlier and Edgeworth expansions for correlations of identical particles in HBT interferometry

by De Kock, Michiel Burger
Published 2009

馬可夫鏈蒙地卡羅收斂的研究與貝氏漸進的表現

by 許正宏, Hsu, Cheng Hung

Veno-venous extracorporeal membrane oxygenation in coronavirus disease 2019: a case series

by Joe Zhang, Blair Merrick, Genex L. Correa, Luigi Camporota, Andrew Retter, Andrew Doyle, Guy W. Glover, Peter B. Sherren, Stephen J. Tricklebank, Sangita Agarwal, Boris E. Lams, Nicholas A. Barrett, Nicholas Ioannou, Jonathan Edgeworth, Christopher I.S. Meadows
Published 2020-10-01

Asymptotic expansions of empirical likelihood in time series.

Published 2009

Theoremes limites pour les fonctionnelles du periodogramme

by Fay, Gilles
Published 2000

Higher order asymptotic theory for nonparametric time series analysis and related contributions

by Velasco, Carlos
Published 1996