Nonparametric option pricing under shape restrictions
Year of publication: |
2003
|
---|---|
Authors: | Aït-Sahalia, Yacine ; Duarte, Jefferson |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 116.2003, 1/2, p. 9-47
|
Subject: | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
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