Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252): Difference between revisions
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Property / author: Wolfgang Karl Härdle / rank | |||
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Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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Property / Mathematics Subject Classification ID: 62G07 / rank | |||
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Property / Mathematics Subject Classification ID: 91B84 / rank | |||
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Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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Property / zbMATH DE Number: 6573249 / rank | |||
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options | |||
Property / zbMATH Keywords: options / rank | |||
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state price density | |||
Property / zbMATH Keywords: state price density / rank | |||
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nonparametric least squares | |||
Property / zbMATH Keywords: nonparametric least squares / rank | |||
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bootstrap | |||
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Revision as of 17:23, 27 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Nonparametric state price density estimation using constrained least squares and the bootstrap |
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Nonparametric state price density estimation using constrained least squares and the bootstrap (English)
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25 April 2016
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options
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state price density
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nonparametric least squares
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bootstrap
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