Showing results 1 to 5 of 5
Title | Author(s) | Issue Date | |
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INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL Journal:International Journal of Theoretical and Applied Finance | 2018 | ||
2011 | |||
2010 | |||
Second-order accuracy of depth-based bootstrap confidence regions Journal:Journal of Multivariate Analysis | 2012 | ||
Stochastically optimal bootstrap sample size for shrinkage-type statistics Journal:Statistics and Computing | 2016 |