Fast algorithm for nonparametric arbitrage-free SPD estimation (Q1010575): Difference between revisions

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Revision as of 18:36, 19 March 2024

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Fast algorithm for nonparametric arbitrage-free SPD estimation
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    Fast algorithm for nonparametric arbitrage-free SPD estimation (English)
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    6 April 2009
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    option pricing
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    nonlinear least squares
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    constrained estimation
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