Nonparametric, conditional pricing of higher order multivariate contingent claims
Year of publication: |
2008
|
---|---|
Authors: | Giannopoulos, Kostas |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 9, p. 1907-1915
|
Subject: | Multivariate Analyse | Multivariate analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Optionspreistheorie | Option pricing theory |
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