Estimating state-price densities with nonparametric regression
Kim Huynh, Pierre Kervella and Jun Zheng
| Year of publication: |
2002
|
|---|---|
| Authors: | Huynh, Kim ; Kervella, Pierre ; Zheng, Jun |
| Published in: |
Applied quantitative finance : theory and computational tools. - Berlin : Springer, ISBN 3-540-43460-7. - 2002, p. 171-196
|
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Optionspreistheorie | Option pricing theory | Deutschland | Germany | Index-Futures | Index futures |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001749988