Shape Constrained Regression in Sobolev Spaces with Application to Option Pricing (Q5283084): Difference between revisions

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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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+Q4252680
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+Dynamics of state price densities
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+Application of Extended Kalman Filter to SPD Estimation
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+Linear Statistical Inference and its Applications
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+Estimating a regression function
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+Inequality-Constrained Multivariate Smoothing Splines with Application to the Estimation of Posterior Probabilities
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+Nonparametric state price density estimation using constrained least squares and the bootstrap
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