Nonparametric option pricing under shape restrictions (Q1398968): Difference between revisions

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+The Construction of Utility Functions from Expenditure Data
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+Nonparametric Pricing of Interest Rate Derivative Securities
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+Nonparametric risk management and implied risk aversion
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+Do option markets correctly price the probabilities of movement of the underlying asset?
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+Q5658961
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+Post-'87 crash fears in the S\&P 500 futures option market
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+The Pricing of Options and Corporate Liabilities
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+An Algorithm for Restricted Least Squares Regression
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+Pricing and hedging derivative securities with neural networks and a homogeneity hint
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+Consistency in concave regression
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+On consistency in monotonic regression
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+Martingales and arbitrage in multiperiod securities markets
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+Point Estimates of Ordinates of Concave Functions
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+Asset Prices in an Exchange Economy
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+Estimating a smooth monotone regression function
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+Smoothing Splines and Shape Restrictions
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+Semiparametric Estimation of Monotone and Concave Utility Functions for Polychotomous Choice Models
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+Nonparametric and Districtuion-Free Estimation of the Binary Threshold Crossing and The Binary Choice Models
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+Testing strictly concave rationality
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+Monotone nonparametric regression
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+Q4905685
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+Q4039968
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+Q3719633
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+The Nonparametric Approach to Demand Analysis
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+The Nonparametric Approach to Production Analysis
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+Functional Operators (AM-22), Volume 2
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+Q4865051
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+The asymptotic behavior of monotone regression estimates
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