Constrained general regression in pseudo-Sobolev spaces with application to option pricing
Year of publication: |
2006
|
---|---|
Authors: | Hlávka, Zdeněk ; Pešta, Michal |
Publisher: |
Berlin : Humboldt-Univ., SFB 649 Economic Risk |
Subject: | Isotone Regression | Soblev-Raum | Beobachtung | Kovarianz <Stochastik> | Optionspreis |
Description of contents: | Description [sfb649.wiwi.hu-berlin.de] |
Extent: | 46 S. graph. Darst. |
---|---|
Series: | Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk. - Berlin : Humboldt-Univ., SFB 649, ISSN 1860-5656. - Vol. 2006,069 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Mikroökonomie ; Methoden und Techniken der Volkswirtschaft |
Source: |
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