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 |
-
Kohler, Michael, (2008)
-
Bewertung amerikanischer Optionen mit Hilfe von regressionsbasierten Monte-Carlo-Verfahren
Todorović, Nebojša, (2007)
-
Dynamic semiparametric factor models
Borak, Szymon, (2008)
- More ...
-
Nonparametric option pricing under shape restrictions
Aït-Sahalia, Yacine, (2002)
-
Can the common-factor hypothesis explain the observed housing wealth effect?
Bulusu, Narayan, (2016)
-
Booms and busts in house prices explained by constraints in housing supply
Bulusu, Narayan, (2013)
- More ...