Fast algorithm for nonparametric arbitrage-free SPD estimation (Q1010575): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 22:15, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fast algorithm for nonparametric arbitrage-free SPD estimation |
scientific article |
Statements
Fast algorithm for nonparametric arbitrage-free SPD estimation (English)
0 references
6 April 2009
0 references
option pricing
0 references
nonlinear least squares
0 references
constrained estimation
0 references