This is a preview. Log in through your library . Abstract This study introduces a flexible nonlinear semiparametric spline model, new to solvency studies, as a tool for managerial discretion and ...
Testing several approaches for implied volatility modeling and forecasting. Design/methodology/approach – Comparative ...
Single-index models are important in multivariate nonparametric regression. In a previous paper, we proposed a penalized spline approach to a partially linear single-index model where the mean ...
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