Option prices for risk-neutral density estimation using nonparametric methods through big data and large-scale problems
Year of publication: |
2022
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---|---|
Authors: | Monteiro, Ana M. ; Santos, António A. F. |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 1, p. 152-171
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Subject: | big data | large-scale optimization | nonparametric estimation | option pricing | risk-neutral density | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics | Big Data | Big data | Statistische Verteilung | Statistical distribution | Data Mining | Data mining | Schätztheorie | Estimation theory | Schätzung | Estimation |
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