Alles van: Pieter J. van der Sluis
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Pieter J. van der Sluis EmmPack 1.01: C/C++code for use with Ox for estimation of univariate stochastic volatility models with the efficient method of moments
Non-fictie
Engels | 24 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1998
Gedrukt boek
Pieter J. van der Sluis Structural stability tests with unknown breakpoint for the efficient method of moments with application to stochastic volatility models
Non-fictie
Engels | 41 pagina's | Tinbergen Institute, [Amsterdam etc.] | 1998
Gedrukt boek
G.J. Jiang | Pieter J. van der Sluis Pricing stock options under stochastic volatility and stochastic interest rates with efficient method of moments estimation
Non-fictie
Engels | 62 pagina's | Tinbergen Institute, Amsterdam [etc.] | 1998
Gedrukt boek