Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Alec Kercheval"'
Autor:
Hubeyb Gurdogan, Alec Kercheval
Publikováno v:
SIAM Journal on Financial Mathematics. 13:1112-1143
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bc8d9cdbf517050099090db984c95aed
https://doi.org/10.1137/21m1446411
https://doi.org/10.1137/21m1446411
Publikováno v:
Journal of Mathematical Finance. 12:1-19
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e5c88f34cd00b518031d210081f67e94
https://doi.org/10.4236/jmf.2022.121001
https://doi.org/10.4236/jmf.2022.121001
Autor:
Lisa Goldberg, Alec Kercheval
Publikováno v:
Proceedings of the National Academy of Sciences. 120
Recent research identifies and corrects bias, such as excess dispersion, in the leading sample eigenvector of a factor-based covariance matrix estimated from a high-dimension low sample size (HL) data set. We show that eigenvector bias can have a sub
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bf413e0c4bb081ed5b502b2dd82dbaa5
https://doi.org/10.1073/pnas.2207046120
https://doi.org/10.1073/pnas.2207046120
Autor:
Greg Anderson, Alec Kercheval
This is a short book on the fundamental concepts of the no-arbitrage theory of pricing financial derivatives. Its scope is limited to the general discrete setting of models for which the set of possible states is finite and so is the set of possible
Autor:
Greg Anderson, Alec Kercheval
This is a short book on the fundamental concepts of the no-arbitrage theory of pricing financial derivatives. Its scope is limited to the general discrete setting of models for which the set of possible states is finite and so is the set of possible