Parametric properties of semi-nonparametric distributions, with applications to option valuation
Ángel León; Javier Mencía; Enrique Sentana
| Year of publication: |
2009
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|---|---|
| Authors: | León Valle, Ángel Manuel ; Mencía, Javier ; Sentana, Enrique |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 27.2009, 2, p. 176-192
|
| Subject: | Finanzmathematik | Mathematical finance | Nichtparametrisches Verfahren | Nonparametric statistics | Optionsgeschäft | Option trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003885778