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Academic Journal

SEQUENTIAL δ-OPTIMAL CONSUMPTION AND INVESTMENT FOR STOCHASTIC VOLATILITY MARKETS WITH UNKNOWN PARAMETERS

Subjects: sequential analysis; truncate sequential estimate; Black-Scholes market model

  • Source: ISSN: 1095-7219 ; SIAM Theory of Probability and its Applications ; https://hal.science/hal-02334869 ; SIAM Theory of Probability and its Applications, 2016, 60, pp.533-560.

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Academic Journal

Combining directed acyclic graphs and the change-in-estimate procedure as a novel approach to adjustment-variable selection in epidemiology.

Subjects: Directed acyclic graph; Adjustment-variable selection; Change-in-estimate

  • Source: ISSN: 1471-2288 ; BMC Medical Research Methodology ; https://inserm.hal.science/inserm-00787780 ; BMC Medical Research Methodology, 2012, 12 (1), pp.156. ⟨10.1186/1471-2288-12-156⟩.

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Academic Journal

Validation croisée pour l’estimation non-paramétrique de la densité conditionnelle

Subjects: Conditional density; Nonparametric Estimation; Kernel Estimate

  • Source: ISSN: 1626-1607 ; Annales de l'ISUP ; https://hal.science/hal-03659839 ; Annales de l'ISUP, 1994, XXXVIII (1), pp.57-80.

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