An imprecise pricing model for Asian options based on nonparametric predictive inference
Ting He
| Year of publication: |
2023
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|---|---|
| Authors: | He, Ting |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 77.2023, p. 1-14
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| Subject: | Asian option | Derivatives pricing | Imprecise probability | Nonparametric predictive inference | Uncertainty | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Nichtparametrisches Verfahren | Nonparametric statistics | Prognoseverfahren | Forecasting model | Derivat | Derivative | Asien | Asia | Induktive Statistik | Statistical inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2023.101941 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463687