Non-parametric pricing of multivariate contigent claims
Joshua V. Rosenberg
| Year of publication: |
2003
|
|---|---|
| Authors: | Rosenberg, Joshua V. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 10.2002, 3, p. 9-26
|
| Subject: | Derivat | Derivative | Finanzanalyse | Financial analysis | Nichtparametrisches Verfahren | Nonparametric statistics | EU-Staaten | EU countries | Japan | USA | United States |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001770054