Nonparametric option pricing under shape restrictions (Q1398968)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric option pricing under shape restrictions |
scientific article |
Statements
Nonparametric option pricing under shape restrictions (English)
0 references
7 August 2003
0 references
state price density
0 references
kernel
0 references
local polynomials
0 references
regression
0 references
constraints
0 references
monotonicity
0 references
convexity
0 references
0 references
0 references
0 references
