Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints (Q295013): Difference between revisions

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+Nonparametric option pricing under shape restrictions
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+Option Pricing With Model-Guided Nonparametric Methods
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+Arbitrage-free smoothing of the implied volatility surface
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+Unimodal density estimation using Bernstein polynomials
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+Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines
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+Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
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+The Bernstein polynomial basis: a centennial retrospective
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+Q5819609
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+Semi-nonparametric estimation with Bernstein polynomials
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+Bayesian Survival Analysis Using Bernstein Polynomials
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+Shape restricted nonparametric regression with Bernstein polynomials
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+Convex analysis in the semiparametric model with Bernstein polynomials
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+The Pricing of Options and Corporate Liabilities
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+Q4905685
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+On the convergence of derivatives of Bernstein approximation
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+Q4833806
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+Arbitrage-free approximation of call price surfaces and input data risk
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