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Nonparametric estimation of an implied volatility surface
Bodurtha, James N.; Jermakyan, Martin - In: The journal of computational finance 2 (1999) 4, pp. 29-60
Persistent link: https://www.econbiz.de/10001517296
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Nichtparametrische Optionsbewertung
Herrmann, Ralf - 1999
Persistent link: https://www.econbiz.de/10001389011
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Estimating state-price densities with nonparametric regression
Huynh, Kim; Kervella, Pierre; Zheng, Jun - In: Applied quantitative finance : theory and computational …, (pp. 171-196). 2002
Persistent link: https://www.econbiz.de/10001749988
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Nonparametric pricing of multivariate contingent claims
Rosenberg, Joshua V. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001751999
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Estimating state-price densities from derivative prices : parametric and nonparametric methods
Guidolin, Massimo - 1999
Persistent link: https://www.econbiz.de/10001446623
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Semiparametric pricing of multivariate contingent claims
Rosenberg, Joshua V. - 1999
Persistent link: https://www.econbiz.de/10001447974
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Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap
Härdle, Wolfgang; Yatchew, Adonis John - 2002
Persistent link: https://www.econbiz.de/10001668612
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Nonparametric option pricing under shape restrictions
Aït-Sahalia, Yacine; Duarte, Jefferson - 2002
Persistent link: https://www.econbiz.de/10001669271
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Nonparametric option pricing under shape restrictions
Aït-Sahalia, Yacine; Duarte, Jefferson - In: Journal of econometrics 116 (2003) 1/2, pp. 9-47
Persistent link: https://www.econbiz.de/10001772140
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Estimation of risk-neutral densities using positive convolution approximation
Bondarenko, Oleg - In: Journal of econometrics 116 (2003) 1/2, pp. 85-112
Persistent link: https://www.econbiz.de/10001772142