Browsing by Subject "Functional forms"

Now showing items 1-2 of 2

    • Article  

      The Bierens test for certain nonstationary models 

      Kasparis, Ioannis (2010)
      We adapt the Bierens (1990) test to the I-regular models of Park and Phillips (2001). Bierens (1990) defines the test hypothesis in terms of a conditional moment condition. Under the null hypothesis, the moment condition ...
    • Article  

      Symmetry analysis of a model for the exercise of a barrier option 

      O'Hara, John G.; Sophocleous, Christodoulos; Leach, Peter G. L. (2013)
      A barrier option takes into account the possibility of an unacceptable change in the price of the underlying stock. Such a change could carry considerable financial loss. We examine one model based upon the Black-Scholes-Merton ...