State price density estimation and nonparametric pricing of basket options
Year of publication: |
November 2015
|
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Authors: | Kuang, Yuming ; Lai, Tze Leung |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 5.2015, 5, p. 448-456
|
Subject: | Basket Options | Portfolio Weights | Joint State Price Density | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Verteilung | Statistical distribution | Optionsgeschäft | Option trading | Portfolio-Management | Portfolio selection |
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