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A data-driven framework for consistent financial valuation and risk measurement
Cui, Zhenyu; Kirby, J. Lars; Nguyen, Duy - In: European journal of operational research : EJOR 289 (2021) 1, pp. 381-398
Persistent link: https://www.econbiz.de/10012416736
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Nonparametric density estimation by B-spline duality
Cui, Zhenyu; Kirkby, Justin Lars; Nguyen, Duy - In: Econometric theory 36 (2020) 2, pp. 250-291
Persistent link: https://www.econbiz.de/10012193747
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Integral representations of probability density of stochastic volatility models and timer options
Cui, Zhenyu; Kirkby, J. Lars; Lian, Guanghua; Nguyen, Duy - In: International journal of theoretical and applied finance 20 (2017) 8, pp. 1-32
Persistent link: https://www.econbiz.de/10011787421