A new improvement scheme for approximation methods of probability density functions
Akihiko Takahashi and Yukihiro Tsuzuki
| Year of publication: |
June 2016
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|---|---|
| Authors: | Takahashi, Akihiko ; Tsuzuki, Yukihiro |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 19.2016, 4, p. 73-94
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| Subject: | density approximation | probability density function | asymptotic expansion | best approximation in inner product spaces | Dykstra's algorithm | option pricing | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Optionsgeschäft | Option trading | Schätztheorie | Estimation theory | Algorithmus | Algorithm | Iteratives Verfahren | Approximation method | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011603189