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A Binomial Model with Edgeworth Expansion on Particular Circumstances
(Catalan Association of Accounting and Management, 2018)
Technology-based startup valuation using real options with edgeworth expansion
(Science and Education Publishing, 2018)
Technology-based Startup Valuation Using Real Options with Edgeworth Expansion
(Science and Education Publishing, 2013-10-16)
There exists extreme difficulties while trying to valuate, using traditional valuation methods, startup firms which are dedicated to technological development. Among those methods, we could mention the balance sheet-based ...
Valoración de opciones financieras call en contexto de no normalidad, bajo la aproximación de Edgeworth
(Facultad de Finanzas, Gobierno y Relaciones Internacionales, 2021-06-08)
El modelo de Black-Scholes es el método universal para la valoración de opciones financieras. Sin embargo, este modelo presenta varias deficiencias que hacen que, al contrastar sus resultados con los precios de mercado ...
Bootstrap validity for the score test when instruments may be weak
(2009)
It is well-known that size adjustments based on bootstrapping the t-statistic perform poorly when instruments are weakly correlated with the endogenous explanatory variable. In this paper, we provide a theoretical proof ...
Momentos estocásticos de orden superior y la estimación de la volatilidad implícita : Aplicación de la expación de Edgeworth en el modelo Black-Scholes.
(Universidad IcesiFacultad de Ciencias Administrativas y EconómicasAdministración de EmpresasGestión OrganizacionalSantiago de Cali, 2014-10-01)
In this document the Edgeworth expansion is used in the Black-Scholes model for estimating the implicit
volatility and the impact of the higher order stochastic moments on the option price, over Grupo Financiero
Galicia ...
Approximations for Densities of Sufficient Estimators
(Springer, 2010)
Durbin (1980a) proposed a simple method for obtaining asymptotic expansions for the densities of sufficient estimators. The expansion is a series which is effectively in powers of n-1, where n is the sample size, as compare ...