Semi-nonparametric approximation and index options
Julia Jiang, Weidong Tian
| Year of publication: |
2019
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|---|---|
| Authors: | Jiang, Julia ; Tian, Weidong |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 15.2019, 4, p. 563-600
|
| Subject: | Semi-nonparametric | Index option | Universal approximation error | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10436-018-0341-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012240184