A probabilistic approach for denoising option prices
Djibril Gueye, Kokulo Lawuobahsumo
| Year of publication: |
2022
|
|---|---|
| Authors: | Gueye, Djibril ; Lawuobahsumo, Kokulo |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 13.2023, 2, p. 18-26
|
| Subject: | Gaussian Process | Denoising | Wavelet | Arbitrage | Option Price | Optionspreistheorie | Option pricing theory | Zustandsraummodell | State space model | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading | Wahrscheinlichkeitsrechnung | Probability theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijefi.13993 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014251651