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Frédérique Fève, and Jean-Pierre Florens
vol. 123, n. 3, June 2014, pp. 300–304
This paper proposes a simple algorithm for the numerical computation of the non parametric IV quantile estimation. This algorithm is based on the Landweber iterations for solving a nonlinear integral equation. The paper is illustrated by numerical simulations.
July 1, 2014
June 28, 2014
Claude Crampes, and Thomas-Olivier Léautier
June 27, 2014
Jacques Delpla
June 26, 2014
June 24, 2014
Christian Gollier
June 23, 2014
Marc Ivaldi
June 21, 2014
June 20, 2014
