A new improvement scheme for approximation methods of probability density functions
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
|
Subject: | density approximation | probability density function | asymptotic expansion | best approximation in inner product spaces | Dykstra's algorithm | option pricing | Wahrscheinlichkeitsrechnung | Probability theory | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
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