Essays about: "Weak Law of Large Numbers"
Found 2 essays containing the words Weak Law of Large Numbers.
-
1. He's on Fire? Strategic Decisions and Allocation Adjustments Under the Hot Hand Fallacy
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This paper empirically explores 10 years of play-by-play data from the seasons 2011-2021 from National Basketball Association with a comprehensive dataset with 2.7 million shots to test for a hot hand, (i.e., predictability in future outcomes) using three separate models. READ MORE
-
2. Modelling Implied Volatility of American-Asian Options : A Simple Multivariate Regression Approach
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : This report focus upon implied volatility for American styled Asian options, and a least squares approximation method as a way of estimating its magnitude. Asian option prices are calculated/approximated based on Quasi-Monte Carlo simulations and least squares regression, where a known volatility is being used as input. READ MORE