Nonparametric option pricing with no-arbitrage constraints
Year of publication: |
2009
|
---|---|
Authors: | Birke, Melanie ; Pilz, Kay Frederik |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 7.2009, 2, p. 53-76
|
Subject: | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Arbitrage | Theorie | Theory |
-
Nonparametric option pricing with no-arbitrage constraints
Birke, Melanie, (2007)
-
Uniform confidence bands for pricing kernels
Härdle, Wolfgang, (2010)
-
Confidence sets in nonparametric calibration of exponential Lévy models
Söhl, Jakob, (2012)
- More ...
-
Nonparametric option pricing with no-arbitrage constraints
Birke, Melanie, (2007)
-
A note on nonparametric estimation of the effective dose in quantal bioassay
Dette, Holger, (2003)
-
A simple nonparametric estimator of a monotone regression function
Dette, Holger, (2003)
- More ...